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This paper studies the problem of enforcing safety of a stochastic dynamical system over a finite-time horizon. We use stochastic control barrier functions as a means to quantify the probability that a system exits a given safe region of…

Systems and Control · Electrical Eng. & Systems 2019-09-12 Cesar Santoyo , Maxence Dutreix , Samuel Coogan

It is a known fact that not all controllable systems can be asymptotically stabilized by a continuous static feedback. Several approaches have been developed throughout the last decades, including time-varying, dynamical and even…

Optimization and Control · Mathematics 2018-06-25 Pavel Osinenko , Lukas Beckenbach , Stefan Streif

The probability distribution of the total entropy production in the non-equilibrium steady state follows a symmetry relation called the fluctuation theorem. When a certain part of the system is masked or hidden, it is difficult to infer the…

Statistical Mechanics · Physics 2020-04-29 Deepak Gupta , Sanjib Sabhapandit

This paper addresses the problem of finite horizon constrained robust optimal control for nonlinear systems subject to norm-bounded disturbances. To this end, the underlying uncertain nonlinear system is decomposed based on a first-order…

Optimization and Control · Mathematics 2025-08-01 Antoine P. Leeman , Johannes Köhler , Andrea Zanelli , Samir Bennani , Melanie N. Zeilinger

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

Stochastic controllers are perceived as a promising solution for techno-economic operation of distribution networks having higher generation uncertainties at large penetration of renewables. These controllers are supported by forecasters…

Systems and Control · Electrical Eng. & Systems 2023-05-08 Salish Maharjan , Prashant Tiwari , Rui Cheng , Zhaoyu Wang

We discuss entropy production in nonequilibrium steady states by focusing on paths obtained by sampling at regular (small) intervals, instead of sampling on each change of the system's state. This allows us to study directly entropy…

Statistical Mechanics · Physics 2011-09-07 Daniel ben-Avraham , Sven Dorosz , Michel Pleimling

Computing the stochastic entropy production associated with the evolution of a stochastic dynamical system is a well-established problem. In a small number of cases such as the Ornstein-Uhlenbeck process, of which we give a complete…

Statistical Mechanics · Physics 2020-08-26 Richard J Martin , Ian J Ford

We establish weak limits for the empirical entropy regularized optimal transport cost, the expectation of the empirical plan and the conditional expectation. Our results require only uniform boundedness of the cost function and no…

Statistics Theory · Mathematics 2023-05-18 Alberto González-Sanz , Shayan Hundrieser

In this paper, we investigate how to achieve the unpredictability against malicious inferences for linear systems. The key idea is to add stochastic control inputs, named as unpredictable control, to make the outputs irregular. The future…

Systems and Control · Electrical Eng. & Systems 2025-08-21 Chendi Qu , Jianping He , Jialun Li , Xiaoming Duan

This paper addresses the problem of dynamic asset allocation under uncertainty, which can be formulated as a linear quadratic (LQ) control problem with multiplicative noise. To handle exploration exploitation trade offs and induce sparse…

Optimization and Control · Mathematics 2025-09-30 Haoran Zhang , Wenhao Zhang , Xianping Wu

We propose utilizing entropy as a diagnostic tool to distinguish between constant and dynamical dark energy models. Entropy, a measure of the system's disorder or information content, captures the complexity and evolution of the universe.…

General Relativity and Quantum Cosmology · Physics 2025-07-16 Tanisha Joshi

This work introduces a stochastic model predictive control scheme for dynamic chance constraints. We consider linear discrete-time systems affected by unbounded additive stochastic disturbance. To synthesize an optimal controller, we solve…

Systems and Control · Electrical Eng. & Systems 2023-07-26 Maico Hendrikus Wilhelmus Engelaar , Sofie Haesaert , Mircea Lazar

Diffusion models have emerged as powerful tools for generative modeling, demonstrating exceptional capability in capturing target data distributions from large datasets. However, fine-tuning these massive models for specific downstream…

Machine Learning · Computer Science 2025-09-01 Yinbin Han , Meisam Razaviyayn , Renyuan Xu

Continual learning aims to acquire new tasks while preserving performance on previously learned ones, but most methods struggle with catastrophic forgetting. Existing approaches typically treat all layers uniformly, often trading stability…

Machine Learning · Computer Science 2025-12-29 Hengyi Wu , Zhenyi Wang , Heng Huang

We prove a general existence result in stochastic optimal control in discrete time where controls take values in conditional metric spaces, and depend on the current state and the information of past decisions through the evolution of a…

Optimization and Control · Mathematics 2018-12-19 Asgar Jamneshan , Michael Kupper , José Miguel Zapata

In this contribution we derive and analyze a new numerical method for kinetic equations based on a variable transformation of the moment approximation. Classical minimum-entropy moment closures are a class of reduced models for kinetic…

Numerical Analysis · Mathematics 2021-09-22 Tobias Leibner , Mario Ohlberger

Conformal prediction (CP) provides a comprehensive framework to produce statistically rigorous uncertainty sets for black-box machine learning models. To further improve the efficiency of CP, conformal correction is proposed to fine-tune or…

Machine Learning · Computer Science 2025-12-03 Senrong Xu , Tianyu Wang , Zenan Li , Yuan Yao , Taolue Chen , Feng Xu , Xiaoxing Ma

This paper studies the stability and $\mathcal{H}_{\infty}$ performance analysis problem for linear networked and quantized control systems with both communication delays random packet losses. To deal with the network-induced uncertainties…

Systems and Control · Electrical Eng. & Systems 2021-03-05 Wei Ren , Junlin Xiong

In this paper, we study a data-enabled predictive control (DeePC) algorithm applied to unknown stochastic linear time-invariant systems. The algorithm uses noise-corrupted input/output data to predict future trajectories and compute optimal…

Optimization and Control · Mathematics 2019-11-04 Jeremy Coulson , John Lygeros , Florian Dörfler