We showed several years ago that the density operator of Markovian open systems can be diagonalized continuously in time. The resulting pure state jump processes correspond to quantum trajectories proposed in recent quantum optics calculations or, at fundamental level, to exact consistent histories. The quantum state of an open quantum system — actually a subsystem of a closed one — cannot be d...

LQG control problems for guaranteeing finite-horizon performance subject to stability are proposed for switched linear systems and Markovian jump linear systems in the discrete-time domain. Exact, convex synthesis conditions for dynamic output feedback controllers are expressed in terms of nested unions of linear matrix inequalities. Thus feedback solutions are obtained by solving semidefinite ...

This paper presents a novel Markovian jump model for developing routing algorithms in mobile networks that encounter variable number of nodes as well as changing number of destinations. The changes in the number of active destination nodes are represented by singular switching systems where a unified H∞ decentralized routing control is proposed and implemented. The resulting optimization proble...

In this article we study a Markovian BSDE and the associated system of partial integro-differential obstacle problems, in a flexible set-up made of a jump-diffusion with regimes. These equations are motivated by numerous applications in financial modeling, whence the title of the paper. This financial motivation is developed in the first part of the paper, which provides a synthetic view of the...

A dynamical symmetry is employed to determine the structure of quantum non-Markovian time-local master equation. Such a composed from two components: scalar kinetic coefficients and standard Markovian operator form. The are generally time-dependent incorporate information on kinematics memory effects, while operators manifest symmetry. Specifically, we focus time-translation symmetric dynamics,...

The stochastic reaction diffusion systems may suffer sudden shocks‎, ‎in order to explain this phenomena‎, ‎we use Markovian jumps to model stochastic reaction diffusion systems‎. ‎In this paper‎, ‎we are interested in almost sure exponential stability of stochastic reaction diffusion systems with Markovian jumps‎. ‎Under some reasonable conditions‎, ‎we show that the trivial solution of stocha...