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Exponential utility maximization with delay in a continuous time Gaussian framework 连续时间高斯框架下具有延迟的指数效用最大化
IF 2.5 3区 计算机科学
Systems & Control Letters Pub Date : 2025-10-23 DOI: 10.1016/j.sysconle.2025.106270
Yan Dolinsky
{"title":"Exponential utility maximization with delay in a continuous time Gaussian framework","authors":"Yan Dolinsky","doi":"10.1016/j.sysconle.2025.106270","DOIUrl":"10.1016/j.sysconle.2025.106270","url":null,"abstract":"<div><div>In this work we study the continuous time exponential utility maximization problem in the framework of an investor who is informed about the risky asset’s price changes with a delay. This leads to a non-Markovian stochastic control problem. In the case where the risky asset is given by a Gaussian process (with some additional properties) we establish a solution for the optimal control and the corresponding value. Our approach is purely probabilistic and is based on the theory for Radon–Nikodym derivatives of Gaussian measures developed by Shepp (1966) and Hitsuda (1968).</div></div>","PeriodicalId":49450,"journal":{"name":"Systems & Control Letters","volume":"206 ","pages":"Article 106270"},"PeriodicalIF":2.5,"publicationDate":"2025-10-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145339834","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Finite-time stability for distribution dependent SDEs 分布相关SDEs的有限时间稳定性
IF 2.5 3区 计算机科学
Systems & Control Letters Pub Date : 2025-10-23 DOI: 10.1016/j.sysconle.2025.106267
Yong Ren , Xueping Wang , Yin Wu
{"title":"Finite-time stability for distribution dependent SDEs","authors":"Yong Ren ,&nbsp;Xueping Wang ,&nbsp;Yin Wu","doi":"10.1016/j.sysconle.2025.106267","DOIUrl":"10.1016/j.sysconle.2025.106267","url":null,"abstract":"<div><div>In this paper, we aim to discuss the finite-time stability theorem for distribution dependent stochastic differential equations (DDSDEs, in short). The criteria on finite time attractiveness in probability and settling time function of DDSDEs are established by means of Lyapunov functional method. An example is given to show the theoretical results.</div></div>","PeriodicalId":49450,"journal":{"name":"Systems & Control Letters","volume":"206 ","pages":"Article 106267"},"PeriodicalIF":2.5,"publicationDate":"2025-10-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145339833","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Switching time-/event-triggered control of cyber–physical systems under hybrid attacks and finite bit rates 混合攻击和有限比特率下网络物理系统的切换时间/事件触发控制
IF 2.5 3区 计算机科学
Systems & Control Letters Pub Date : 2025-10-15 DOI: 10.1016/j.sysconle.2025.106264
Chenyi Wang, Qiang Ling, Yuan Liu
{"title":"Switching time-/event-triggered control of cyber–physical systems under hybrid attacks and finite bit rates","authors":"Chenyi Wang,&nbsp;Qiang Ling,&nbsp;Yuan Liu","doi":"10.1016/j.sysconle.2025.106264","DOIUrl":"10.1016/j.sysconle.2025.106264","url":null,"abstract":"<div><div>This paper focuses on the secure control of quantized cyber–physical systems (CPSs) under hybrid attacks, including denial-of-service (DoS) attacks and deception attacks. The joint effects of hybrid attacks and finite bit rate constraints may induce quantization saturation and sensor–controller information mismatch. To avoid quantization saturation, we propose a dynamic bit rate (DBR) quantization strategy and a switching time-/event-triggering (STET) strategy. Compared to existing methods, our strategies can reduce the required stabilizing bit rate while maintaining system resilience against attacks. Moreover, a novel state estimate compensation strategy is proposed to resolve the sensor–controller information mismatch. Sufficient stabilizing bit rate conditions are derived. An example system is further simulated to verify the effectiveness of the proposed strategies.</div></div>","PeriodicalId":49450,"journal":{"name":"Systems & Control Letters","volume":"205 ","pages":"Article 106264"},"PeriodicalIF":2.5,"publicationDate":"2025-10-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145320805","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Cooperative target tracking-fencing control for heterogeneous MAS 异构MAS的协同目标跟踪-围栏控制
IF 2.5 3区 计算机科学
Systems & Control Letters Pub Date : 2025-10-14 DOI: 10.1016/j.sysconle.2025.106262
Hao Yu, Xiu-xia Yang, Yi Zhang, Wen-qiang Yao
{"title":"Cooperative target tracking-fencing control for heterogeneous MAS","authors":"Hao Yu,&nbsp;Xiu-xia Yang,&nbsp;Yi Zhang,&nbsp;Wen-qiang Yao","doi":"10.1016/j.sysconle.2025.106262","DOIUrl":"10.1016/j.sysconle.2025.106262","url":null,"abstract":"<div><div>This paper develops a cooperative control scheme for heterogeneous MAS (multi-agent system) to address the tracking and fencing problem of a non-cooperative maneuvering target. The proposed hierarchical scheme achieves multi-objective cooperative control of state estimation, tracking-fencing, and guidance. Firstly, a prescribed-time convergent distributed observer is constructed to achieve rapid and accurate estimation of unknown target motion. Secondly, an adaptive tracking controller with unknown input compensation is designed to maintain stable tracking with a time-varying formation configuration. Thirdly, a second-order center state estimator is developed to resolve state dimensionality discrepancies across heterogeneous platforms, providing precise guidance information for low-dimensional agents. Finally, a fencing controller with collision avoidance constraints and an angle tracking controller are designed, enabling the agents to self-organize into a stable fencing configuration. Simulations confirm that the proposed method enables cooperative tracking-fencing against unknown target maneuvers via heterogeneous agents.