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Estimation of structure, such as in variable selection, graphical modelling or cluster analysis is notoriously difficult, especially for high-dimensional data. We introduce stability selection. It is based on subsampling in combination with…

Methodology · Statistics 2009-05-16 Nicolai Meinshausen , Peter Buehlmann

In this work we study the problem of adaptive MPC for linear time-invariant uncertain models. We assume linear models with parametric uncertainties, and propose an iterative multi-variable extremum seeking (MES)-based learning MPC algorithm…

Systems and Control · Computer Science 2016-11-15 Mouhacine Benosman , Stefano Di Cairano , Avishai Weiss

Deriving precise system dynamic models through traditional numerical methods is often a challenging endeavor. The performance of Model Predictive Control is heavily contingent on the accuracy of the system dynamic model. Consequently, this…

Systems and Control · Electrical Eng. & Systems 2023-11-14 Shuai Niu , Qing Sun , Minrui Fei , Xuqian Ju

This work establishes a rigorous connection between stability properties of discrete-time algorithms (DTAs) and corresponding continuous-time dynamical systems derived through $ O(s^r) $-resolution ordinary differential equations (ODEs). We…

Optimization and Control · Mathematics 2026-03-03 Amir Ali Farzin , Yuen-Man Pun , Philipp Braun , Iman Shames

This paper proposes the incorporation of static event-triggered control in the actuation path of Newton-based extremum seeking and its comparison with the earlier gradient version. As in the continuous methods, the convergence rate of the…

Optimization and Control · Mathematics 2025-02-04 Victor Hugo Pereira Rodrigues , Tiago Roux Oliveira , Miroslav Krstic , Paulo Tabuada

Accurate and high-resolution Earth system model (ESM) simulations are essential to assess the ecological and socio-economic impacts of anthropogenic climate change, but are computationally too expensive to be run at sufficiently high…

Atmospheric and Oceanic Physics · Physics 2025-02-27 Philipp Hess , Michael Aich , Baoxiang Pan , Niklas Boers

We study equilibrium selection for invariant measures of stochastic dynamical systems with constant step size, under persistent noise and minimal moment assumptions, in a general quasi-Feller framework. Such dynamics arise in…

Probability · Mathematics 2026-01-16 Jean-Gabriel Attali

Swing equations are an integral part of a large class of power system dynamical models used in rotor angle stability assessment. Despite intensive studies, some fundamental properties of lossy swing equations are still not fully understood.…

Optimization and Control · Mathematics 2021-02-04 Amin Gholami , Xu Andy Sun

We present a new solution concept called evolutionarily stable Stackelberg equilibrium (SESS). We study the Stackelberg evolutionary game setting in which there is a single leading player and a symmetric population of followers. The leader…

Computer Science and Game Theory · Computer Science 2026-03-26 Sam Ganzfried

The prediction of the temporal dynamics of chaotic systems is challenging because infinitesimal perturbations grow exponentially. The analysis of the dynamics of infinitesimal perturbations is the subject of stability analysis. In stability…

Adaptation and Self-Organizing Systems · Physics 2023-03-31 Georgios Margazoglou , Luca Magri

We introduce a new class of extremum seeking controllers able to achieve fixed time convergence to the solution of optimization problems defined by static and dynamical systems. Unlike existing approaches in the literature, the convergence…

Optimization and Control · Mathematics 2019-12-17 Jorge I. Poveda , Miroslav Krstic

This paper presents a new concept of controlled dissipativity as an extension of the standard dissipativity property to systems with parameter-varying storage functions under the framework of economic model predictive control (EMPC). Based…

Optimization and Control · Mathematics 2023-02-22 Zihang Dong , David Angeli , Goran Strbac

In this paper, we propose a dynamical systems perspective of the Expectation-Maximization (EM) algorithm. More precisely, we can analyze the EM algorithm as a nonlinear state-space dynamical system. The EM algorithm is widely adopted for…

Optimization and Control · Mathematics 2018-10-05 Orlando Romero , Sarthak Chatterjee , Sérgio Pequito

Chaos is a fundamental feature of many complex dynamical systems, including weather systems and fluid turbulence. These systems are inherently difficult to predict due to their extreme sensitivity to initial conditions. Many chaotic systems…

Systems and Control · Electrical Eng. & Systems 2025-12-02 Andrea Goertzen , Sunbochen Tang , Navid Azizan

Stabilizing an unknown control system is one of the most fundamental problems in control systems engineering. In this paper, we provide a simple, model-free algorithm for stabilizing fully observed dynamical systems. While model-free…

Systems and Control · Electrical Eng. & Systems 2021-10-14 Juan C. Perdomo , Jack Umenberger , Max Simchowitz

Emergent-scene safety is the key milestone for fully autonomous driving, and reliable on-time prediction is essential to maintain safety in emergency scenarios. However, these emergency scenarios are long-tailed and hard to collect, which…

Computer Vision and Pattern Recognition · Computer Science 2024-05-08 Dingrui Wang , Zheyuan Lai , Yuda Li , Yi Wu , Yuexin Ma , Johannes Betz , Ruigang Yang , Wei Li

An approach to the time-accurate prediction of chaotic solutions is by learning temporal patterns from data. Echo State Networks (ESNs), which are a class of Reservoir Computing, can accurately predict the chaotic dynamics well beyond the…

Machine Learning · Computer Science 2021-03-16 Alberto Racca , Luca Magri

Capital allocation is a procedure for quantifying the contribution of each source of risk to aggregated risk. The gradient allocation rule, also known as the Euler principle, is a prevalent rule of capital allocation under which the…

Risk Management · Quantitative Finance 2024-06-28 Takaaki Koike , Cathy W. S. Chen , Edward M. H. Lin

It is nontrivial to achieve exponential stability even for time-invariant nonlinear systems with matched uncertainties and persistent excitation (PE) condition. In this paper, without the need for PE condition, we address the problem of…

Systems and Control · Electrical Eng. & Systems 2022-10-25 Hefu Ye , Haijia Wu , Kai Zhao , Yongduan Song

This paper presents a Newton-based stochastic extremum-seeking control method for real-time optimization in multi-input systems with distinct input delays. It combines predictor-based feedback and Hessian inverse estimation via stochastic…

Optimization and Control · Mathematics 2025-02-04 Paulo Cesar Souza Silva , Paulo Cesar Pellanda , Tiago Roux Oliveira
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