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In this brief note, we investigate some constructions of Lyapunov functions for stochastic discrete-time stabilizable dynamical systems, in other words, controlled Markov chains. The main question here is whether a Lyapunov function in some…

Dynamical Systems · Mathematics 2026-01-01 Pavel Osinenko , Grigory Yaremenko

We propose an algorithm-independent framework to equip existing optimization methods with primal-dual certificates. Such certificates and corresponding rate of convergence guarantees are important for practitioners to diagnose progress, in…

Machine Learning · Computer Science 2016-06-06 Celestine Dünner , Simone Forte , Martin Takáč , Martin Jaggi

This paper addresses the problem of risk-aware fixed-time stabilization of a class of uncertain, output-feedback nonlinear systems modeled via stochastic differential equations. First, novel classes of certificate functions, namely…

Optimization and Control · Mathematics 2024-04-01 Mitchell Black , Georgios Fainekos , Bardh Hoxha , Dimitra Panagou

By computing Lyapunov functions of a certain, convenient structure, Lyapunov-based methods guarantee stability properties of the system or, when performing synthesis, of the relevant closed-loop or error dynamics. In doing so, they provide…

Optimization and Control · Mathematics 2024-10-01 T. J. Meijer , V. S. Dolk , W. P. M. H. Heemels

This paper presents a novel scalable framework to solve the optimization of a nonlinear system with differential algebraic equation (DAE) constraints that enforce the asymptotic stability of the underlying dynamic model with respect to…

Optimization and Control · Mathematics 2018-10-11 Qifeng Li , Konstantin Turitsyn

Designing stabilizing controllers is a fundamental challenge in autonomous systems, particularly for high-dimensional, nonlinear systems that can hardly be accurately modeled with differential equations. The Lyapunov theory offers a…

Systems and Control · Electrical Eng. & Systems 2024-05-20 Songyuan Zhang , Chuchu Fan

This paper presents a novel framework for analyzing Incremental-Input-to-State Stability ($\delta$ISS) based on the idea of using rewards as "test functions." Whereas control theory traditionally deals with Lyapunov functions that satisfy a…

Machine Learning · Computer Science 2025-09-19 Daniel Pfrommer , Max Simchowitz , Ali Jadbabaie

Developing stable controllers for large-scale networked dynamical systems is crucial but has long been challenging due to two key obstacles: certifiability and scalability. In this paper, we present a general framework to solve these…

Systems and Control · Electrical Eng. & Systems 2023-04-13 Songyuan Zhang , Yumeng Xiu , Guannan Qu , Chuchu Fan

Learning-based neural network (NN) control policies have shown impressive empirical performance in a wide range of tasks in robotics and control. However, formal (Lyapunov) stability guarantees over the region-of-attraction (ROA) for NN…

Machine Learning · Computer Science 2024-06-06 Lujie Yang , Hongkai Dai , Zhouxing Shi , Cho-Jui Hsieh , Russ Tedrake , Huan Zhang

In this paper, we investigate the probabilistic formal verification of stochastic dynamical systems over continuous state spaces. Motivated by problems in state estimation and information-flow security, we introduce the notion of…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Bohan Cui , Jianing Zhao , Yu Chen , Alessandro Abate , Marta Kwiatkowska , Xiang Yin

This paper presents a data-driven approach for jointly learning a robust full-state observer and its robustness certificate for systems with unknown dynamics. Leveraging incremental input-to-state stability (delta ISS) notions, we jointly…

Systems and Control · Electrical Eng. & Systems 2025-10-07 Juho Bae , Daegyeong Roh , Han-Lim Choi

Stability is one of the most fundamental requirements for systems synthesis. In this paper, we address the stabilization problem for unknown linear systems via policy gradient (PG) methods. We leverage a key feature of PG for Linear…

Optimization and Control · Mathematics 2021-12-20 Feiran Zhao , Xingyun Fu , Keyou You

This paper introduces the concept of parameter-dependent (PD) control Lyapunov functions (CLFs) for gain-scheduled stabilization of nonlinear parameter-varying (NPV) systems. It shows that given a PD-CLF, a min-norm control law can be…

Optimization and Control · Mathematics 2025-03-06 Pan Zhao

We study certificates in static data structures. In the cell-probe model, certificates are the cell probes which can uniquely identify the answer to the query. As a natural notion of nondeterministic cell probes, lower bounds for…

Data Structures and Algorithms · Computer Science 2014-04-29 Yaoyu Wang , Yitong Yin

We consider a stochastic process in which independent identically distributed random matrices are multiplied and where the Lyapunov exponent of the product is positive. We continue multiplying the random matrices as long as the norm,…

Statistical Mechanics · Physics 2018-03-14 Michael Wilkinson , John Grant

We propose a composite Lyapunov framework for nonlinear autonomous systems that ensures strict decay through a pair of differential inequalities. The approach yields integral estimates, quantitative convergence rates, vanishing of…

Optimization and Control · Mathematics 2025-10-10 Hassan Saoud

We consider the problem of recovering low-rank matrices from random rank-one measurements, which spans numerous applications including covariance sketching, phase retrieval, quantum state tomography, and learning shallow polynomial neural…

Information Theory · Computer Science 2018-12-04 Yuanxin Li , Cong Ma , Yuxin Chen , Yuejie Chi

We propose a method for data-driven practical stabilization of nonlinear systems with provable guarantees, based on the concept of Nonparametric Chain Policies (NCPs). The approach employs a normalized nearest-neighbor rule to assign, at…

Systems and Control · Electrical Eng. & Systems 2025-10-07 Roy Siegelmann , Enrique Mallada

Learning algorithms have shown considerable prowess in simulation by allowing robots to adapt to uncertain environments and improve their performance. However, such algorithms are rarely used in practice on safety-critical systems, since…

Systems and Control · Computer Science 2018-10-02 Spencer M. Richards , Felix Berkenkamp , Andreas Krause

Ergodic properties and asymptotic stationarity are investigated in this paper for the pseudo-covariance matrix (PCM) of a recursive state estimator which is robust against parametric uncertainties and is based on plant output measurements…

Systems and Control · Computer Science 2016-10-12 Tong Zhou