</div></div>","PeriodicalId":49450,"journal":{"name":"Systems & Control Letters","volume":"205 ","pages":"Article 106262"},"PeriodicalIF":2.5,"publicationDate":"2025-10-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145320804","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Noncollocated adaptive output regulation of a Schrödinger equation with unknown exosystem 未知外系Schrödinger方程的非配位自适应输出调节
IF 2.5 3区 计算机科学
Systems & Control Letters Pub Date : 2025-10-14 DOI: 10.1016/j.sysconle.2025.106265
Xiu-Fang Yu , Jun-Min Wang , Jun-Jun Liu
{"title":"Noncollocated adaptive output regulation of a Schrödinger equation with unknown exosystem","authors":"Xiu-Fang Yu ,&nbsp;Jun-Min Wang ,&nbsp;Jun-Jun Liu","doi":"10.1016/j.sysconle.2025.106265","DOIUrl":"10.1016/j.sysconle.2025.106265","url":null,"abstract":"<div><div>In this paper, we consider the output regulation problem of a 1-d Schrödinger equation, where the output and control input are located at opposite boundaries and the disturbances are generated from an unknown finite-dimensional exosystem. We apply an adaptive observer to estimate all possible unknown frequencies of the exosystem. The following work is aiming at designing an error feedback control to achieve the output regulation and disturbances rejection based on the adaptive internal model. The closed-loop system is proved to be well-posed and bounded. The numerical simulations are carried out to demonstrate that the proposed controller is effective and the tracking error converges to zero.</div></div>","PeriodicalId":49450,"journal":{"name":"Systems & Control Letters","volume":"205 ","pages":"Article 106265"},"PeriodicalIF":2.5,"publicationDate":"2025-10-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145320803","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Quasi-synchronization of heterogeneous networks with Lévy noise and semi-Markov jump via intermittent delay sampled-data control 基于间歇延迟采样数据控制的lsamvy噪声和半马尔可夫跳变异构网络的准同步
IF 2.5 3区 计算机科学
Systems & Control Letters Pub Date : 2025-10-13 DOI: 10.1016/j.sysconle.2025.106252
Mengdie Xiao , Xiaofeng Xu , Ming Liu
{"title":"Quasi-synchronization of heterogeneous networks with Lévy noise and semi-Markov jump via intermittent delay sampled-data control","authors":"Mengdie Xiao ,&nbsp;Xiaofeng Xu ,&nbsp;Ming Liu","doi":"10.1016/j.sysconle.2025.106252","DOIUrl":"10.1016/j.sysconle.2025.106252","url":null,"abstract":"<div><div>We mainly study the quasi-synchronization problem of heterogeneous networks in the presence of Lévy noise and semi-Markov jumps. In terms of controller design, we propose two schemes: one is intermittent delay sampled-data control, and the other is time-varying intermittent delay sampled-data control. Both schemes are based on intermittent delay control and integrate the characteristics of time-varying gain and state sampling. Different from the previous continuous and uninterrupted sampling control, their significant advantage lies in the adoption of discrete data sampling, which improves efficiency and saves costs to a certain extent. Among them, the time-varying intermittent delay sampled-data control further enhances the adaptability to complex dynamic environments by dynamically adjusting the control gain. In addition, by combining the auxiliary timer with the Lyapunov method, we obtain the inequality criteria required to achieve quasi-synchronization and derive two different sampling error estimates. Finally, we carefully select Chua’s circuit for relevant numerical simulations to verify the effectiveness of these theoretical results.</div></div>","PeriodicalId":49450,"journal":{"name":"Systems & Control Letters","volume":"205 ","pages":"Article 106252"},"PeriodicalIF":2.5,"publicationDate":"2025-10-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145320802","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Abstraction-based optimal controller synthesis using dynamic quantization and RRT* 基于抽象的动态量化和RRT*的最优控制器综合
IF 2.5 3区 计算机科学
Systems & Control Letters Pub Date : 2025-10-11 DOI: 10.1016/j.sysconle.2025.106259
Chao-Qun Jin, Wei Ren
