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This work develops a theoretical framework for safety controller synthesis in discrete-time stochastic nonlinear polynomial systems subject to time-invariant delays (dt-SNPS-td). While safety analysis of stochastic systems using control…

Systems and Control · Electrical Eng. & Systems 2026-02-09 Omid Akbarzadeh , MohammadHossein Ashoori , Amy Nejati , Abolfazl Lavaei

This paper studies satisfying temporal logic specifications on stochastic dynamical systems, where the predicates evolve randomly over time. Such randomness may arise from uncertain environment models or external stochastic processes…

Optimization and Control · Mathematics 2026-05-12 Mohammad H. Mamduhi , Sadegh Soudjani

This work develops a robust adaptive control strategy for discrete-time systems using Control Barrier Functions (CBFs) to ensure safety under parametric model uncertainty and disturbances. A key contribution of this work is establishing a…

Systems and Control · Electrical Eng. & Systems 2026-02-05 Changrui Liu , Anil Alan , Shengling Shi , Bart De Schutter

A necessary maximum principle is proved for optimal controls of stochastic systems driven by multidimensional Teugel's martingales. The multidimensional Teugel's martingales are constructed by orthogonalizing the multidimensional L\'{e}vy…

Optimization and Control · Mathematics 2012-05-30 Jianzhong Lin

Barrier certificates, serving as differential invariants that witness system safety, play a crucial role in the verification of cyber-physical systems (CPS). Prevailing computational methods for synthesizing barrier certificates are based…

Systems and Control · Electrical Eng. & Systems 2024-07-10 Hao Wu , Shenghua Feng , Ting Gan , Jie Wang , Bican Xia , Naijun Zhan

We study $\textit{sparse singular value certificates}$ for random rectangular matrices. If $M$ is an $n \times d$ matrix with independent Gaussian entries, we give a new family of polynomial-time algorithms which can certify upper bounds on…

Data Structures and Algorithms · Computer Science 2024-12-31 Ilias Diakonikolas , Samuel B. Hopkins , Ankit Pensia , Stefan Tiegel

As control systems become increasingly more complex, there exists a pressing need to find systematic ways of verifying them. To address this concern, there has been significant work in developing test generation schemes for black-box…

Systems and Control · Electrical Eng. & Systems 2020-09-29 Prithvi Akella , Ugo Rosolia , Andrew Singletary , Aaron D. Ames

We provide verification theorems (at different levels of generality) for infinite horizon stochastic control problems in continuous time for semimartingales. The control framework is given as an abstract "martingale formulation", which…

Probability · Mathematics 2020-01-01 Ma. Elena Hernández-Hernández , Saul Jacka , Aleksandar Mijatović

This paper presents a method to verify closed-loop properties of optimization-based controllers for deterministic and stochastic constrained polynomial discrete-time dynamical systems. The closed-loop properties amenable to the proposed…

Optimization and Control · Mathematics 2016-11-16 Milan Korda , Colin N. Jones

We consider a class of stochastic control problems where the state process is a probability measure-valued process satisfying an additional martingale condition on its dynamics, called measure-valued martingales (MVMs). We establish the…

Probability · Mathematics 2023-08-29 Alexander M. G. Cox , Sigrid Källblad , Martin Larsson , Sara Svaluto-Ferro

This work is concerned with the safety controller synthesis of stochastic hybrid systems, in which continuous evolutions are described by stochastic differential equations with both Brownian motions and Poisson processes, and instantaneous…

Systems and Control · Electrical Eng. & Systems 2022-08-09 Abolfazl Lavaei , Sadegh Soudjani , Emilio Frazzoli

We study a stochastic optimal control problem for forward-backward control systems with quadratic generators. In order to establish the first and second-order variational and adjoint equations, we obtain a new estimate for one-dimensional…

Optimization and Control · Mathematics 2021-07-06 Mingshang Hu , Shaolin Ji , Rundong Xu

A key property for systems subject to uncertainty in their operating environment is robustness, ensuring that unmodelled, but bounded, disturbances have only a proportionally bounded effect upon the behaviours of the system. Inspired by…

Systems and Control · Computer Science 2011-08-24 Rupak Majumdar , Elaine Render , Paulo Tabuada

We revisit closed-loop performance guarantees for Model Predictive Control in the deterministic and stochastic cases, which extend to novel performance results applicable to receding horizon control of Partially Observable Markov Decision…

Optimization and Control · Mathematics 2020-05-01 Martin A. Sehr , Robert R. Bitmead

This paper presents a method for the simultaneous synthesis of a barrier certificate and a safe controller for discrete-time nonlinear stochastic systems. Our approach, based on piecewise stochastic control barrier functions, reduces the…

Systems and Control · Electrical Eng. & Systems 2025-07-24 Rayan Mazouz , Luca Laurenti , Morteza Lahijanian

Recently an automaton property of quantitative nonblockingness was proposed in supervisory control of untimed discrete-event systems (DES), which quantifies the standard nonblocking property by capturing the practical requirement that all…

Systems and Control · Electrical Eng. & Systems 2024-07-31 Renyuan Zhang , Jiale Wu , Junhua Gou , Yabo Zhu , Kai Cai

Learning-based model predictive control (LBMPC) is a technique that provides deterministic guarantees on robustness, while statistical identification tools are used to identify richer models of the system in order to improve performance.…

Optimization and Control · Mathematics 2012-08-07 Anil Aswani , Humberto Gonzalez , S. Shankar Sastry , Claire Tomlin

Hyperproperties are system properties that require quantification over multiple execution traces of a system. Hyperproperties can express several specifications of interest for cyber-physical systems--such as opacity, robustness, and…

Systems and Control · Electrical Eng. & Systems 2021-11-24 Mahathi Anand , Vishnu Murali , Ashutosh Trivedi , Majid Zamani

In this paper, we introduce two new types of barrier certificates that are based on multiple functions rather than a single one. A conventional barrier certificate for a stochastic dynamical system is a nonnegative real-valued function…

Optimization and Control · Mathematics 2026-01-21 Mohammed Adib Oumer , Vishnu Murali , Majid Zamani

In the present work we employ, for the first time, backward stochastic differential equations (BSDEs) to study the optimal control of semi-Markov processes on finite horizon, with general state and action spaces. More precisely, we prove…

Optimization and Control · Mathematics 2015-05-27 Elena Bandini , Fulvia Confortola