An optimal stochastic control problem is considered for systems with unbounded controls satisfying an integral constraint. It is shown that there exists an optimal control within t...
Abstract— For stochastic hybrid systems, stochastic reachability is very little supported mainly because of complexity and difficulty of the associated mathematical problems. In...
The standard approach in computer-controlled systems is to sample and control periodically. In certain applications, such as networked control systems or energy-constrained system...
—Consider the problem of a robot (learning mechanism or algorithm) attempting to locate a point on a line. The mechanism interacts with a random environment which essentially inf...
We study the problem of feedback stabilization of a family of nonlinear stochastic systems with switching mechanism modeled by a Markov chain. We introduce a novel notion of stabi...