相关论文: Stabilization of regime-switching processes by fee…
Motivated by networked systems in random environment and controlled hybrid stochastic dynamic systems, this work focuses on modeling and analysis of a class of switching diffusions consisting of continuous and discrete components. Novel…
Laser frequency stabilization is conventionally analyzed using continuous-time control theory, which accurately models analog feedback but is insufficient for digital implementations where quantization, sampling, and stochastic noise shape…
In this paper, a general stochastic model with controls applied at the moments when the random process hits the boundary of a given subset of the state set is proposed and studied. The general concept of the model is formulated and its…
Focusing on stochastic systems arising in mean-field models, the systems under consideration belong to the class of switching diffusions, in which continuous dynamics and discrete events coexist and interact. The discrete events are modeled…
The linear response of a dynamical system refers to changes to properties of the system when small external perturbations are applied. We consider the little-studied question of selecting an optimal perturbation so as to (i) maximise the…
This paper deals with stability of discrete-time switched linear systems whose all subsystems are unstable. We present sufficient conditions on the subsystems matrices such that a switched system is globally exponentially stable under a set…
This article deals with stability of continuous-time switched linear systems under constrained switching. Given a family of linear systems, possibly containing unstable dynamics, we characterize a new class of switching signals under which…
Markov switching models are a popular family of models that introduces time-variation in the parameters in the form of their state- or regime-specific values. Importantly, this time-variation is governed by a discrete-valued latent…
Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…
A discrete-time method for solving problems in optimal quantum control is presented. Controlling the time discretized markovian dynamics of a quantum system can be reduced to a Markov-decision process. We demonstrate this method in this…
This work explores a synchronization-like phenomenon induced by common noise for continuous-time Markov jump processes given by chemical reaction networks. A corresponding random dynamical system is formulated in a two-step procedure, at…
We address the stabilization of both classical and quantum systems modeled by jump-diffusion stochastic differential equations using a novel hysteresis switching strategy. Unlike traditional methods that depend on global Lyapunov functions…
We investigate the stability problem for discrete-time stochastic switched linear systems under the specific scenarios where information about the switching patterns and the probability of switches are not available. Our analysis focuses on…
A discrete time branching process where the offspring distribution is generation-dependent, and the number of reproductive individuals is controlled by a random mechanism is considered. This model is a Markov chain but, in general, the…
We study the pointwise stabilizability of a discrete-time, time-homogeneous, and stationary Markovian jump linear system. By using measure theory, ergodic theory and a splitting theorem of state space we show in a relatively simple way that…
In this paper, we investigate a mean-field singular stochastic optimal control problem for systems governed by mean-field regime-switching singular stochastic differential equations. The state process is assumed to depend on both a regular…
This paper aims to provide a simple modelling of speculative bubbles and derive some quantitative properties of its dynamical evolution. Starting from a description of individual speculative behaviours, we build and study a second order…
For a network of discrete states with a periodically driven Markovian dynamics, we develop an inference scheme for an external observer who has access to some transitions. Based on waiting-time distributions between these transitions, the…
This paper presents a computationally efficient robust model predictive control law for discrete linear time invariant systems subject to additive disturbances that may depend on the state and/or input norms. Despite the dependency being…
In this paper, we study the stabilization problem of quantum spin-1/2 systems under continuous-time measurements. In the case without feedback, we show exponential stabilization around the excited and ground state by providing a lower bound…