相关论文: Stabilization of difference equations with noisy p…
We consider optimization problems associated to a delayed feedback control (DFC) mechanism for stabilizing cycles of one dimensional discrete time systems. In particular, we consider a delayed feedback control for stabilizing $T$-cycles of…
Time change is a powerful technique for generating noises and providing flexible models. In the framework of time changed Brownian and Poisson random measures we study the existence and uniqueness of a solution to a general mean-field…
The zero-noise limit of differential equations with singular coefficients is investigated for the first time in the case when the noise is an $\alpha $-stable process. It is proved that extremal solutions are selected and the respective…
This article is concerned with an optimal control problem derived by mean-field forward-backward stochastic differential equation with noisy observation, where the drift coefficients of the state equation and the observation equation are…
We consider stochastic partial differential equations (SPDEs) on the one-dimensional torus, driven by space-time white noise, and with a time-periodic drift term, which vanishes on two stable and one unstable equilibrium branches. Each of…
This article presents tractable and recursively feasible optimization-based controllers for stochastic linear systems with bounded controls. The stochastic noise in the plant is assumed to be additive, zero mean and fourth moment bounded,…
This paper is concerned with backward problem for nonlinear space fractional diffusion with additive noise on the right-hand side and the final value. To regularize the instable solution, we develop some new regularized method for solving…
We study the output feedback exponential stabilization of a one-dimensional unstable wave equation, where the boundary input, given by the Neumann trace at one end of the domain, is the sum of the control input and the total disturbance.…
A novel method of exponentially stable adaptive control to compensate for matched parametric uncertainty under a mild condition of semi-persistent excitation (s-PE) of a regressor with piecewise-constant rank and nullspace is proposed. It…
Benjamini, Kalai and Schramm showed that a monotone function $f : \{-1,1\}^n \to \{-1,1\}$ is noise stable if and only if it is correlated with a half-space (a set of the form $\{x: \langle x, a\rangle \le b\}$). We study noise stability in…
The existence, uniqueness, and exponential stability results for mild solutions to the fractional neutral stochastic differential system are presented in this article. To demonstrate the results, the concept of bounded integral contractors…
A discretization of an optimal control problem of a stochastic parabolic equation driven by multiplicative noise is analyzed. The state equation is discretized by the continuous piecewise linear element method in space and by the backward…
This paper is concerned with a linear-quadratic partially observed Stackelberg stochastic differential game with correlated state and observation noises, where the diffusion coefficient does not contain the control variable and the control…
For the paradigmatic case of the damped quantum harmonic oscillator we present two measurement-based feedback schemes to control the stability of its fixed point. The first scheme feeds back a Pyragas-like time-delayed reference signal and…
It is nontrivial to achieve exponential stability even for time-invariant nonlinear systems with matched uncertainties and persistent excitation (PE) condition. In this paper, without the need for PE condition, we address the problem of…
In this paper, we establish existence and uniqueness of strong solutions for a stochastic differential equation driven by an additive noise given by the sum of two correlated fractional Brownian sheets with different Hurst parameters. Our…
This paper develops systematically the output feedback exponential stabilization for a one-dimensional unstable/anti-stable wave equation where the control boundary suffers from both internal nonlinear uncertainty and external disturbance.…
This paper investigates the consistency of a posterior distribution in the single-measurement fractional Calder\'on problem with additive Gaussian noise. We consider a Bayesian framework with rescaled and Gaussian sieve priors, using a…
We consider parabolic stochastic partial differential equations driven by white noise in time. We prove exponential convergence of the transition probabilities towards a unique invariant measure under suitable conditions. These conditions…
In this expository paper, which covers material presented at the NATO Advanced Study Institute "Nonlinear Analysis, Differential Equations, and Control" (Montreal, Jul/Aug 1998), we deal with several questions related to stability and…