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Linear quadratic regulation of polytopic time-inhomogeneous Markov jump linear systems (extended version) [article]

Y. Zacchia Lun, A. Abate, A. D'Innocenzo
2019 arXiv   pre-print
We take into account this aspect by considering Markov jump linear systems where the underlying Markov chain is polytopic and time-inhomogeneous, i.e. its transition probability matrix is varying over  ...  In most real cases transition probabilities between operational modes of Markov jump linear systems cannot be computed exactly and are time-varying.  ...  In fact, there exists a considerable number of works on discretetime Markov jump systems (both linear and nonlinear) with polytopic uncertainties, which can be either time-varying or time-invariant, as  ... 
arXiv:1903.03091v1 fatcat:j64eudp7dvhplj6ik2dmz4o3au

A Probabilistic Characterization of Random and Malicious Communication Failures in Multi-Hop Networked Control [article]

Ahmet Cetinkaya, Hideaki Ishii, Tomohisa Hayakawa
2018 arXiv   pre-print
The control problem of a linear discrete-time dynamical system over a multi-hop network is explored.  ...  We obtain a sufficient condition for the stability of the networked control system by utilizing our probabilistic approach.  ...  ., “Optimal robust control and a separation principle for polytopic time-inhomogeneous Markov jump linear systems,” in Proc. IEEE Conf. Dec. Contr., pp. 6525–6530, 2017. [37] A.  ... 
arXiv:1711.06855v3 fatcat:kraef7mnfvhfbj5heg4hlray3q

Central Limit Model Checking [article]

Luca Bortolussi, Luca Cardelli, Marta Kwiatkowska, Luca Laurenti
2018 arXiv   pre-print
This allows us to derive an abstraction in terms of a time-inhomogeneous discrete-time Markov chain (DTMC), whose dimension is independent of the number of species, on which model checking is performed  ...  Our methods can be used for formal analysis of a wide range of distributed stochastic systems, including biochemical systems, sensor networks and population protocols.  ...  Principles of model checking, volume 26202649. MIT press Cambridge, 2008. 11. D. P. Bertsekas and S. Shreve. Stochastic optimal control: the discrete-time case. 2004. 12. P. Billingsley.  ... 
arXiv:1804.08744v1 fatcat:vl2f23usa5bkfdargq2l3ujlmu

[IEEE Robotics & Automation Society]

2012 IEEE robotics & automation magazine  
in a finite time. 16:20-16:40 ThB5.5 Robust Control and Computation Issues for a Class of Linear Multivariable Uncertain Systems (I), pp. 1023-1028 Kosmidou, Olga Democritus Univ. of Thrace  ...  state feedback switched control design problem for discrete-time switched linear systems.  ... 
doi:10.1109/mra.2012.2229854 fatcat:rjrxtwk4jbcgjpvjdad6mougsq

IEEE Robotics & Automation Society

2012 IEEE robotics & automation magazine  
in a finite time. 16:20-16:40 ThB5.5 Robust Control and Computation Issues for a Class of Linear Multivariable Uncertain Systems (I), pp. 1023-1028 Kosmidou, Olga Democritus Univ. of Thrace  ...  state feedback switched control design problem for discrete-time switched linear systems.  ... 
doi:10.1109/mra.2012.2230568 fatcat:33actbknxrel3jnag2kx7cncem

IEEE Robotics & Automation Society

2011 IEEE robotics & automation magazine  
in a finite time. 16:20-16:40 ThB5.5 Robust Control and Computation Issues for a Class of Linear Multivariable Uncertain Systems (I), pp. 1023-1028 Kosmidou, Olga Democritus Univ. of Thrace  ...  state feedback switched control design problem for discrete-time switched linear systems.  ... 
doi:10.1109/mra.2011.941112 fatcat:owvu2behc5hulpcae2dp5myigm

IEEE Robotics & Automation Society

2011 IEEE robotics & automation magazine  
in a finite time. 16:20-16:40 ThB5.5 Robust Control and Computation Issues for a Class of Linear Multivariable Uncertain Systems (I), pp. 1023-1028 Kosmidou, Olga Democritus Univ. of Thrace  ...  state feedback switched control design problem for discrete-time switched linear systems.  ... 
doi:10.1109/mra.2011.943480 fatcat:d2wvloyv6jcbzp2yathd52mx2u

The Vessel Schedule Recovery Problem (VSRP) – A MIP model for handling disruptions in liner shipping

Berit D. Brouer, Jakob Dirksen, David Pisinger, Christian E.M. Plum, Bo Vaaben
2013 European Journal of Operational Research  
A major focus in EWO is the optimization of manufacturing plants as part of the overall optimization of the supply chain. Major operational items include production planning, scheduling, and control.  ...  This talk provides an overview of major modeling and computational challenges in the development of deterministic and stochastic linear/nonlinear mixedinteger optimization models for planning and scheduling  ...  -Optimal Dynamic Tax Evasion: A Portfolio Approach Francesco Menoncin, Economics, Brescia University, Via S. Faustino, 74/B, 25122, Brescia, Italy, menoncin@eco.unibs.it, Rosella Levaggi  ... 
doi:10.1016/j.ejor.2012.08.016 fatcat:c27kagfnxnhjfbil2rydhjhomm

