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作者：Hadjicostis, Christoforos N.; Dominguez-Garcia, Alejandro D.; Rikos, Apostolos, I
作者单位：University of Cyprus; University of Illinois System; University of Illinois Urbana-Champaign; Royal Institute of Technology
摘要：We consider a flow network that is described by a digraph, each edge of which can admit a flow within a certain interval, with nonnegative end points that correspond to lower and upper flow limits. We propose and analyze a distributed iterative algorithm for solving, in finite time, the so-called feasible circulation problem, which consists of computing flows that are admissible (i.e., within the given intervals at each edge) and balanced (i.e., the total in-flow equals the total out-flow at e...
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作者：Li, Hongdan; Xu, Juanjuan; Zhang, Huanshui
作者单位：Shandong University of Science & Technology; Shandong University
摘要：We address forward-backward stochastic differential equations (FBSDEs) with random coefficients. Differently from previous approaches, we consider FBSDEs with coefficients that are random and correlated with forward and backward variables. In addition, expectation terms appear in the forward equation, and this makes challenging to solve coupled FBSDEs, e.g., those coming from corporations' fiscal policy planning. Using a discretization approach, an analytic solution to the FBSDEs is given in t...
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作者：Cisneros-Velarde, Pedro; Jafarpour, Saber; Bullo, Francesco
作者单位：University of California System; University of California Santa Barbara
摘要：Contraction theory for dynamical systems on Euclidean spaces is well-established. For contractive (resp. semicontractive) systems, the distance (resp. semidistance) between any two trajectories decreases exponentially fast. For partially contractive systems, each trajectory converges exponentially fast to an invariant subspace. In this article, we develop contraction theory on Hilbert spaces. First, we provide a novel integral condition for contractivity, and for time-invariant systems, we est...
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作者：Davydov, Alexander; Jafarpour, Saber; Bullo, Francesco
作者单位：University of California System; University of California Santa Barbara; University of California System; University of California Santa Barbara
摘要：this article, we study necessary and suffi-cient conditions for contraction and incremental stability of dynamical systems with respect to non-Euclidean norms. First, we introduce weak pairings as a framework to study contractivity with respect to arbitrary norms, and charac-terize their properties. We introduce and study the sign and max pairings for the B1 and B infinity norms, respectively. Using weak pairings, we establish five equivalent character-izations for contraction, including the o...
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作者：Feng, Xinwei; Huang, Jianhui; Qiu, Zhenghong
作者单位：Shandong University; Hong Kong Polytechnic University
摘要：This article investigates a class of mixed stochastic linear-quadratic-Gaussian social optimization and Nash game in the context of a large-scale system. Two types of interactive agents are involved: a major agent and a large number of weakly coupled minor agents. All minor agents are cooperative to minimize the social cost as the sum of their individual costs, whereas such social cost is conflictive to that of the major agent. Thus, the major agent and all minor agents are further competitive...
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作者：Janak, Dylan; Garoche, Pierre-Loic; Acikmese, Behcet
作者单位：University of Washington; University of Washington Seattle; Universite Federale Toulouse Midi-Pyrenees (ComUE); Universite de Toulouse; Ecole Nationale de l'Aviation Civile (ENAC)
摘要：Set theoretic analysis plays a crucial part in understanding safety requirements for control systems. We apply the lattice theoretic insights of fixed point theorems to construct the maximal invariant set and verify safety constraint satisfaction. We present a Kleene iteration-based algorithm with a novel initialization-based on omega-limit sets-for exactly computing the maximal invariant set under a general safety constraint, and we analyze this algorithm for the special case of Markov chains...
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作者：Labar, Christophe; Ebenbauer, Christian; Marconi, Lorenzo
作者单位：University of Bologna; RWTH Aachen University
摘要：Extremum seeking systems are powerful methods able to steer the input of a (dynamical) cost function toward an optimizer, without any prior knowledge of the cost function. To achieve their objective, they typically combine time-periodic signals with the online measurement of the cost. However, in some practical applications, the cost can only be measured during some regular time-intervals, and not continuously, contravening the classical extremum seeking framework. In this article, we first an...
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作者：Cubuktepe, Murat; Jansen, Nils; Junges, Sebastian; Katoen, Joost-Pieter; Topcu, Ufuk
作者单位：University of Texas System; University of Texas Austin; Radboud University Nijmegen; RWTH Aachen University
摘要：Probabilistic model-checking aims to prove whether a Markov decision process (MDP) satisfies a temporal logic specification. The underlying methods rely on an often unrealistic assumption that the MDP is precisely known. Consequently, parametric MDPs (pMDPs) extend MDPs with transition probabilities that are functions over unspecified parameters. The parameter synthesis problem is to compute an instantiation of these unspecified parameters such that the resulting MDP satisfies the temporal log...
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作者：Rojas, Cristian R. R.; Wachel, Pawel
作者单位：Royal Institute of Technology
摘要：In this article, we establish that every (deterministic) nonautonomous, discrete-time, causal, time invariant system has a state-space representation, and discuss its minimality.
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作者：Vlaski, Stefan; Sayed, Ali H.
作者单位：Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne; University of California System; University of California Los Angeles; Imperial College London
摘要：Recent years have seen increased interest in performance guarantees of gradient descent algorithms for nonconvex optimization. A number of works have uncovered that gradient noise plays a critical role in the ability of gradient descent recursions to efficiently escape saddle-points and reach second-order stationary points. Most available works limit the gradient noise component to be bounded with probability one or sub-Gaussian and leverage concentration inequalities to arrive at high-probabi...
