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This work introduces a stochastic model predictive control scheme for dynamic chance constraints. We consider linear discrete-time systems affected by unbounded additive stochastic disturbance. To synthesize an optimal controller, we solve…

Systems and Control · Electrical Eng. & Systems 2023-07-26 Maico Hendrikus Wilhelmus Engelaar , Sofie Haesaert , Mircea Lazar

A stochastic control of the vibrational motion for a single trapped ion/atom is proposed. It is based on the possibility to continously monitor the motion through a light field meter. The output from the measurement process should be then…

Quantum Physics · Physics 2007-05-23 S. Mancini

We use martingale and stochastic analysis techniques to study a continuous-time optimal stopping problem, in which the decision maker uses a dynamic convex risk measure to evaluate future rewards. We also find a saddle point for an…

Probability · Mathematics 2009-11-23 Erhan Bayraktar , Ioannis Karatzas , Song Yao

This paper considers the problem of steering an arbitrary initial probability density function to an arbitrary terminal one, where the system dynamics is governed by a first-order linear stochastic difference equation. It is a…

Optimization and Control · Mathematics 2023-07-06 Guangyu Wu , Anders Lindquist

Bursty dynamics characterizes systems that evolve through short active periods of several events, which are separated by long periods of inactivity. Systems with such temporal heterogeneities are not only found in nature but also include…

Physics and Society · Physics 2024-12-19 Márton Karsai , Hang-Hyun Jo

We present a nonlinear stochastic model of the human gait control system in a variety of gait regimes. The stride interval time series in normal human gait is characterized by slightly multifractal fluctuations. The fractal nature of the…

Statistical Mechanics · Physics 2009-11-07 Bruce J. West , Nicola Scafetta

The analysis of the dynamics of a large class of excitable systems on locally tree-like networks leads to the conclusion that at $\lambda=1$ a continuous phase transition takes place, where $\lambda$ is the largest eigenvalue of the…

Statistical Mechanics · Physics 2021-12-09 Milad Rahimi-Majd , Juan G. Restrepo , Morteza Nattagh-Najafi

The control of complex systems is an ongoing challenge of complexity research. Recent advances using concepts of structural control deduce a wide range of control related properties from the network representation of complex systems. Here,…

Statistical Mechanics · Physics 2013-12-31 Márton Pósfai , Philipp Hövel

We address the reachability problem for continuous-time stochastic dynamic systems. Our objective is to present a unified framework that characterizes the reachable set of a dynamic system in the presence of both stochastic disturbances and…

Systems and Control · Electrical Eng. & Systems 2024-09-04 Saber Jafarpour , Zishun Liu , Yongxin Chen

We explore the dynamics of active elements performing persistent random motion with fluctuating active speed and in the presence of translational noise in a $d$-dimensional harmonic trap, modeling active speed generation through an…

Statistical Mechanics · Physics 2025-02-18 Manish Patel , Amir Shee , Debasish Chaudhuri

We consider a basic one-dimensional model of diffusion which allows to obtain a diversity of diffusive regimes whose speed depends on the moments of the per-site trapping time. This model is closely related to the continuous time random…

Probability · Mathematics 2019-03-08 Elena Floriani , Ricardo Lima , Edgardo Ugalde

In this letter, we experimentally demonstrate an efficient scheme to regulate the behaviour of coupled nonlinear oscillators through dynamic control of their interaction. It is observed that introducing intermittency in the interaction term…

Adaptation and Self-Organizing Systems · Physics 2022-07-20 Shiva Dixit , Manaoj Aravind , P. Parmananda

A novel model of intermittency is presented in which the dynamics of the rates of energy transfer between successive steps in the energy cascade is described by a hierarchy of stochastic differential equations. The probability distribution…

Fluid Dynamics · Physics 2010-10-27 Domingos S. P. Salazar , Giovani L. Vasconcelos

An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…

Statistical Mechanics · Physics 2021-08-04 Piero Olla

Turn-taking prediction models are essential components in spoken dialogue systems and conversational robots. Recent approaches leverage transformer-based architectures to predict speech activity continuously and in real-time. In this study,…

Computation and Language · Computer Science 2025-07-04 Koji Inoue , Mikey Elmers , Yahui Fu , Zi Haur Pang , Divesh Lala , Keiko Ochi , Tatsuya Kawahara

We show that the dynamics of simple disordered models, like the directed Trap Model and the Random Energy Model, takes place at a coexistence point between active and inactive dynamical phases. We relate the presence of a dynamic phase…

Statistical Mechanics · Physics 2008-09-03 Kristina Van Duijvendijk , Grégory Schehr , Frédéric Van Wijland

This paper studies the problem of event-triggered impulsive control for discrete-time systems. A novel periodic event-triggering scheme with two tunable parameters is presented to determine the moments of updating impulsive control signals…

Optimization and Control · Mathematics 2023-04-28 Kexue Zhang , Elena Braverman

A new stochastic control problem of population dynamics under partial observation is formulated and analyzed both mathematically and numerically, with an emphasis on environmental and ecological problems. The decision-maker can only…

Optimization and Control · Mathematics 2020-04-13 Hidekazu Yoshioka , Yuta Yaegashi , Motoh Tsujimura

In this paper, we examine the fundamental performance limitations in the control of stochastic dynamical systems; more specifically, we derive generic $\mathcal{L}_p$ bounds that hold for any causal (stabilizing) controllers and any…

Systems and Control · Electrical Eng. & Systems 2021-06-07 Song Fang , Quanyan Zhu

Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…

Optimization and Control · Mathematics 2021-05-25 George I. Boutselis , Ethan N. Evans , Marcus A. Pereira , Evangelos A. Theodorou