On Fitting Finite Dirichlet Mixture Using ECM and MML [chapter]

Nizar Bouguila, Djemel Ziou
2005 Lecture Notes in Computer Science  
The system is analysed for different active periods corresponding to the service time of an M/G/1 queue and the busy period of an M/G/1 queue.  ...  During active periods, which are controlled by an exponential timer, there is a steady inflow into the fluid buffer at rate c0 and there is a steady outflow at rate c1 from the system when the buffer is  ...  The asymptotics in K is obtained by proving the Large Deviations Principle (LDP) and solving a control problem.  ... 
doi:10.1007/11551188_19 fatcat:gtzi5u6emvfyxea3zbklobnvom

Author index to volumes 261–280

1998 Linear Algebra and its Applications  
Nichols, Modal coupling in linear control systems using robust eigenstructure assignment 2755276 (1998) 359 Liu, B., see Cheng, B. 277 (1998) 83 Liu, J. and L.  ...  Sreeram, A new characterization on stability bounds for singularly perturbed systems 263 (1997) 377-388 Logemann, H., Destabilising effects of small time delays on feedback controlled descriptor systems  ... 
doi:10.1016/s0024-3795(98)10141-6 fatcat:c65ue3ajqzhj3k2ov4kivfcde4

Index

1999 Linear Algebra and its Applications  
Yang and C.B. Soh, Robust controllability and robust closedloop stability with static output feedback for a class of uncertain descriptor systems 297 (1999) 133 Lin, C.  ...  for linear time-varying systems 203±206 (1994) 385 Feldmann, S. and G.  ...  ., Rotation and Lorentz transformations in 2´2 and 2´4 complex matrices and in polarized-light physics 254 (1997) 383 Nowicki, A., On the nonexistence of rational ®rst integrals for systems of linear dierential  ... 
doi:10.1016/s0024-3795(99)00243-8 fatcat:xz5sbc3lzngydobg3ln6xp2cum

Fourier's Method of Linear Programming and Its Dual

H. P. Williams
1986 The American mathematical monthly  
60Jxx Markov processes 60J05 Discrete-time Markov processes on general state spaces 60J10 Markov chains (discrete-time Markov processes on discrete state spaces) 60J20 Applications of Markov chains  ...  optimal control problems [See also 93C05] 49N10 Linear-quadratic problems 49N15 Duality theory 49N20 Periodic optimization 49N25 Impulsive optimal control problems 49N30 Problems with incomplete  ...  twistor methods; Newman-Penrose formalism 83C65 Methods of noncommutative geometry [See also 58B34] 83C75 Space-time singularities, cosmic censorship, etc. 83C80 Analogues in lower dimensions 83C99 None  ... 
doi:10.2307/2322281 fatcat:yvhgyh2epbcwdoqdhuaopkcrue

Numerical Stabilization of the Melt Front for Laser Beam Cutting [chapter]

Torsten Adolph, Willi Schönauer, Markus Niessen, Wolfgang Schulz
2010 Numerical Mathematics and Advanced Applications 2009  
The resulting linear systems are solved alternatively by the Multigrid method and Krylov subspace methods. We treat two types of boundary conditions: Dirichlet and natural boundary condition.  ...  We use non-conforming Cruzeix Raviart elements for velocity, piecewise constant elements for pressure, and linear Lagrange elements for concentration.  ...  Multigrid Methods for Elliptic Optimal Control Problems with Neumann Boundary Control The proposed approach is based on the optimality system, which, for the model problem, leads to a linear system for  ... 
doi:10.1007/978-3-642-11795-4_6 fatcat:nx4nvuxaxfbcdjknopny53ck5e

Author index to volumes 301–400

2005 Linear Algebra and its Applications  
Koltchinskii, Statistical learning methods in linear algebra and control problems: the example of finite-time control of uncertain linear systems 351-352 (2002) 11 Abdel-Ghaffar, K.A.S., The determinant  ...  Horváth and G. Horváth, Analysis of inhomogeneous Markov reward models 386 (2004) 383 ten Berge, J.M.F., N.D.  ... 
doi:10.1016/s0024-3795(05)00125-4 fatcat:mrc33u36wnh57lis5jwcb7bmaa

Arbitrage-free neural-SDE market models [article]

Samuel N. Cohen and Christoph Reisinger and Sheng Wang
2021 arXiv   pre-print
We derive a state space for prices which are free from static (or model-independent) arbitrage and study the inference problem where a model is learnt from discrete time series data of stock and option  ...  We use neural networks as function approximators for the drift and diffusion of the modelled SDE system, and impose constraints on the neural nets such that no-arbitrage conditions are preserved.  ...  We thank Florian Huchede, Director of Quantitative Risk Management, and other colleagues at CME Group for providing valuable data access, suggestions from the business perspective, and continued support  ... 
arXiv:2105.11053v2 fatcat:vq2irmmm6zbctmzvnovxf4kv6e
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