中文
相关论文

相关论文: Stabilization of regime-switching processes by fee…

200 篇论文

For the sake of saving time and costs the feedback control based on discrete-time observations is used to stabilize the switching diffusion systems. Response lags are required by most of physical systems and play a key role in the feedback…

最优化与控制 · 数学 2020-08-20 Xiaoyue Li , Xuerong Mao , Denis S. Mukama , Chenggui Yuan

In this paper, we discuss long-time behavior of sample paths for a wide range of regime-switching diffusions. Firstly, almost sure asymptotic stability is concerned (i) for regime-switching diffusions with finite state spaces by the…

概率论 · 数学 2014-10-29 Junhao Hu , Jianhai Bao , Chenggui Yuan

We establish new conditions for obtaining uniform bounds on the moments of discrete-time stochastic processes. Our results require a weak negative drift criterion along with a state-dependent restriction on the sizes of the one-step jumps…

概率论 · 数学 2022-06-02 Arnab Ganguly , Debasish Chatterjee

We propose a method for approximating solutions to optimization problems involving the global stability properties of parameter-dependent continuous-time autonomous dynamical systems. The method relies on an approximation of the…

最优化与控制 · 数学 2013-08-12 Péter Koltai , Alexander Volf

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…

最优化与控制 · 数学 2011-03-22 Ram Somaraju , Mazyar Mirrahimi , Pierre Rouchon

We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…

统计力学 · 物理学 2009-02-25 Alessandra Faggionato , Davide Gabrielli , Marco Ribezzi Crivellari

In the last years, many authors studied a class of continuous time semi-Markov processes obtained by time-changing Markov processes by hitting times of independent subordinators. Such processes are governed by integro-differential…

概率论 · 数学 2020-02-24 Angelica Pachon , Federico Polito , Costantino Ricciuti

This paper is dedicated to the investigation of a new numerical method to approximate the optimal stopping problem for a discrete-time continuous state space Markov chain under partial observations. It is based on a two-step discretization…

最优化与控制 · 数学 2016-02-16 Benoîte de Saporta , François Dufour , Christophe Nivot

The intermittent on-off switching of feedback control is considered as a major mechanism of postural stabilization during human quiet standing, which can be modeled by switched-type hybrid stochastic delay differential equations with…

系统与控制 · 电气工程与系统科学 2023-09-01 Yasuyuki Suzuki , Keigo Togame , Akihiro Nakamura , Taishin Nomura

In this paper, we study stabilizability of discrete-time switched linear systems where the switching signal is considered as an arbitrary disturbance (and not a control variable). We characterize feedback stabilization via necessary and…

最优化与控制 · 数学 2025-06-05 Thiago Alves Lima , Matteo Della Rossa , Antoine Girard

In this paper, we study pinning control problem of coupled dynamical systems with stochastically switching couplings and stochastically selected controller-node set. Here, the coupling matrices and the controller-node sets change with time,…

系统与控制 · 计算机科学 2014-04-29 Yujuan Han , Wenlian Lu , Zhe Li , Tianping Chen

In this paper, we study the stability of solutions of stochastic McKean-Vlasov equations (SMVEs) via feedback control based on discrete-time state observation. By using a specific Lyapunov function, the $H_{\infty}$ stability, asymptotic…

概率论 · 数学 2021-10-25 Hao Wu , Junhao Hu , Shuaibin Gao , Chenggui Yuan

With the increasing ubiquity of safety-critical autonomous systems operating in uncertain environments, there is a need for mathematical methods for formal verification of stochastic models. Towards formally verifying properties of…

系统与控制 · 电气工程与系统科学 2026-02-18 Adrien Banse , Giannis Delimpaltadakis , Luca Laurenti , Manuel Mazo , Raphaël M. Jungers

We develop a predictor-feedback control design for a class of linear systems with state-dependent switching. The main ingredient of our design is a novel construction of an exact predictor state. Such a construction is possible as for a…

系统与控制 · 电气工程与系统科学 2026-03-23 Andreas Katsanikakis , Nikolaos Bekiaris-Liberis , Delphine Bresch-Pietri

Motivated by recent applications in control theory, we study the feedback stabilizability of switched systems, where one is allowed to chose the switching signal as a function of $x(t)$ in order to stabilize the system. We propose new…

最优化与控制 · 数学 2016-08-30 Raphaël M. Jungers , Paolo Mason

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

In this paper, we study state-feedback control of Markov jump linear systems with partial information. In particular, we assume that the controller can only access the mode signals according to a hidden-Markov observation process. Our…

最优化与控制 · 数学 2019-03-19 Masaki Ogura , Ahmet Cetinkaya , Tomohisa Hayakawa , Victor M. Preciado

This paper studies the asymptotic behavior of processes with switching. More precisely, the stability under fast switching for diffusion processes and discrete state space Markovian processes is considered. The proofs are based on…

概率论 · 数学 2017-07-07 Sören Christensen , Albrecht Irle

This paper tackles state feedback control of switched linear systems under arbitrary switching. We propose a data-driven control framework that allows to compute a stabilizing state feedback using only a finite set of observations of…

最优化与控制 · 数学 2022-05-05 Zheming Wang , Guillaume O. Berger , Raphaël M. Jungers

This paper is concerned with the problem of robust stabilization for a class of uncertain 2D discrete switched systems with state delays represented by a model of Roesser type, where the switching instants of the controller experience…

动力系统 · 数学 2012-07-10 Shipei Huang , Zhengrong Xiang