相关论文: Another proof for the equivalence between invarian…

Invariant sets define regions of the state space where system constraints are always satisfied. The majority of numerical techniques for computing invariant sets have been developed for discrete-time systems with a fixed sampling time.…

We present a stochastic predictive controller for discrete time linear time invariant systems under incomplete state information. Our approach is based on a suitable choice of control policies, stability constraints, and employment of a…

In this paper, we investigate constrained control of continuous-time linear stochastic systems. We show that for certain system parameter settings, constrained control policies can never achieve stabilization. Specifically, we explore a…

We establish convergence to an invariant measure as time tends to infinity, for a large class of (possibly non-Markovian) stochastic volatility models. Our arguments are based on a novel coupling idea for Markov chains which also extends to…

This is a detailed analysis of invariant measures for one-dimensional dynamical systems with random switching. In particular, we prove smoothness of the invariant densities away from critical points and describe the asymptotics of the…

Let L be a countable language. We say that a countable infinite L-structure M admits an invariant measure when there is a probability measure on the space of L-structures with the same underlying set as M that is invariant under…

The consistency formula for set theory can be stated in terms of the free-variables theory of primitive recursive maps. Free-variable p. r. predicates are decidable by set theory, main result here, built on recursive evaluation of p. r. map…

We consider the averaging principle for deterministic or stochastic systems with a fast stochastic component (family of continuous-time Markov chains depending on the state of the system as a parameter). We show that, due to bifurcations in…

We demonstrate the advantages of randomization in coherent quantum dynamical control. For systems which are either time-varying or require decoupling cycles involving a large number of operations, we find that simple randomized protocols…

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…

We consider the problem of making a set of states invariant for a network of controlled systems. We assume that the subsystems, initially uncoupled, must be interconnected through controllers to be designed with a constraint on the data…

We consider the problem of coordinating a collection of switched subsystems under both local and global constraints for safe operation of the system. Although an invariant set can be leveraged to construct a safety-guaranteed controller for…

Systems whose variable are constrained to be positive allow computationally efficient control design. We generalize these results to linear systems which leave a cone invariant. This is a wider class of systems than positive systems. We…

Termination analysis of linear loops plays a key r\^{o}le in several areas of computer science, including program verification and abstract interpretation. Already for the simplest variants of linear loops the question of termination…

In this short note, we try to provide the reader with a brief pedagogical account of some similarities and differences between stochastic and deterministic processes. A short presentation of some basic notions related to the mathematical…

We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex, and the system is governed by a nonlinear backward stochastic differential equation. By introducing a new approach, we…

The paper continues the authors' study of the linearizability problem for nonlinear control systems. In the recent work [K. Sklyar, Systems Control Lett. 134 (2019), 104572], conditions on mappability of a nonlinear control system to a…

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…

This paper deals with the controllability for a class of non-autonomous neutral differential equations of fractional order with infinite delay in an abstract space. The semi-group theory of bounded linear operators, fractional calculus, and…

This paper develops a variational inference framework for control of infinite dimensional stochastic systems. We employ a measure theoretic approach which relies on the generalization of Girsanov's theorem, as well as the relation between…