相关论文: Contraction Analysis of Nonlinear Distributed Syst…
This paper is motivated by the problem of quantitatively bounding the convergence of adaptive control methods for stochastic systems to a stationary distribution. Such bounds are useful for analyzing statistics of trajectories and…
We use the Hamiltonian formulation of kinetic theory to perform a stability analysis of non-thermal fixed points in a non-Abelian plasma. We construct a perturbative expansion of the Fokker-Planck collision kernel in an adiabatic…
Control of complex turbulent dynamical systems involving strong nonlinearity and high degrees of internal instability is an important topic in practice. Different from traditional methods for controlling individual trajectories, controlling…
This work addresses stochastic optimal control problems where the unknown state evolves in continuous time while partial, noisy, and possibly controllable measurements are only available in discrete time. We develop a framework for…
This paper considers the equilibrium-free stability and performance analysis of discrete-time nonlinear systems. We consider two types of equilibrium-free notions. Namely, the universal shifted concept, which considers stability and…
Infinitesimal contraction analysis, wherein global asymptotic convergence results are obtained from local dynamical properties, has proven to be a powerful tool for applications in biological, mechanical, and transportation systems. The…
This paper shows how the theory of nonlinear adaptive observers can be effectively used in the design of internal models for nonlinear output regulation. The theory substantially enhances the existing results in the context of {\em…
We consider nonparametric invariant density and drift estimation for a class of multidimensional degenerate resp. hypoelliptic diffusion processes, so-called stochastic damping Hamiltonian systems or kinetic diffusions, under anisotropic…
The modeling framework of port-Hamiltonian descriptor systems and their use in numerical simulation and control are discussed. The structure is ideal for automated network-based modeling since it is invariant under power-conserving…
Model order reduction in high-dimensional, nonlinear dynamical systems if often enabled through fast-slow timescale separation. One such approach involves identifying a low-dimensional slow manifold to which the state rapidly converges and…
We consider the problem of designing a feedback controller which robustly regulates an LTI system to an optimal operating point in the presence of unmeasured disturbances. A general design framework based on so-called optimality models was…
We provide a dynamic programming principle for stochastic optimal control problems with expectation constraints. A weak formulation, using test functions and a probabilistic relaxation of the constraint, avoids restrictions related to a…
We study deterministic, discrete linear time-invariant systems with infinite-horizon discounted quadratic cost. It is well-known that standard stabilizability and detectability properties are not enough in general to conclude stability…
Finding separable certificates of stability is important for tractability of analysis methods for large-scale networked systems. In this paper we consider the question of when a nonlinear system which is contracting, i.e. all solutions are…
We study the problem of optimal portfolio selection under stochastic volatility within a continuous time reinforcement learning framework with portfolio constraints. Exploration is modeled through entropy-regularized relaxed controls, where…
Perturbation theory can be reformulated as dynamical theory. Then a sequence of perturbative approximations is bijective to a trajectory of dynamical system with discrete time, called the approximation cascade. Here we concentrate our…
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…
Infinite-time nonlinear optimal regulation control is widely utilized in aerospace engineering as a systematic method for synthesizing stable controllers. However, conventional methods often rely on linearization hypothesis, while recent…
This paper develops an adaptive tracking controller for a class of nonlinear systems with parametric uncertainty subject to state constraints. The system is characterized by a strict-feedback structure with unknown parameters entering both…
A wide body of work has applied the concept of critical slowing down to estimate the stability of different Earth system components. Most of them -- such as global vegetation -- are inherently non-stationary, for example due to strong…