6 papers
On robustness, input-to-state stability and backstepping for stochastic differential equations
Robert H. Moldenhauer, Dragan NeÅ¡iÄ, 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…
Chain transitivity in generalized hybrid dynamics with application to simulation and stochastic approximation of hybrid systems
Rafal K. Goebel, Andrew R. Teel
Asymptotic properties of discrete, stochastic approximations to hybrid systems, modeled as hybrid inclusions, are studied. First, the internal chain transitivity of omega-limits of…
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…
Hybrid Set-Seeking Systems: Model-Free Feedback Optimization via Hybrid Inclusions
Jorge I. Poveda, Andrew R. Teel
This article aims to provide an accessible, tutorial-style introduction to hybrid extremum-seeking systems, which are model-free, feedback-optimization controllers that incorporate…
Data-Driven Control of Continuous-Time LTI Systems via Non-Minimal Realizations
Alessandro Bosso, Marco Borghesi, Andrea Iannelli +2
This article proposes an approach to design output-feedback controllers for unknown continuous-time linear time-invariant systems using only input-output data from a single experim…
Robust Recurrence of Discrete-Time Infinite-Horizon Stochastic Optimal Control with Discounted Cost
Robert H. Moldenhauer, Dragan NeÅ¡iÄ, Mathieu Granzotto +2
We analyze the stability of general nonlinear discrete-time stochastic systems controlled by optimal inputs that minimize an infinite-horizon discounted cost. Under a novel stochas…