{"title":"Abstraction-based optimal controller synthesis using dynamic quantization and RRT*","authors":"Chao-Qun Jin,&nbsp;Wei Ren","doi":"10.1016/j.sysconle.2025.106259","DOIUrl":"10.1016/j.sysconle.2025.106259","url":null,"abstract":"<div><div>This paper addresses the abstraction-based optimal control problems of nonlinear control systems under linear temporal logic (LTL) tasks, and proposes a novel local-to-global controller synthesis approach. First, dynamic quantization techniques and the Rapidly-exploring Random Trees Star (RRT*) algorithm are combined together to generate an optimal sequence of quantization regions, which are further applied to verify the realization of the LTL task and are involved in the optimal control design. Second, with the optimal sequence of quantization regions, the LTL task is decomposed into finite local ones, which are embedded into finite local optimization problems. Third, in order to deal with these local optimization problems, the abstraction-based optimal control approach is developed such that a novel hybrid sub-optimal controller is established to achieve the LTL task. Finally, a numerical example is presented to illustrate the proposed approach.</div></div>","PeriodicalId":49450,"journal":{"name":"Systems & Control Letters","volume":"205 ","pages":"Article 106259"},"PeriodicalIF":2.5,"publicationDate":"2025-10-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145320801","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Observations on robust diffusive stability and common Lyapunov functions 鲁棒扩散稳定性和常见Lyapunov函数的观察
IF 2.5 3区 计算机科学
Systems & Control Letters Pub Date : 2025-10-10 DOI: 10.1016/j.sysconle.2025.106263
Blake McGrane-Corrigan , Rafael de Andrade Moral , Oliver Mason
{"title":"Observations on robust diffusive stability and common Lyapunov functions","authors":"Blake McGrane-Corrigan ,&nbsp;Rafael de Andrade Moral ,&nbsp;Oliver Mason","doi":"10.1016/j.sysconle.2025.106263","DOIUrl":"10.1016/j.sysconle.2025.106263","url":null,"abstract":"<div><div>We consider the problem of robust diffusive stability for a pair of coupled stable discrete-time positive linear-time invariant (LTI) systems. We first show that the existence of a common diagonal Lyapunov function is sufficient for robust diffusive stability, and highlight how this condition differs from recent results using linear copositive Lyapunov functions. We also present an extension of these results, showing that the weaker condition of <em>joint</em> linear copositive function existence is also sufficient for robust diffusive stability. Finally, we present two related results for extended Leslie matrices arising in population dynamics.</div></div>","PeriodicalId":49450,"journal":{"name":"Systems & Control Letters","volume":"205 ","pages":"Article 106263"},"PeriodicalIF":2.5,"publicationDate":"2025-10-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145267876","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Prescribed-time stabilization of p-normal nonlinear systems by periodic delayed feedback p-正规非线性系统的周期延迟反馈定时镇定
IF 2.5 3区 计算机科学
Systems & Control Letters Pub Date : 2025-10-10 DOI: 10.1016/j.sysconle.2025.106261
Yi Ding , Bin Zhou , Wim Michiels
{"title":"Prescribed-time stabilization of p-normal nonlinear systems by periodic delayed feedback","authors":"Yi Ding ,&nbsp;Bin Zhou ,&nbsp;Wim Michiels","doi":"10.1016/j.sysconle.2025.106261","DOIUrl":"10.1016/j.sysconle.2025.106261","url":null,"abstract":"<div><div>In this paper, the problem of prescribed-time stabilization of <span><math><mi>p</mi></math></span>-normal nonlinear systems is investigated. A novel periodic delayed feedback control law, parameterized directly by the prescribed time, is designed for a class of uncertain <span><math><mi>p</mi></math></span>-normal nonlinear systems. With the artificial inclusion of a time delay term in the controller, the proposed control law effectively addresses the considered problem using a uniformly bounded control gain. Notably, the proposed control law has a clear definition at any given time, thus circumventing the inherent singularity associated with time-varying high-gain feedback. Moreover, two numerical examples are provided to demonstrate the effectiveness of the proposed approach.</div></div>","PeriodicalId":49450,"journal":{"name":"Systems & Control Letters","volume":"205 ","pages":"Article 106261"},"PeriodicalIF":2.5,"publicationDate":"2025-10-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145267879","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Stochastic approximation in non-Markovian environments 非马尔可夫环境下的随机逼近
IF 2.5 3区 计算机科学
Systems & Control Letters Pub Date : 2025-10-10 DOI: 10.1016/j.sysconle.2025.106250
Vivek S. Borkar
{"title":"Stochastic approximation in non-Markovian environments","authors":"Vivek S. Borkar","doi":"10.1016/j.sysconle.2025.106250","DOIUrl":"10.1016/j.sysconle.2025.106250","url":null,"abstract":"<div><div>We analyze a stochastic approximation scheme driven by non-Markovian noise in addition to the standard martingale difference noise. Our main result is that it behaves like a stochastic approximation driven by an ‘equivalent’ Markov noise, i.e., has the same convergence properties, although the convergence rate may degrade. Some implications to reinforcement learning algorithms are discussed.</div></div>","PeriodicalId":49450,"journal":{"name":"Systems & Control Letters","volume":"205 ","pages":"Article 106250"},"PeriodicalIF":2.5,"publicationDate":"2025-10-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145267875","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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