相关论文: Stabilization of jump-diffusion stochastic differe…
An optimal control for a dynamical system optimizes a certain objective function. Here we consider the construction of an optimal control for a stochastic dynamical system with a random structure, Poisson perturbations and random jumps,…
This paper is about the stabilization of a cascade system composed by an infinite-dimensional system, that we suppose to be exponentially stable, and an ordinary differential equation (ODE), that we suppose to be marginally stable. The…
This work is devoted to almost sure and moment exponential stability of regime-switching jump diffusions. The Lyapunov function method is used to derive sufficient conditions for stabilities for general nonlinear systems; which further…
Some sufficient conditions on the algebraic stability of non-homogeneous regime-switching diffusion processes are established. In this work we focus on determining the decay rate of a stochastic system which switches randomly between…
This paper proposes a backstepping boundary control design for robust stabilization of linear first-order coupled hyperbolic partial differential equations (PDEs) with Markov-jumping parameters. The PDE system consists of 4 X 4 coupled…
We address a class of Markov jump linear systems that are characterized by the underlying Markov process being time-inhomogeneous with a priori unknown transition probabilities. Necessary and sufficient conditions for uniform stochastic…
In this work, we study finite-time stability of switched and hybrid systems in the presence of unstable modes. We present sufficient conditions in terms of multiple Lyapunov functions for the origin of the system to be finite time stable.…
Continuous-time stochastic systems have attracted a lot of attention recently, due to their wide-spread use in finance for modelling price-dynamics. More recently models taking into accounts shocks have been developed by assuming that the…
No quantum measurement can give full information on the state of a quantum system; hence any quantum feedback control problem is neccessarily one with partial observations, and can generally be converted into a completely observed control…
This paper presents a detailed Lyapunov-based theory to control and stabilize continuously-measured quantum systems, which are driven by Stochastic Schrodinger Equation (SSE). Initially, equivalent classes of states of a quantum system are…
Jump penalty stabilisation techniques have been recently proposed for continuous and discontinuous high order Galerkin schemes [1,2,3]. The stabilisation relies on the gradient or solution discontinuity at element interfaces to incorporate…
We consider the dynamics of a 1D system evolving according to a deterministic drift and randomly forced by two types of jumps processes, one representing an external, uncontrolled forcing and the other one a control that instantaneously…
Motivated by networked systems, stochastic control, optimization, and a wide variety of applications, this work is devoted to systems of switching jump diffusions. Treating such nonlinear systems, we focus on stability issues. First…
This paper deals with mathematical models of continuous crystallization described by hyperbolic systems of partial differential equations coupled with ordinary and integro-differential equations. The considered systems admit nonzero…
Control by dissipation, or environment engineering, constitutes an important methodology within quantum coherent control which was proposed to improve the robustness and scalability of quantum control systems. The system-environment…
We consider a driven damped anharmonic oscillator which classically leads to a bistable steady state and to hysteresis. The quantum counterpart for this system has an exact analytical solution in the steady state which does not display any…
This work focuses on stability of regime-switching diffusions consisting of continuous and discrete components, in which the discrete component switches in a countably infinite set and its switching rates at current time depend on the…
In this work we study the problem of step size selection for numerical schemes, which guarantees that the numerical solution presents the same qualitative behavior as the original system of ordinary differential equations, by means of tools…
Stochastic dynamical systems are fundamental in state estimation, system identification and control. System models are often provided in continuous time, while a major part of the applied theory is developed for discrete-time systems.…
This paper addresses the problem of robust stabilization for linear hyperbolic Partial Differential Equations (PDEs) with Markov-jumping parameter uncertainty. We consider a 2 x 2 heterogeneous hyperbolic PDE and propose a control law using…