scholarly journals AMYTISS: Parallelized Automated Controller Synthesis for Large-Scale Stochastic Systems

2020 ◽  
pp. 461-474
Author(s):  
Abolfazl Lavaei ◽  
Mahmoud Khaled ◽  
Sadegh Soudjani ◽  
Majid Zamani
Keyword(s):  
Large Scale ◽  
Stochastic Systems ◽  
Controller Synthesis

scholarly journals Compositional Construction of Control Barrier Certificates for Large-Scale Interconnected Stochastic Systems

2020 ◽  
Vol 53 (2) ◽  
pp. 1862-1867
Author(s):  
Mahathi Anand ◽  
Abolfazl Lavaei ◽  
Majid Zamani
Keyword(s):  
Large Scale ◽  
Stochastic Systems

scholarly journals pth Mean Practical Stability for Large-Scale Itô Stochastic Systems with Markovian Switching

2012 ◽  
Vol 2012 ◽  
pp. 1-11 ◽  
Author(s):  
Yan Yun ◽  
Huisheng Shu ◽  
Yan Che
Keyword(s):  
Comparison Principle ◽  
Large Scale ◽  
Stochastic Systems ◽  
Markovian Switching ◽  
Practical Stability ◽  
Nonlinear Stochastic Systems ◽  
Deterministic Systems ◽  
The One

Motivated by the study of a class of large-scale stochastic systems with Markovian switching, this correspondence paper is concerned with the practical stability in thepth mean. By investigating Lyapunov-like functions and the basic comparison principle, some criteria are derived for various types of practical stability in thepth mean of nonlinear stochastic systems. The main contribution of these results is to convert the problem of practical stability in thepth mean of stochastic systems into the one of practical stability of the comparative deterministic systems.

Differential Games for Weakly Coupled Large-Scale Linear Stochastic Systems with an H∞-Constraint

2018 ◽  
Vol 20 (01) ◽  
pp. 1750025
Author(s):  
Hiroaki Mukaidani ◽  
Hua Xu
Keyword(s):  
Large Scale ◽  
Stochastic Systems ◽  
Necessary Conditions ◽  
Design Method ◽  
Infinite Horizon ◽  
Efficient Design ◽  
Reduced Order ◽  
Riccati Differential Equations ◽  
Weakly Coupled ◽  
Linear Stochastic Systems

A differential game approach for the finite-horizon stochastic control problem with an [Formula: see text]-constraint is considered for a class of large-scale linear systems. First, necessary conditions for the existence of a control strategy set are established by means of cross-coupled stochastic Riccati differential equations (CSRDEs). Second, an efficient design method to obtain a reduced-order parameter-independent approximate strategy set is proposed. Moreover, the performance degradation is estimated. Infinite-horizon case is also discussed. Finally, a numerical example is provided to demonstrate the effectiveness of the proposed design scheme.

scholarly journals Compositional (In)Finite Abstractions for Large-Scale Interconnected Stochastic Systems

2020 ◽  
Vol 65 (12) ◽  
pp. 5280-5295 ◽  
Author(s):  
Abolfazl Lavaei ◽  
Sadegh Soudjani ◽  
Majid Zamani
Keyword(s):  
Large Scale ◽  
Stochastic Systems
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