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math.OC2026
Concentration of Stochastic System Trajectories with Time-varying Contraction Conditions
Zishun Liu, Liqian Ma, Hongzhe Yu +1
We establish two concentration inequalities for nonlinear stochastic system under time-varying contraction conditions. The key to our approach is an energy function termed Averaged…
math.OC2025
Trajectory Optimization of Stochastic Systems under Chance Constraints via Set Erosion
Zishun Liu, Liqian Ma, Yongxin Chen
We study the trajectory optimization problem under chance constraints for continuous-time stochastic systems. To address chance constraints imposed on the entire stochastic traject…