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We present an analytical model to study the role of expectation feedbacks and overlapping portfolios on systemic stability of financial systems. Building on [Corsi et al., 2016], we model a set of financial institutions having Value at Risk…

General Economics · Economics 2018-07-23 Piero Mazzarisi , Fabrizio Lillo , Stefano Marmi

We consider the adaptive control problem for discrete-time, nonlinear stochastic systems with linearly parameterised uncertainty. Assuming access to a parameterised family of controllers that can stabilise the system in a bounded set within…

Systems and Control · Electrical Eng. & Systems 2025-11-24 Seth Siriya , Jingge Zhu , Dragan Nešić , Ye Pu

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

This article is concerned with stability analysis and stabilization of randomly switched systems under a class of switching signals. The switching signal is modeled as a jump stochastic (not necessarily Markovian) process independent of the…

Optimization and Control · Mathematics 2011-10-04 Debasish Chatterjee , Daniel Liberzon

Electricity systems are experiencing increased effects of randomness and variability due to emerging stochastic assets. The increased effects introduce new uncertainties into power systems that can impact system operability and reliability.…

Systems and Control · Electrical Eng. & Systems 2022-11-10 Naeem Turner-Bandele , Amritanshu Pandey , Larry Pileggi

For linear control systems, the usual state feedback stabilizability has two components: one is a continuous observation mode (i.e., to observe solutions continuously in time), and the other is a class of feedback laws (which is usually the…

Optimization and Control · Mathematics 2022-08-29 Hanbing Liu , Gengsheng Wang , Huaiqiang Yu

We consider a continuous time linear multi inventory system with unknown demands bounded within ellipsoids and controls bounded within ellipsoids or polytopes. We address the problem of "-stabilizing the inventory since this implies some…

Optimization and Control · Mathematics 2007-10-26 D. Bauso , L. Giarré , R. Pesenti

This work considers stochastic operators in general inner-product spaces, and in particular, systems with stochastically time-varying input delays of a known probability distribution. Stochastic dissipativity and stability are defined from…

Optimization and Control · Mathematics 2024-04-22 Ethan LoCicero , Amy Strong , Leila Bridgeman

We study feedback stabilization of continuous-time linear systems under finite data-rate constraints in the presence of unknown disturbances. A communication and control strategy based on sampled and quantized state measurements is…

Systems and Control · Electrical Eng. & Systems 2026-03-31 Mahmoud Zamani , Guosong Yang

Empirical diagnosis of stability has received considerable attention, mostly focused on variance metrics for early warning signals of abrupt system change. Despite this, the theoretical foundation and application has been limited to…

Adaptation and Self-Organizing Systems · Physics 2020-09-11 Zachary C Williams , Dylan E McNamara

Sustained research efforts have been devoted to learning optimal controllers for linear stochastic dynamical systems with unknown parameters, but due to the corruption of noise, learned controllers are usually uncertified in the sense that…

Systems and Control · Electrical Eng. & Systems 2023-02-07 Yiwen Lu , Yilin Mo

In the semiconductor manufacturing batch processes, each step is a complicated physiochemical batch process; generally it is difficult to perform measurements online or carry out the measurement for each run, and hence there will be delays…

Systems and Control · Computer Science 2015-11-02 Bing Ai , David Shan-Hill Wong , Shi-Shang Jang

In this paper, we consider a stabilization problem of an uncertain system in a networked control setting. Due to the network, the measurements are quantized to finite-bit signals and may be randomly lost in the communication. We study…

Systems and Control · Computer Science 2017-03-07 Kunihisa Okano , Hideaki Ishii

We consider the problem of adaptive stabilization for discrete-time, multi-dimensional linear systems with bounded control input constraints and unbounded stochastic disturbances, where the parameters of the true system are unknown. To…

Systems and Control · Electrical Eng. & Systems 2023-04-04 Seth Siriya , Jingge Zhu , Dragan Nešić , Ye Pu

The classical stability margin analysis based on the linearized model is widely used in practice even in nonlinear systems. Although linear analysis techniques are relatively standard and have simple implementation structures, they are…

Systems and Control · Electrical Eng. & Systems 2024-06-25 Jinrui Ren , Quan Quan

In this paper, we consider the stability analysis of large-scale distributed networked control systems with random communication delays between linearly interconnected subsystems. The stability analysis is performed in the Markov jump…

Systems and Control · Computer Science 2015-11-13 Kooktae Lee , Raktim Bhattacharya

Stabilization of linear systems with unknown dynamics is a canonical problem in adaptive control. Since the lack of knowledge of system parameters can cause it to become destabilized, an adaptive stabilization procedure is needed prior to…

Systems and Control · Computer Science 2018-07-25 Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

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

Hyperexponential stability is investigated for dynamical systems with the use of both, explicit and implicit, Lyapunov function methods. A nonlinear hyperexponential control is designed for stabilizing linear systems. The tuning procedure…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Konstantin Zimenko , Denis Efimov , Andrey Polyakov

The problem of load balancing in a distribution network under unknown time- varying demand and supply is studied. A set of distributed controllers which regulate the amount of flow through the edges is designed to guarantee convergence of…

Optimization and Control · Mathematics 2013-02-05 Claudio De Persis