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We present a novel algorithm to solve a non-linear system of equations, whose solution can be interpreted as a tight lower bound on the vector of expected hitting times of a Markov chain whose transition probabilities are only partially…

Probability · Mathematics 2022-03-30 Thomas Krak

We study the time-inconsistent linear quadratic optimal control problem for forward-backward stochastic differential equations with potentially indefinite cost weighting matrices for both the state and the control variables. Our research…

Optimization and Control · Mathematics 2023-12-15 Qi Lü , Bowen Ma

In this paper, we present a novel framework to synthesize robust strategies for discrete-time nonlinear systems with random disturbances that are unknown, against temporal logic specifications. The proposed framework is data-driven and…

Systems and Control · Electrical Eng. & Systems 2025-04-29 Ibon Gracia , Luca Laurenti , Manuel Mazo , Alessandro Abate , Morteza Lahijanian

This paper presents novel polytopic and interval observer designs for uncertain linear continuous-time (CT) and discrete-time (DT) systems subjected to bounded disturbances and noise. Our approach guarantees enclosure of the true state and…

Systems and Control · Electrical Eng. & Systems 2025-12-04 Feiya Zhu , Tarun Pati , Sze Zheng Yong

Graphical continuous Lyapunov models offer a new perspective on modeling causally interpretable dependence structure in multivariate data by treating each independent observation as a one-time cross-sectional snapshot of a temporal process.…

Statistics Theory · Mathematics 2023-11-16 Philipp Dettling , Mathias Drton , Mladen Kolar

In this paper, we propose a novel method for matrix completion under general non-uniform missing structures. By controlling an upper bound of a novel balancing error, we construct weights that can actively adjust for the non-uniformity in…

Machine Learning · Statistics 2021-06-11 Jiayi Wang , Raymond K. W. Wong , Xiaojun Mao , Kwun Chuen Gary Chan

This article proposes a distributed control method for matrix-scaled multi-agent networks aimed at achieving convergence within a user-defined time frame. The control law of each individual agent relies only on information from neighboring…

Systems and Control · Electrical Eng. & Systems 2025-09-23 K. P. Sunny , Rakesh R. Warier

Estimation of solution norms and stability for time-dependent nonlinear systems is ubiquitous in numerous engineering, natural science and control problems. Yet, practically valuable results are rare in this area. This paper develops a…

Dynamical Systems · Mathematics 2020-01-22 Mark A. Pinsky , Steve Koblik

This paper presents an efficient, offline method to simultaneously synthesize controllers and seek closed-loop Lyapunov functions for constrained piecewise affine systems on triangulated subsets of the admissible states. Triangulation…

Systems and Control · Electrical Eng. & Systems 2022-03-01 Reza Lavaei , Leila Bridgeman

This note is devoted to a simple method for proving hypocoercivity of the solutions of a kinetic equation involving a linear time relaxation operator, i.e. the construction of an adapted Lyapunov functional satisfying a Gronwall-type…

Analysis of PDEs · Mathematics 2009-12-07 Jean Dolbeault , Clément Mouhot , Christian Schmeiser

We introduce a metric that can quantify the temporal relaxation of Signal Temporal Logic (STL) specifications and facilitate resilient control synthesis in the face of infeasibilities. The proposed metric quantifies a cumulative notion of…

Systems and Control · Electrical Eng. & Systems 2022-12-13 Ali Tevfik Buyukkocak , Derya Aksaray

This paper deals with some reachability issues for piecewise linear switched systems with time-dependent coefficients and multiplicative noise. Namely, it aims at characterizing data that are almost reachable at some fixed time T > 0…

Optimization and Control · Mathematics 2018-10-29 Dan Goreac

This paper is devoted to a study of infinite horizon optimal control problems with time discounting and time averaging criteria in discrete time. It is known that these problems are related to certain infinite-dimensional linear programming…

Optimization and Control · Mathematics 2023-04-26 Ilya Shvartsman

We introduce a method for controlling systems with nonlinear dynamics and full actuation by approximating the dynamics with polynomials and applying a system level synthesis controller. We show how to optimize over this class of controllers…

Optimization and Control · Mathematics 2023-06-09 Lauren Conger , Syndey Vernon , Eric Mazumdar

Polyhedral Lyapunov functions can approximate any norm arbitrarily well. Because of this, they are used to study the stability of linear time varying and linear parameter varying systems without being conservative. However, the…

Optimization and Control · Mathematics 2021-03-08 Dimitris Kousoulidis , Fulvio Forni

In this paper, we study the simultaneous stability problem of a finite number of locally inter-connected linear subsystems under practical constraints, including asynchronous and aperiodic sampling, time-varying delays, and measurement…

Optimization and Control · Mathematics 2017-10-06 Feng Xiao , Yang Shi , Wei Ren

In this paper, a novel online, output-feedback, critic-only, model-based reinforcement learning framework is developed for safety-critical control systems operating in complex environments. The developed framework ensures system stability…

Systems and Control · Electrical Eng. & Systems 2024-06-28 Tochukwu Elijah Ogri , Muzaffar Qureshi , Zachary I. Bell , Rushikesh Kamalapurkar

Fixed-time stable dynamical systems are capable of achieving exact convergence to an equilibrium point within a fixed time that is independent of the initial conditions of the system. This property makes them highly appealing for designing…

Systems and Control · Electrical Eng. & Systems 2025-10-01 Michael Tang , Miroslav Krstic , Jorge Poveda

A robust controller is developed for uncertain, second-order nonlinear systems subject to simultaneous unknown, time-varying state delays and known, time-varying input delays in addition to additive, sufficiently smooth disturbances. An…

Systems and Control · Computer Science 2017-07-25 Rushikesh Kamalapurkar , Nicholas Fischer , Serhat Obuz , Warren E. Dixon

In this paper, we consider the problem of controlling a dynamical system such that its trajectories satisfy a temporal logic property in a given amount of time. We focus on multi-affine systems and specifications given as syntactically…

Systems and Control · Computer Science 2012-03-27 Ebru Aydin Gol , Calin Belta