In this paper we consider the infinite horizon H2/H∞ control problem for discrete-time timevarying linear systems subject to Markov jump parameters and state-multiplicative noises. A stochastic bounded real lemma is firstly developed for a class of discrete-time time-varying Markov jump systems with stateand disturbance-multiplicative noises. Based on which, a necessary and sufficient condition...

there is a substantial evidence that plyometric training significantly increases muscular strength and vertical jump. due to the vigorous nature of this type of training, however, there is a risk of incurring musculoskeletal injuries. therefore, conducting plyometric exercise programs in an aquatic environment might lead to significant improvements in vertical jump with possibly a lower risk of...

We consider the TASEP on Z with two blocks of particles having different jump rates. We study the large time behavior of particles’ positions. It depends both on the jump rates and the region we focus on, and we determine the complete process diagram. In particular, we discover a new transition process in the region where the influence of the random and deterministic parts of the initial condit...

For linear control systems, we add a Luenberger observer to extend the state feedback hybrid loop designs of (Prieur et al., NOLCOS 2010) and (Fichera et al., ADHS 2012), to the output feedback case. This defines an output feedback controller. The hybrid loop consists in a continuous-time dynamics when the estimate of the state leads to a non-increase of a suitable Lyapunov-like function, and i...

In this paper we give a necessary and sufficient condition for the mean stability of switched linear systems having a Markov regenerative process as its switching signal. This class of switched linear systems, which we call Markov regenerative switched linear systems, includes various switched linear systems including Markov jump linear systems and semi-Markov jump linear systems. We show that ...

In this paper, an adaptive scheduling H∞ disturbance rejection controller is designed for a class of nonlinear Markov jump systems with nonhomogeneous Markov jump process, in which the transition probabilities are time-varying. To estimate and reject the disturbance, a disturbance observer is considered, such that a disturbance rejection state-feedback control law is designed. Under the designe...

We consider reflected jump-diffusions in the orthant R + with timeand state-dependent drift, diffusion and jump-amplitude coefficients. Directions of reflection upon hitting boundary faces are also allow to depend on time and state. Pathwise comparison results for this class of processes are provided, as well as absolute continuity properties for their associated regulator processes responsible...

This paper describes a dissipative controller design for networked control systems modeled by the Markovian jump system. Dissipativity refers to the existence of a supply rate dealing with the system such that the closed-loop system has a dissipative property. The main result of this paper is a solvability condition in terms of linear matrix inequalities for achieving dissipativity of a dynamic...

This paper studies monotonicity and convexity properties of option prices in jump-diffusion models. In such models it is possible for a monotone contract function to give rise to an option price which is non-monotone in the underlying asset. This is connected to the fact that the no-crossing property, which holds for one-dimensional diffusions, may fail in the presence of jumps. We present a si...