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We study the convergence of random function iterations for finding an invariant measure of the corresponding Markov operator. We call the problem of finding such an invariant measure the stochastic fixed point problem. This generalizes…

Functional Analysis · Mathematics 2022-03-24 Neal Hermer , D. Russell Luke , Anja Sturm

This paper provides a first example of constructing Lyapunov functions in a class of piecewise linear systems with limit cycles. The method of construction helps analyze and control complex oscillating systems through novel geometric means.…

Chaotic Dynamics · Physics 2013-07-01 Yian Ma , Ruoshi Yuan , Yang Li , Ping Ao , Bo Yuan

Stochastic optimal control problems have a long tradition in applied probability, with the questions addressed being of high relevance in a multitude of fields. Even though theoretical solutions are well understood in many scenarios, their…

Statistics Theory · Mathematics 2024-05-28 Sören Christensen , Claudia Strauch , Lukas Trottner

The ever increasing complexity of real-time control systems results in significant deviations in the timing of sensing and actuation, which may lead to degraded performance or even instability. In this paper we present a method to analyze…

Systems and Control · Electrical Eng. & Systems 2020-04-27 Maximilian Gaukler , Günter Roppenecker , Peter Ulbrich

We provide Lyapunov-like characterizations of boundedness and convergence of non-trivial solutions for a class of systems with unstable invariant sets. Examples of systems to which the results may apply include interconnections of stable…

Dynamical Systems · Mathematics 2013-06-12 A. Gorban , I. Tyukin , E. Steur , H. Nijmeijer

This paper studies the finite-time stability and stabilization of linear discrete time-varying stochastic systems with multiplicative noise. Firstly, necessary and sufficient conditions for finite-time stability are presented via state…

Optimization and Control · Mathematics 2018-06-25 Tianliang Zhang , Feiqi Deng , Weihai Zhang

In this paper, we propose a distributed model predictive control (DMPC) scheme for linear time-invariant constrained systems which admit a separable structure. To exploit the merits of distributed computation algorithms, the stabilizing…

Optimization and Control · Mathematics 2018-03-22 Georgios Darivianakis , Annika Eichler , John Lygeros

A Path-Complete Lyapunov Function is an algebraic criterion composed of a finite number of functions, called its pieces, and a directed, labeled graph defining Lyapunov inequalities between these pieces. It provides a stability certificate…

Dynamical Systems · Mathematics 2016-12-14 David Angeli , Matthew Philippe , Nikolaos Athanasopoulos , Raphaël M. Jungers

In this paper, the problem of non-fragile finite-time stabilization for linear discrete mean-field stochastic systems is studied. The uncertain characteristics in control parameters are assumed to be random satisfying the Bernoulli…

Optimization and Control · Mathematics 2023-01-24 Tianliang Zhang , Feiqi Deng , Peng Shi

We decide the stability and compute the Lyapunov exponent of continuous-time linear switching systems with a guaranteed dwell time. The main result asserts that the discretization method with step size~$h$ approximates the Lyapunov exponent…

Dynamical Systems · Mathematics 2024-02-08 Thomas Mejstrik , Vladimir Yu. Protasov

Practical stabilization of input-affine systems in the presence of measurement errors and input constraints is considered in this brief note. Assuming that a Lyapunov function and a stabilizing control exist for an input-affine system, the…

Systems and Control · Electrical Eng. & Systems 2025-01-16 Patrick Schmidt , Pavel Osinenko , Stefan Streif

We study the concentration phenomenon for discrete-time random dynamical systems with an unbounded state space. We develop a heuristic approach towards obtaining exponential concentration inequalities for dynamical systems using an entirely…

Machine Learning · Statistics 2022-12-08 Muhammad Abdullah Naeem , Miroslav Pajic

In this article, we propose a Lyapunov stability approach to analyze the convergence of the density operator of a quantum system. In analog to the classical probability measure for Markovian processes, we show that the set of invariant…

Optimization and Control · Mathematics 2020-08-05 Muhammad F. Emzir , Matthew J. Woolley , Ian R. Petersen

This paper addresses the safe stabilization problem of stochastic nonlinear time-delay systems. Based on theKrasovskii approach, we first propose a stochastic control Lyapunov-Krasovskii functional to guarantee the stabilization objective…

Systems and Control · Electrical Eng. & Systems 2023-11-06 Zhuo-Rui Pan , Wei Ren , Xi-Ming Sun

Copositive linear Lyapunov functions are used along with dissipativity theory for stability analysis and control of uncertain linear positive systems. Unlike usual results on linear systems, linear supply-rates are employed here for…

Systems and Control · Computer Science 2012-06-05 Corentin Briat

This paper extends the deterministic Lyapunov-based stabilization framework to random hyperbolic systems of conservation laws, where uncertainties arise in boundary controls and initial data. Building on the finite volume discretization…

Numerical Analysis · Mathematics 2025-10-10 Shaoshuai Chu , Michael Herty , Alexander Kurganov

Stability of retarded differential equations is closely related to the existence of Lyapunov-Krasovskii functionals. Even if a number of converse results have been reported regarding the existence of such functionals, there is a lack of…

Optimization and Control · Mathematics 2021-01-01 Hugo Lhachemi , Robert Shorten

We study the stable behaviour of discrete dynamical systems where the map is convex and monotone with respect to the standard positive cone. The notion of tangential stability for fixed points and periodic points is introduced, which is…

Dynamical Systems · Mathematics 2011-06-20 Marianne Akian , Stephane Gaubert , Bas Lemmens

We formalize and analyze the notions of stochastic monotonicity and realizable mono-tonicity for Markov Chains in continuous-time, taking values in a finite partially ordered set. Similarly to what happens in discrete-time, the two notions…

Probability · Mathematics 2016-03-08 Paolo Dai Pra , Pierre-Yves Louis , Ida Minelli

This paper considers a wide class of smooth continuous dynamic nonlinear systems (control objects) with a measurable vector of state. The problem is to find a special function (Lyapunov function), which in the framework of the second…

Systems and Control · Electrical Eng. & Systems 2023-07-07 A. M. Zenkin , A. A. Peregudin , A. A. Bobtsov