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Related papers: Extremum Seeking (ES) is Practically Stable Whenev…

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Absolute stability is a technique for analyzing the stability of Lur'e systems, which arise in diverse applications, such as oscillators with nonlinear damping or nonlinear stiffness. A special class of Lur'e systems consists of…

Systems and Control · Electrical Eng. & Systems 2024-09-21 Juan A. Paredes , Dennis S. Bernstein

We develop a method for the model reference adaptive control (MRAC) of LTI systems via Extremum Seeking (ES). Our proof of global asymptotic tracking enables design of the adaptive controller to satisfy averaging requirements, and…

Dynamical Systems · Mathematics 2012-07-25 Poorya Haghi , Kartik B. Ariyur

We extend source seeking algorithms, in the absence of position and velocity measurements, and with tuning of the surge input, from velocity-actuated (unicycle) kinematic models to force-actuated generic Euler-Lagrange dynamic underactuated…

Systems and Control · Electrical Eng. & Systems 2022-12-29 Bo Wang , Sergey Nersesov , Hashem Ashrafiuon , Peiman Naseradinmousavi , Miroslav Krstić

Given a stochastic nonlinear system controlled over a possibly noisy communication channel, the paper studies the largest class of channels for which there exist coding and control policies so that the closed-loop system is stochastically…

Optimization and Control · Mathematics 2020-05-05 Christoph Kawan , Serdar Yüksel

We propose a stochastic model predictive control (SMPC) framework for a broad class of unconstrained controlled stochastic differential equations (SDEs) and establish its mean-square exponential stability in the infinite-horizon limit. At…

Optimization and Control · Mathematics 2025-12-04 Qi Lü , Bowen Ma , Enrique Zuazua

We propose a novel information-theoretic approach for Bayesian optimization called Predictive Entropy Search (PES). At each iteration, PES selects the next evaluation point that maximizes the expected information gained with respect to the…

Machine Learning · Statistics 2014-06-11 José Miguel Hernández-Lobato , Matthew W. Hoffman , Zoubin Ghahramani

This paper addresses the design and analysis of a multivariable gradient-based stochastic extremum-seeking control method for multi-input systems with arbitrary input delays. The approach accommodates systems with distinct time delays…

Optimization and Control · Mathematics 2024-11-19 Paulo Cesar Souza Silva , Paulo Cesar Pellanda , Tiago Roux Oliveira

As an equilibrium refinement of the Nash equilibrium, evolutionarily stable strategy (ESS) is a key concept in evolutionary game theory and has attracted growing interest. An ESS can be either a pure strategy or a mixed strategy. Even…

Computer Science and Game Theory · Computer Science 2014-06-09 Xinyang Deng , Zhen Wang , Qi Liu , Yong Deng , Sankaran Mahadevan

In this paper, we investigate the asymptotic behaviors of the solutions of nonlinear dynamic systems nearby an equilibrium point, when the nominal parts are subject to non necessarily small perturbations. We show that, under some estimates…

Dynamical Systems · Mathematics 2020-08-07 Mondher Benjemaa , Wided Gouadri , Mohamed Ali Hammami

We consider the chemostat model with the substrate concentration as the single measurement. We propose a control strategy that drives the system at a steady state maximizing the gas production without the knowledge of the specific growth…

Optimization and Control · Mathematics 2013-05-14 Alain Rapaport , Jan Sieber , Serafim Rodrigues , Mathieu Desroches

The stability analysis of model predictive control schemes without terminal constraints and/or costs has attracted considerable attention during the last years. We pursue a recently proposed approach which can be used to determine a…

Optimization and Control · Mathematics 2014-01-16 Philipp Braun , Jürgen Pannek , Karl Worthmann

Many statistical estimators are defined as the fixed point of a data-dependent operator, with estimators based on minimizing a cost function being an important special case. The limiting performance of such estimators depends on the…

Machine Learning · Computer Science 2022-03-22 Nhat Ho , Koulik Khamaru , Raaz Dwivedi , Martin J. Wainwright , Michael I. Jordan , Bin Yu

Stability selection has gained popularity as a method for enhancing the performance of variable selection algorithms while controlling false discovery rates. However, achieving these desirable properties depends on correctly specifying the…

Methodology · Statistics 2026-01-13 Martin Huang , Samuel Muller , Garth Tarr

Ensemble smoother (ES) has been widely used in various research fields to reduce the uncertainty of the system-of-interest. However, the commonly-adopted ES method that employs the Kalman formula, that is, ES$_\text{(K)}$, does not perform…

Optimization and Control · Mathematics 2021-02-03 Jiangjiang Zhang , Qiang Zheng , Laosheng Wu , Lingzao Zeng

This article aims to provide an accessible, tutorial-style introduction to hybrid extremum-seeking systems, which are model-free, feedback-optimization controllers that incorporate hybrid dynamics, meaning both continuous-time and…

Optimization and Control · Mathematics 2025-12-18 Jorge I. Poveda , Andrew R. Teel

Entropy-stable (ES) schemes have gained considerable attention over the last decade, especially in the context of turbulent flow simulations using high-order methods. While promising because of their nonlinear stability properties, ES…

Numerical Analysis · Mathematics 2018-11-26 Ayoub Gouasmi , Karthik Duraisamy , Scott Murman

The parameter convergence relies on a stringent persistent excitation (PE) condition in adaptive control. Several works have proposed a memory term in the last decade to translate the PE condition to a feasible finite excitation (FE)…

Systems and Control · Electrical Eng. & Systems 2025-06-26 Manish Patel , Arnab Maity

We propose a dual mode extremum seeking control design technique that achieves real-time optimization of an unknown measured cost function in a prescribed time. The controller is shown to achieve semi-global practical stability of the…

Optimization and Control · Mathematics 2024-05-14 Adam Waterman , Martin Guay , Denis Dochain

Expected Shortfall (ES) is the average return on a risky asset conditional on the return being below some quantile of its distribution, namely its Value-at-Risk (VaR). The Basel III Accord, which will be implemented in the years leading up…

Economics · Quantitative Finance 2017-07-18 Andrew J. Patton , Johanna F. Ziegel , Rui Chen

In evolutionary game theory an Evolutionarily Stable Strategy (ESS) is a refinement of the Nash equilibrium concept that is sometimes also recognized as evolutionary stability. It is a game-theoretic model, well known to mathematical…

Quantum Physics · Physics 2016-12-21 Azhar Iqbal , Taksu Cheon
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