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This paper studies the dynamic programming principle using the measurable selection method for stochastic control of continuous processes. The novelty of this work is to incorporate intermediate expectation constraints on the canonical…
Switch-like behaviour in dynamical systems may be modelled by highly nonlinear functions, such as Hill functions or sigmoid functions, or alternatively by piecewise-smooth functions, such as step functions. Consistent modelling requires…
This paper addresses stochastic stabilization in case where implementation of control policies is digital, i. e., when the dynamical system is treated continuous, whereas the control actions are held constant in predefined time steps. In…
In this paper we present a rigorous asymptotic analysis for stochastic systems with two fast relaxation times. The mathematical model analyzed in this paper consists of a Langevin equation for the particle motion with time-dependent force…
We introduce amorphic complexity as a new topological invariant that measures the complexity of dynamical systems in the regime of zero entropy. Its main purpose is to detect the very onset of disorder in the asymptotic behaviour. For…
Invariant foliations are geometric structures for describing and understanding the qualitative behaviors of nonlinear dynamical systems. For stochastic dynamical systems, however, these geometric structures themselves are complicated random…
The main goal of this paper is developing the method of discrete approximations to derive necessary optimality conditions for a class of constrained sweeping processes with nonsmooth perturbations. Optimal control problems for sweeping…
The identification of the constrained dynamics of mechanical systems is often challenging. Learning methods promise to ease an analytical analysis, but require considerable amounts of data for training. We propose to combine insights from…
Trajectory optimization is a fundamental stochastic optimal control problem. This paper deals with a trajectory optimization approach for dynamical systems subject to measurement noise that can be fitted into linear time-varying stochastic…
A classic reachability problem for safety of dynamic systems is to compute the set of initial states from which the state trajectory is guaranteed to stay inside a given constraint set over a given time horizon. In this paper, we leverage…
We consider the asymptotic consistency of maximum likelihood parameter estimation for dynamical systems observed with noise. Under suitable conditions on the dynamical systems and the observations, we show that maximum likelihood parameter…
The white noise approach to the investigation of the dynamics of a quantum particle interacting with a dilute and in general non-equilibrium gaseous environment in the low density limit is outlined. The low density limit is the kinetic…
We consider the general class of time-homogeneous stochastic dynamical systems, both discrete and continuous, and study the problem of learning a representation of the state that faithfully captures its dynamics. This is instrumental to…
In this paper we consider a control problem for a Partially Observable Piecewise Deterministic Markov Process of the following type: After the jump of the process the controller receives a noisy signal about the state and the aim is to…
This work discusses a closed-loop control strategy for complex systems utilizing scarce and streaming data. A discrete embedding space is first built using hash functions applied to the sensor measurements from which a Markov process model…
This paper is concerned with the development of rigorous approximations to various expectations associated with Markov chains and processes having non-stationary transition probabilities. Such non-stationary models arise naturally in…
We introduce the notion of a quasistatic dynamical system, which generalizes that of an ordinary dynamical system. Quasistatic dynamical systems are inspired by the namesake processes in thermodynamics, which are idealized processes where…
Identification of a linear time-invariant dynamical system from partial observations is a fundamental problem in control theory. Particularly challenging are systems exhibiting long-term memory. A natural question is how learn such systems…
The present work revisits the reduction of the nonlinear dynamics of an electromechanical system through a quasi-steady state hypothesis, discussing the fundamental aspects of this type of approach and clarifying some confusing points found…
Computation plays a key role in predicting and analyzing natural phenomena. There are two fundamental barriers to our ability to computationally understand the long-term behavior of a dynamical system that describes a natural process. The…