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This article establishes the existence of Lyapunov functions for analyzing the stability of a class of state-constrained systems, and it describes algorithms for their numerical computation. The system model consists of a differential…

Optimization and Control · Mathematics 2021-04-14 Marianne Souaiby , Aneel Tanwani , Didier Henrion

Finding separable certificates of stability is important for tractability of analysis methods for large-scale networked systems. In this paper we consider the question of when a nonlinear system which is contracting, i.e. all solutions are…

Systems and Control · Computer Science 2017-04-11 Ian R. Manchester , Jean-Jacques E. Slotine

This paper is concerned with stability analysis of nonlinear time-varying systems by using Lyapunov function based approach. The classical Lyapunov stability theorems are generalized in the sense that the time-derivative of the Lyapunov…

Dynamical Systems · Mathematics 2017-08-18 Bin Zhou

We consider stability analysis of constrained switching linear systems in which the dynamics is unknown and whose switching signal is constrained by an automaton. We propose a data-driven Lyapunov framework for providing probabilistic…

Systems and Control · Electrical Eng. & Systems 2022-07-15 Adrien Banse , Zheming Wang , Raphaël M. Jungers

We address the problem of Lyapunov function construction for a class of continuous-time Markov chains with affine transition rates, typically encountered in stochastic chemical kinetics. Following an optimization approach, we take advantage…

Probability · Mathematics 2014-12-30 Andreas Milias-Argeitis , Mustafa Khammash

Analysis of transient stability of strongly nonlinear post-fault dynamics is one of the most computationally challenging parts of Dynamic Security Assessment. This paper proposes a novel approach for assessment of transient stability of the…

Systems and Control · Computer Science 2017-11-01 Thanh Long Vu , Konstantin Turitsyn

Hyperexponential stability is investigated for dynamical systems with the use of both, explicit and implicit, Lyapunov function methods. A nonlinear hyperexponential control is designed for stabilizing linear systems. The tuning procedure…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Konstantin Zimenko , Denis Efimov , Andrey Polyakov

As a main step in the numerical solution of control problems in continuous time, the controlled process is approximated by sequences of controlled Markov chains, thus discretising time and space. A new feature in this context is to allow…

Optimization and Control · Mathematics 2007-05-23 Markus Fischer , Markus Reiss

We consider the problem of constructing Lyapunov functions for linear differential equations with delays. For such systems it is known that exponential stability implies the existence of a positive Lyapunov function which is quadratic on…

Dynamical Systems · Mathematics 2007-07-03 Matthew M. Peet , Antonis Papachristodoulou , Sanjay Lall

An optimal control for a dynamical system optimizes a certain objective function. Here we consider the construction of an optimal control for a stochastic dynamical system with a random structure, Poisson perturbations and random jumps,…

Optimization and Control · Mathematics 2023-01-24 Taras Lukashiv , Yuliia Litvinchuk , Igor Malyk , Anna Golebiewska , Petr V. Nazarov

Stochastic dynamical systems are fundamental in state estimation, system identification and control. System models are often provided in continuous time, while a major part of the applied theory is developed for discrete-time systems.…

Dynamical Systems · Mathematics 2014-02-07 Niklas Wahlström , Patrix Axelsson , Fredrik Gustafsson

The stability of stochastic Model Predictive Control (MPC) subject to additive disturbances is often demonstrated in the literature by constructing Lyapunov-like inequalities that ensure closed-loop performance bounds and boundedness of the…

Optimization and Control · Mathematics 2020-04-07 Diego Muñoz-Carpintero , Mark Cannon

In this paper, we develop a systematic method for constructing a generalized discrete-time control Lyapunov function for the flexible-step Model Predictive Control (MPC) scheme, recently introduced in [2], when restricted to the class of…

Optimization and Control · Mathematics 2025-05-20 Annika Fürnsinn , Christian Ebenbauer , Bahman Gharesifard

This paper studies the use of vector Lyapunov functions for the design of globally stabilizing feedback laws for nonlinear systems. Recent results on vector Lyapunov functions are utilized. The main result of the paper shows that the…

Optimization and Control · Mathematics 2012-01-13 Iasson Karafyllis , Zhong-Ping Jiang

This paper is concerned with synchronization of complex stochastic dynamical networks in the presence of noise and functional uncertainty. A probabilistic control method for adaptive synchronization is presented. All required probabilistic…

Optimization and Control · Mathematics 2016-12-20 Randa Herzallah

We construct a generic, simple, and efficient scheduling policy for stochastic processing networks, and provide a general framework to establish its stability. Our policy is randomized and prioritized: with high probability it prioritizes…

Probability · Mathematics 2012-10-02 Antonius B. Dieker , Jinwoo Shin

Aiming at the difficulty of stability analysis in practical application of existing control methods, a controller strategy based on lyapunov stability theory is proposed to realize stable control for any control method. In order to…

Systems and Control · Electrical Eng. & Systems 2019-11-15 Ma Le , Cui Kaige , Yan Yiming , Wu Xiaoyue , Gao Nan

We investigate an example of noise-induced stabilization in the plane that was also considered in (Gawedzki, Herzog, Wehr 2010) and (Birrell, Herzog, Wehr 2011). We show that despite the deterministic system not being globally stable, the…

Probability · Mathematics 2012-10-02 Avanti Athreya , Tiffany Kolba , Jonathan C. Mattingly

In this paper, we present Lyapunov-based robust and adaptive controllers for the finite time stabilization of a perturbed chain of integrators with bounded uncertainties. The proposed controllers can be designed for integrator chains of any…

Optimization and Control · Mathematics 2013-05-31 Mohamed Harmouche , Salah Laghrouche , Yacine Chitour

Learning controllers merely based on a performance metric has been proven effective in many physical and non-physical tasks in both control theory and reinforcement learning. However, in practice, the controller must guarantee some notion…

Systems and Control · Electrical Eng. & Systems 2020-11-24 Arash Mehrjou , Mohammad Ghavamzadeh , Bernhard Schölkopf