Related papers: On a control system on an infinite temporal tree
This article shows how to specify and construct a discrete, stochastic, continuous-time model specifically for ecological systems. The model is more broad than typical chemical kinetics models in two ways. First, using time-dependent hazard…
In this paper, we study the problem of how to optimally steer the state covariance of a general continuous-time linear stochastic system over a finite time interval subject to additive noise. Optimality here means reaching a target state…
We consider a stochastic control problem with the assumption that the system is controlled until the state process breaks the fixed barrier. Assuming some general conditions, it is proved that the resulting Hamilton Jacobi Bellman equations…
This paper is motivated by the theory of sequential dynamical systems, developed as a basis for a mathematical theory of computer simulation. It contains a classification of finite dynamical systems on binary strings, which are obtained by…
Multi-stage financial decision optimization under uncertainty depends on a careful numerical approximation of the underlying stochastic process, which describes the future returns of the selected assets or asset categories. Various…
Controlling a dynamical system is the ability of changing its configuration arbitrarily through a suitable choice of inputs. It is a very well studied concept in control theory, with wide ranging applications in medicine, biology, social…
This article is concerned with stochastic control problems for backward doubly stochastic differential equations of mean-field type, where the coefficient functions depend on the joint distribution of the state process and the control…
We study the problem of system identification for stochastic continuous-time dynamics, based on a single finite-length state trajectory. We present a method for estimating the possibly unstable open-loop matrix by employing properly…
Generating function equation has been derived for the probability distribution of the number of nodes with $k \ge 0$ outgoing lines in randomly evolving special trees. The stochastic properties of end-nodes (k=0) have been analyzed, and it…
This article deals with variational optimal-control problems on time scales in the presence of delay in the state variables. The problem is considered on a time scale unifying the discrete, the continuous and the quantum cases. Two examples…
In this paper we consider a class of linear time invariant systems with infinitely many unstable modes. By using the parameterization of all stabilizing controllers, we show that H-infinity controllers for such systems can be computed using…
In the study of dynamical processes on networks, there has been intense focus on network structure -- i.e., the arrangement of edges and their associated weights -- but the effects of the temporal patterns of edges remains poorly…
We consider a class of optimal control problems, with finite or infinite horizon, for a continuous-time Markov chain with finite state space. In this case, the control process affects the transition rates. We suppose that the controlled…
Analyzing and controlling system entropy is a powerful tool for regulating predictability of control systems. Applications benefiting from such approaches range from reinforcement learning and data security to human-robot collaboration. In…
We present a new approach to the following meta-problem: given a quantitative property of trees, design a type system such that the desired property for the tree generated by an infinitary ground $\lambda$-term corresponds to some property…
A probabilistic framework is proposed for the optimization of efficient switched control strategies for physical systems dominated by stochastic excitation. In this framework, the equation for the state trajectory is replaced with an…
Stochastic thermodynamics lays down a broad framework to revisit the venerable concepts of heat, work and entropy production for individual stochastic trajectories of mesoscopic systems. Remarkably, this approach, relying on stochastic…
This article examines a recent body of work on stochastic processes indexed by a tree. Emphasis is on the application of this new framework to existing probability models. Proofs are largely omitted, with references provided.
Temporal logics provide a formalism for expressing complex system specifications. A large body of literature has addressed the verification and the control synthesis problem for deterministic systems under such specifications. For…
We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex and the the variable control has two components, the first being absolutely continuous and the second singular. The system is…