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相关论文: Stabilization of jump-diffusion stochastic differe…

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This paper is concerned with the optimal control of hysteresis-reaction-diffusion systems. We study a control problem with two sorts of controls, namely distributed control functions, or controls which act on a part of the boundary of the…

最优化与控制 · 数学 2017-06-01 Christian Münch

This paper develops stability and stabilization results for systems of fully coupled jump diffusions. Such systems frequently arise in numerous applications where each subsystem (component) is operated under the influence of other…

概率论 · 数学 2021-08-23 Dang Nguyen , Duy Nguyen , Nhu Nguyen , George Yin

Hyperexponential stability is investigated for dynamical systems with the use of both, explicit and implicit, Lyapunov function methods. A nonlinear hyperexponential control is designed for stabilizing linear systems. The tuning procedure…

系统与控制 · 电气工程与系统科学 2022-07-19 Konstantin Zimenko , Denis Efimov , Andrey Polyakov

This paper treats the global stabilization problem of continuous-time switched affine systems that have rank-deficient convex combinations of their dynamic matrices. For these systems, the already known set of attainable equilibrium points…

最优化与控制 · 数学 2022-04-15 Lucas N. Egidio , Grace S. Deaecto , Raphaël M. Jungers

We develop a method to prove almost global stability of stochastic differential equations in the sense that almost every initial point (with respect to the Lebesgue measure) is asymptotically attracted to the origin with unit probability.…

概率论 · 数学 2007-05-23 Ramon van Handel

In the present work, sufficient conditions for global stabilization of nonlinear uncertain systems by means of discrete-delay static output feedback are presented. Illustrating examples show the efficiency of the proposed control strategy.

最优化与控制 · 数学 2008-02-29 Iasson Karafyllis

An optimal control problem is considered for a stochastic differential equation containing a state-dependent regime switching, with a recursive cost functional. Due to the non-exponential discounting in the cost functional, the problem is…

最优化与控制 · 数学 2017-12-29 Hongwei Mei , Jiongmin Yong

This paper investigates the stability and stabilization of diffusively coupled network dynamical systems. We leverage Lyapunov methods to analyze the role of coupling in stabilizing or destabilizing network systems. We derive critical…

动力系统 · 数学 2025-04-02 Moise R. Mouyebe , Anthony M. Bloch

Recently, the problem of boundary stabilization for unstable linear constant-coefficient coupled reaction-diffusion systems was solved by means of the backstepping method. The extension of this result to systems with advection terms and…

最优化与控制 · 数学 2016-03-17 Rafael Vazquez , Miroslav Krstic

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…

系统与控制 · 电气工程与系统科学 2020-08-25 Atreyee Kundu

This paper presents three versions of maximum principle for a stochastic optimal control problem of Markov regime-switching forward-backward stochastic differential equations with jumps (FBSDEJs). A general sufficient maximum principle for…

最优化与控制 · 数学 2014-10-14 Olivier Menoukeu Pamen

In this paper, a novel continuous non-smooth control strategy is proposed to achieve finite-time stabilization of ladder quantum systems. We first design a universal fractional-order control law for a ladder n-level quantum system using a…

最优化与控制 · 数学 2025-05-20 Zeping Su , Sen Kuang , Daoyi Dong

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 propose a class of numerical schemes for mixed optimal stopping and control of processes with infinite activity jumps and where the objective is evaluated by a nonlinear expectation. Exploiting an approximation by switching systems,…

数值分析 · 数学 2018-03-13 Roxana Dumitrescu , Christoph Reisinger , Yufei Zhang

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…

量子物理 · 物理学 2019-02-12 Weichao Liang , Nina H. Amini , Paolo Mason

Diffusion with stochastic resetting, instantaneous returns of a diffusing particle to a reference point, creates a stationary probability distribution. The paradigm is extended here to a doubly stochastic protocol in which the resetting…

统计力学 · 物理学 2025-10-01 Maxence Arutkin , Shlomi Reuveni

Stochastic maximum principle of nonlinear controlled forward-backward systems, where the set of strict (classical) controls need not be convex and the diffusion coefficient depends explicitly on the variable control, is an open problem…

概率论 · 数学 2008-12-20 Seid Bahlali

Convection-diffusion-reaction equations are a class of second-order partial differential equations widely used to model phenomena involving the change of concentration/population of one or more substances/species distributed in space.…

In this paper we consider non convex control problems of stochastic differential equations driven by relaxed controls. We present existence of optimal controls and then develop necessary conditions of optimality. We cover both continuous…

最优化与控制 · 数学 2013-02-15 Nasir U. Ahmed , Charalambos D. Charalambous

The authors consider stochastic aspects of the stabilization problem for two and three-dimensional Oseen equations with help of feedback control defined on a part of the fluid boundary. Stochastic issues arise when inevitable unpredictable…

偏微分方程分析 · 数学 2007-05-23 Jinqiao Duan , Andrei V. Fursikov