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We study a continuous dynamics for a class of Petri nets which allows the routing at non-free choice places to be determined by priorities rules. We show that this dynamics can be written in terms of policies which identify the bottleneck…

最优化与控制 · 数学 2019-12-30 Xavier Allamigeon , Vianney Boeuf , Stéphane Gaubert

We study timed Petri nets, with preselection and priority routing. We represent the behavior of these systems by piecewise affine dynamical systems. We use tools from the theory of nonexpansive mappings to analyze these systems. We…

最优化与控制 · 数学 2023-06-22 Xavier Allamigeon , Marin Boyet , Stéphane Gaubert

We analyze a timed Petri net model of an emergency call center which processes calls with different levels of priority. The counter variables of the Petri net represent the cumulated number of events as a function of time. We show that…

最优化与控制 · 数学 2015-08-26 Xavier Allamigeon , Vianney Bœuf , Stéphane Gaubert

Motivated by microscopic traffic modeling, we analyze dynamical systems which have a piecewise linear concave dynamics not necessarily monotonic. We introduce a deterministic Petri net extension where edges may have negative weights. The…

最优化与控制 · 数学 2010-01-26 Nadir Farhi , Maurice Goursat , Jean-Pierre Quadrat

The stability of stationary solutions of first-order systems of PDE's are considered. They may include some singular geometric terms, leading to discontinuous flux and non-conservative products. Based on several examples in Fluid Mechanics,…

偏微分方程分析 · 数学 2017-09-15 Nicolas Seguin

This paper presents a new condition for the existence of optimal stationary policies in average-cost continuous-time Markov decision processes with unbounded cost and transition rates, arising from controlled queueing systems. This…

最优化与控制 · 数学 2015-04-23 Cao Ping , Xie Jingui

The turnpike phenomenon stipulates that the solution of an optimal control problem in large time, remains essentially close to a steady-state of the dynamics, itself being the optimal solution of an associated static optimal control…

最优化与控制 · 数学 2023-01-11 Emmanuel Trélat

We consider a stochastic delay differential equation driven by a general Levy process. Both, the drift and the noise term may depend on the past, but only the drift term is assumed to be linear. We show that the segment process is…

概率论 · 数学 2007-05-23 M. Reiss , M. Riedle , O. van Gaans

In this paper, we consider a subclass of piecewise deterministic Markov processes with a Polish state space that involve a deterministic motion punctuated by random jumps, occurring in a Poisson-like fashion with some state-dependent rate,…

概率论 · 数学 2024-05-28 Dawid Czapla

This paper continues the study of [11, 13] for stationary solutions of stochastic linear retarded functional differential equations with the emphasis on delays which appear in those terms including spatial partial derivatives. As a…

概率论 · 数学 2014-02-11 Kai Liu

We develop a tracking model predictive control (MPC) scheme for nonlinear systems using the linearized dynamics at the current state as a prediction model. Under reasonable assumptions on the linearized dynamics, we prove that the proposed…

最优化与控制 · 数学 2022-09-20 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

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

This paper provide a comprehensive analysis of the finite and long time behavior of continuous-time non-Markovian dynamical systems, with a focus on the forward Stochastic Volterra Integral Equations(SVIEs).We investigate the properties of…

概率论 · 数学 2025-11-06 Emmanuel Gnabeyeu , Gilles Pagès

We prove a concise and easily verifiable criterion on the existence and global stability of stationary solutions for random dynamical systems (RDSs). As a consequence, we can show that the $\omega$-limit sets of all pullback trajectories of…

动力系统 · 数学 2025-08-13 Xiang Lv

We investigate piecewise deterministic Markov processes (PDMP), where the deterministic dynamics follows a scalar conservation law and random jumps in the system are characterized by changes in the flux function. We show under which…

概率论 · 数学 2019-01-30 Stephan Knapp

For a Markov decision process with countably infinite states, the optimal value may not be achievable in the set of stationary policies. In this paper, we study the existence conditions of an optimal stationary policy in a countable-state…

最优化与控制 · 数学 2020-07-06 Li Xia , Xianping Guo , Xi-Ren Cao

This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…

最优化与控制 · 数学 2010-09-08 Debasish Chatterjee , Daniel Liberzon

In this paper, the problem of partial stabilization of nonlinear systems along a given trajectory is considered. This problem is treated within the framework of stability of a family of sets. Sufficient conditions for the asymptotic…

最优化与控制 · 数学 2024-07-30 Victoria Grushkovskaya , Iryna Vasylieva , Alexander Zuyev

It is shown that large classes of nonlinear systems of PDEs, with possibly associated initial and/or boundary value problems, can be solved by the method of order completion. The solutions obtained can be assimilated with Hausdorff…

偏微分方程分析 · 数学 2007-05-23 Roumen Anguelov , Elemer E Rosinger

We reinvestigate the dynamical behavior of a first order scalar nonlinear delay differential equation with piecewise linearity and identify several interesting features in the nature of bifurcations and chaos associated with it as a…

混沌动力学 · 物理学 2015-06-26 D. V. Senthilkumar , M. Lakshmanan
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