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

In this paper, we study the stabilization of two interdependent Markov jump linear systems (MJLSs) with partial information, where the interdependency arises as the transition of the mode of one system depends on the states of the other…

We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical…

A Markovian dichotomic system driven by a deterministic time-periodic force is analyzed in terms of the statistical properties of the switching events between the states. The consideration of the counting process of the switching events…

This article aims to investigate sufficient conditions for the stability of stochastic differential equations with a random structure, particularly in contexts involving the presence of concentration points. The proof of asymptotic…

We consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. We give explicit formulas for probability generating functions, and also for means, variances and state…

We show that a quantum state transfer, previously studied as a continuous time process in networks of interacting spins, can be achieved within the model of discrete time quantum walks with position dependent coin. We argue that due to…

This paper deals with stabilization of discrete-time switched linear systems when explicit knowledge of the state-space models of their subsystems is not available. Given the set of admissible switches between the subsystems, the admissible…

We address stability of a class of Markovian discrete-time stochastic hybrid systems. This class of systems is characterized by the state-space of the system being partitioned into a safe or target set and its exterior, and the dynamics of…

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…

In this article, we prove that a small random perturbation of dynamical system with multiple stable equilibria converges to a Markov chain whose states are neighborhoods of the deepest stable equilibria, under a suitable time-rescaling,…

Controllability properties for discrete-time, Markovian quantum dynamics are investigated. We find that, while in general the controlled system is not finite-time controllable, feedback control allows for arbitrary asymptotic state-to-state…

In this paper, we consider stochastic master equations describing the evolution of quantum spin-1/2 systems interacting with electromagnetic fields undergoing continuous-time measurements. We suppose that the initial states and the exact…

In many dynamical systems in nature, the law of the dynamics changes along with the temporal evolution of the system. These changes are often associated with the occurrence of certain events. The timing of occurrence of these events…

Motivated by applications arising in networked systems, this work examines controlled regime-switching systems that stem from a mean-variance formulation. A main point is that the switching process is a hidden Markov chain. An additional…

In this paper, the problem of non-fragile finite-time stabilization for linear discrete mean-field stochastic systems is studied. The uncertain characteristics in control parameters are assumed to be random satisfying the Bernoulli…

In this paper, we derive a simple drift condition for the stability of a class of two-dimensional Markov processes, for which one of the coordinates (also referred to as the {\em phase} for convenience) has a well understood behaviour…

This paper deals with optimal prediction in a regime-switching model driven by a continuous-time Markov chain. We extend existing results for geometric Brownian motion by deriving optimal stopping strategies that depend on the current…

Given a discrete-state continuous-time reactive system, like a digital circuit, the classical approach is to first model it as a state transition system and then prove its properties. Our contribution advocates a different approach: to…

Control strategies for dissipative preparation of target quantum states, both pure and mixed, and subspaces are obtained by switching between a set of available semigroup generators. We show that the class of problems of interest can be…

The abrupt changes that are ubiquitous in physical and natural systems are often well characterized by shot noise with a state dependent recurrence frequency and jump amplitude. For such state dependent behavior, we derive the transition…