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eess.SY2026
On robustness, input-to-state stability and backstepping for stochastic differential equations
Robert H. Moldenhauer, Dragan Nešić, Mathieu Granzotto +2
We study conditions under which stability of the origin of stochastic differential equations is robust to small perturbations. We express robustness in two ways, firstly in the sen…
eess.SY2026
Two-Timescale Asymptotic Simulations of Hybrid Inclusions with Applications to Stochastic Hybrid Optimization
Max F. Crisafulli, Andrew R. Teel
Convergence properties of model-free two-timescale asymptotic simulations of singularly perturbed hybrid inclusions are developed. A hybrid inclusion combines constrained different…