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This article aims to investigate sufficient conditions for the stability of stochastic differential equations with a random structure, particularly in contexts involving the presence of concentration points. The proof of asymptotic…

Probability · Mathematics 2023-05-22 Taras Lukashiv , Igor V. Malyk , Maryna Chepeleva , Petr V. Nazarov

We address the classic problem of stability and asymptotic stability in the sense of Lyapunov of the equilibrium point of autonomic differential equations using discrete approach. This new approach includes a consideration of a family of…

Classical Analysis and ODEs · Mathematics 2012-11-07 Eugene Polulyakh , Vladimir Sharko , Igor Vlasenko

In this paper we consider the stability for a type of stochastic McKean-Vlasov equations with non-Lipschitz coefficients. First, sufficient conditions are given for the exponential stability of the second moments for their solutions in…

Probability · Mathematics 2020-03-31 Xiaojie Ding , Huijie Qiao

This article proposes an approach to construct a Lyapunov function for a linear coupled impulsive system consisting of two time-invariant subsystems. In contrast to various variants of small-gain stability conditions for coupled systems,…

Dynamical Systems · Mathematics 2023-08-11 Vitalii Slynko , Sergey Dashkovskiy , Ivan Atamas

In this paper we study the optimal stochastic control problem for a path-dependent stochastic system under a recursive path-dependent cost functional, whose associated Bellman equation from dynamic programming principle is a path-dependent…

Optimization and Control · Mathematics 2013-03-06 Shanjian Tang , Fu Zhang

The paper investigates stability properties of solutions of optimal control problems for semilinear parabolic partial differential equations. H\"older or Lipschitz dependence of the optimal solution on perturbations are obtained for…

Optimization and Control · Mathematics 2025-11-18 Alberto Domínguez Corella , Nicolai Jork , Vladimir M. Veliov

Deep learning methods have demonstrated significant potential for addressing complex nonlinear control problems. For real-world safety-critical tasks, however, it is crucial to provide formal stability guarantees for the designed…

Systems and Control · Electrical Eng. & Systems 2025-06-10 Han Wang , Keyan Miao , Diego Madeira , Antonis Papachristodoulou

An abstract framework guaranteeing the local continuous differentiability of the value function associated with optimal stabilization problems subject to abstract semilinear parabolic equations subject to a norm constraint on the controls…

Optimization and Control · Mathematics 2023-05-19 Karl Kunisch , Buddhika Priyasad

A new approach to feedback control design based on optimal control is proposed. Instead of expensive computations of the value function for different penalties on the states and inputs, we use a control Lyapunov function that amounts to be…

Optimization and Control · Mathematics 2021-11-22 Taouba Jouini , Anders Rantzer

This paper deals with a stochastic recursive optimal control problem, where the diffusion coefficient depends on the control variable and the control domain is not necessarily convex. We focus on the connection between the general maximum…

Optimization and Control · Mathematics 2016-12-21 Tianyang Nie , Jingtao Shi , Zhen Wu

Lyapunov functions play a vital role in the context of control theory for nonlinear dynamical systems. Besides its classical use for stability analysis, Lyapunov functions also arise in iterative schemes for computing optimal feedback laws…

Optimization and Control · Mathematics 2023-11-03 Tobias Breiten , Bernhard Höveler

We present the stability analysis for the new regulation-triggered approach to adaptive control introduced in a companion paper. Due to the fact that the closed-loop system is hybrid, our proofs have essential differences from the…

Optimization and Control · Mathematics 2016-09-13 Iasson Karafyllis , Miroslav Krstic

We provide several characterizations of convergence to unstable equilibria in nonlinear systems. Our current contribution is three-fold. First we present simple algebraic conditions for establishing local convergence of non-trivial…

Dynamical Systems · Mathematics 2016-11-17 A. N. Gorban , I. Yu. Tyukin , H. Nijmeijer

Learning controllers merely based on a performance metric has been proven effective in many physical and non-physical tasks in both control theory and reinforcement learning. However, in practice, the controller must guarantee some notion…

Systems and Control · Electrical Eng. & Systems 2020-11-24 Arash Mehrjou , Mohammad Ghavamzadeh , Bernhard Schölkopf

The present work analyzes the distribution function of the finite scale local Lyapunov exponent of a pair fluid particles trajectories in fully developed incompressible homogeneous isotropic turbulence. According to the hypothesis of fully…

Fluid Dynamics · Physics 2017-06-08 Nicola de Divitiis

In this paper, a stochastic optimal control problem is investigated in which the system is governed by a stochastic functional differential equation. In the framework of functional It\^o calculus, we build the dynamic programming principle…

Optimization and Control · Mathematics 2013-01-03 Shaolin Ji , Shuzhen Yang

This paper discusses the stabilizability, weak stabilizability, exact observability and robust quadratic stabilizability of linear stochastic control systems. By means of the spectrum technique of the generalized Lyapunov operator, a…

Optimization and Control · Mathematics 2023-07-19 Weihai Zhang , Bor-Sen Chen

We find some new results regarding the existence, uniqueness, boundedness, stability and attractivity of the solutions of a class of initial-boundary-value problems characterized by a quasi-linear third order equation which may have…

Mathematical Physics · Physics 2012-09-28 Armando D'Anna , Gaetano Fiore

In this article, we investigate the BV stability of $2\times 2$ hyperbolic systems of conservation laws with strictly positive velocities under dissipative boundary conditions. More precisely, we derive sufficient conditions guaranteeing…

Analysis of PDEs · Mathematics 2015-12-17 Jean-Michel Coron , Sylvain Ervedoza , Shyam Ghoshal , Olivier Glass , Vincent Perrollaz

In this paper we study the semi-global (approximate) state feedback stabilization of an infinite dimensional quantum stochastic system towards a target state. A discrete-time Markov chain on an infinite-dimensional Hilbert space is used to…

Optimization and Control · Mathematics 2011-03-22 Ram Somaraju , Mazyar Mirrahimi , Pierre Rouchon
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