相关论文: Exact Simulation of the Extrema of Stable Processe…

What limits how fast a Lyapunov function can decay under input bounds? We address this question by showing how the shape of Lyapunov comparison functions governs guaranteed decay for control affine systems. Using a windowed nominal…

The time at which a one-dimensional continuous strong Markov process attains a boundary point of its state space is a discontinuous path functional and it is, therefore, unclear whether the exit time can be approximated by hitting times of…

We consider the almost semi-continuous processes defined on a finite Markov chain. The representation of the moment generating functions for the absolute maximum after achievement positive level and for the recovery time are obtained.…

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…

We consider parametric version of fixed-delay continuous-time Markov chains (or equivalently deterministic and stochastic Petri nets, DSPN) where fixed-delay transitions are specified by parameters, rather than concrete values. Our goal is…

We use point processes theory to describe the asymptotic distribution of all upper order statistics for observations collected at renewal times. As a corollary, we obtain limiting theorems for corresponding extremal processes.

Dissipative particle dynamics (DPD) is a relatively new technique which has proved successful in the simulation of complex fluids. We caution that for the equilibrium achieved by the DPD simulation of a simple fluid the temperature depends…

The increasing application of cardiorespiratory simulations for diagnosis and surgical planning necessitates the development of computational methods significantly faster than the current technology. To achieve this objective, we leverage…

Simulated Annealing (SA) is a widely used stochastic optimization algorithm, yet much of its theoretical understanding is limited to asymptotic convergence guarantees or general spectral bounds. In this paper, we develop a finite-time…

We study the distribution and various properties of exponential functionals of hypergeometric Levy processes. We derive an explicit formula for the Mellin transform of the exponential functional and give both convergent and asymptotic…

Several results regarding the stability and the stabilization of linear impulsive positive systems under arbitrary, constant, minimum, maximum and range dwell-time are obtained. The proposed stability conditions characterize the pointwise…

We propose an algorithm to restrict the switching signals of a constrained switched system in order to guarantee its stability, while at the same time attempting to keep the largest possible set of allowed switching signals. Our work is…

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…

This paper introduces a novel approach to evaluating the asymptotic stability of equilibrium points in both continuous-time (CT) and discrete-time (DT) nonlinear autonomous systems. By utilizing indirect Lyapunov methods and linearizing…

Stochastic Optimal Control Problems (SOCPs) plays a major role in the sequential decision-making challenges. There exist various iterative algorithms, under framework of stochastic maximum principle, that sequentially find the optimal…

By time discretization of a second-order primal-dual dynamical system with damping $\alpha/t$ where an inertial construction in the sense of Nesterov is needed only for the primal variable, we propose a fast primal-dual algorithm for a…

Simulation-based verification algorithms can provide formal safety guarantees for nonlinear and hybrid systems. The previous algorithms rely on user provided model annotations called discrepancy function, which are crucial for computing…

Building upon findings in computational model of handwriting learning and execution, we introduce the concept of stability to explain the difference between the actual movements performed during multiple execution of the subject's…

We establish finite sample certificates on the quality of solutions produced by data-based forward-backward (FB) operator splitting schemes. As frequently happens in stochastic regimes, we consider the problem of finding a zero of the sum…

We study the verification of a finite continuous-time Markov chain (CTMC) C against a linear real-time specification given as a deterministic timed automaton (DTA) A with finite or Muller acceptance conditions. The central question that we…