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New methods are developed for the stabilization of a linear system with general time-varying distributed delays existing at the system's states, inputs and outputs. In contrast to most existing literature where the function of time-varying…

系统与控制 · 电气工程与系统科学 2024-12-20 Qian Feng , Sing Kiong Nguang , Wilfrid Perruquetti

We propose a mechanism which produces periodic variations of the degree of predictability in dynamical systems. It is shown that even in the absence of noise when the control parameter changes periodically in time, below and above the…

chao-dyn · 物理学 2009-10-22 A. Crisanti , M. Falcioni , G. Paladin , A. Vulpiani

This paper focuses on time-varying delayed stochastic differential systems with stochastically switching parameters formulated by a unified switching behavior combining a discrete adapted process and a Cox process. Unlike prior studies…

动力系统 · 数学 2024-01-30 Xinyu Wu , Zidong Wang , Wenlian Lu

Regime-switching models, in particular Hidden Markov Models (HMMs) where the switching is driven by an unobservable Markov chain, are widely-used in financial applications, due to their tractability and good econometric properties. In this…

统计金融 · 定量金融 2016-02-18 Vikram Krishnamurthy , Elisabeth Leoff , Jörn Sass

Stability and safety are crucial in safety-critical control of dynamical systems. The reach-avoid-stay objectives for deterministic dynamical systems can be effectively handled by formal methods as well as Lyapunov methods with soundness…

动力系统 · 数学 2022-06-03 Yiming Meng , Jun Liu

A Lyapunov design method is used to analyze the nonlinear stability of a generic reservoir computer for both the cases of continuous-time and discrete-time dynamics. Using this method, for a given nonlinear reservoir computer, a radial…

系统与控制 · 电气工程与系统科学 2020-01-08 Afroza Shirin , Isaac S. Klickstein , Francesco Sorrentino

In Markov networks, measurement blackouts with unknown frequency compromise observations such that thermodynamic quantities can no longer be inferred reliably. In particular, the observed currents neither discern equilibrium from…

统计力学 · 物理学 2025-11-19 Alexander M. Maier , Benjamin Häsler , Udo Seifert

This paper is concerned with the stability analysis of continuous-time switched systems with a random switching signal. The switching signal manifests its characteristics with that the dwell time in each subsystem consists of a fixed part…

系统与控制 · 计算机科学 2016-11-18 Junlin Xiong , James Lam , Zhan Shu , Xuerong Mao

Markov chains are the de facto finite-state model for stochastic dynamical systems, and Markov decision processes (MDPs) extend Markov chains by incorporating non-deterministic behaviors. Given an MDP and rewards on states, a classical…

计算机科学中的逻辑 · 计算机科学 2024-11-13 Krishnendu Chatterjee , Laurent Doyen

This paper addresses the stability problem for discrete-time switched systems under autonomous switching. Each mode of the switched system is modeled as a Linear Parameter Varying (LPV) system, the time-varying parameters can vary…

系统与控制 · 电气工程与系统科学 2020-05-13 Márcio J. Lacerda , Cristiano M. Agulhari

Market-based coordination of demand side assets has gained great interests in recent years. In spite of its efficiency, there is a risk that the interaction between the dynamic assets through the price signal could result in an unstable…

最优化与控制 · 数学 2017-04-04 Lin Zhao , Wei Zhang

Stability of synchronization in unidirectionally coupled time-delay systems is studied using the Krasovskii-Lyapunov theory. We have shown that the same general stability condition is valid for different cases, even for the general…

混沌动力学 · 物理学 2015-05-13 D. V. Senthilkumar , J. Kurths , M. Lakshmanan

The thermodynamic uncertainty relation, which establishes a universal trade-off between nonequilibrium current fluctuations and dissipation, has been found for various Markovian systems. However, this relation has not been revealed for…

统计力学 · 物理学 2019-07-24 Tan Van Vu , Yoshihiko Hasegawa

This paper is concerned with the development of rigorous approximations to various expectations associated with Markov chains and processes having non-stationary transition probabilities. Such non-stationary models arise naturally in…

概率论 · 数学 2018-05-07 Zeyu Zheng , Harsha Honnappa , Peter W. Glynn

This paper is concerned with stability analysis of nonlinear time-varying systems by using Lyapunov function based approach. The classical Lyapunov stability theorems are generalized in the sense that the time-derivative of the Lyapunov…

动力系统 · 数学 2017-08-18 Bin Zhou

For a discrete time Markov chain and in line with Strotz' consistent planning we develop a framework for problems of optimal stopping that are time-inconsistent due to the consideration of a non-linear function of an expected reward. We…

最优化与控制 · 数学 2020-01-23 Sören Christensen , Kristoffer Lindensjö

This paper studies the stability of sampled and networked control systems with sampling and communication times governed by probabilistic clocks. The clock models have few restrictions, and can be used to model numerous phenomena such as…

系统与控制 · 计算机科学 2014-10-09 Andrew Lamperski

In this paper we consider input-to-state stability (ISS) of impulsive control systems with and without time-delays. We prove that if the time-delay system possesses an exponential Lyapunov-Razumikhin function or an exponential…

动力系统 · 数学 2012-02-23 Sergey Dashkovskiy , Michael Kosmykov , Andrii Mironchenko , Lars Naujok

In this paper we show that in a multiclass Markovian network with unit rate servers, the condition that the average load $\rho$ at every server is less than unity is indeed sufficient for the stability or positive recurrence for \emph{any}…

网络与互联网体系结构 · 计算机科学 2010-06-24 Sayee C. Kompalli , Ravi R. Mazumdar

The paper deals with the global asymptotic stability of general nonlinear time-delay systems with delay-dependent impulses through the Lyapunov-Krasovskii method. We derive a unified stability criterion which can be applied to a variety of…

动力系统 · 数学 2022-06-09 Kexue Zhang , Elena Braverman