On the connections between PCTL and Dynamic Programming (2009)
Ramponi, Federico, Chatterjee, Debasish, Summers, Sean, Lygeros, John
Probabilistic Computation Tree Logic (PCTL) is a well-known modal logic which has become a standard for expressing temporal properties of finite-state Markov chains in the context of automated model...
Ramponi, Federico, Chatterjee, Debasish, Milias-Argeitis, Andreas, Hokayem, Peter, Lygeros, John
We construct control policies that ensure bounded variance of a noisy marginally stable linear system in closed-loop. It is assumed that the noise sequence is a mutually independent collection of...
On convex problems in chance-constrained stochastic model predictive control (2009)
Cinquemani, Eugenio, Agarwal, Mayank, Chatterjee, Debasish, Lygeros, John
We investigate constrained optimal control problems for linear stochastic dynamical systems evolving in discrete time. We consider minimization of an expected value cost over a finite horizon. Hard...
Maximizing the probability of attaining a target prior to extinction (2009)
Chatterjee, Debasish, Cinquemani, Eugenio, Lygeros, John
We present a dynamic programming-based solution to the problem of maximizing the probability of attaining a target set before hitting a cemetery set for a discrete-time Markov control process. Under...
Towards ISS Disturbance Attenuation for Randomly Switched Systems (2009)
Debasish Chatterjee, Daniel Liberzon
Abstract — We are concerned with input-to-state stability (ISS) of randomly switched systems. We provide preliminary results dealing with sufficient conditions for stochastic versions of ISS for...
Stochastic model predictive control with bounded control inputs: a vector space approach (2009)
Chatterjee, Debasish, Hokayem, Peter, Lygeros, John
We design receding horizon control strategies for stochastic discrete-time linear systems with additive (possibly) unbounded disturbances, while obeying hard bounds on the control inputs. We pose the...
On Stochastic Model Predictive Control with Bounded Control Inputs (2009)
Hokayem, Peter, Chatterjee, Debasish, Lygeros, John
This paper is concerned with the problem of Model Predictive Control and Rolling Horizon Control of discrete-time systems subject to possibly unbounded random noise inputs, while satisfying hard...
An Excursion-Theoretic Approach to Stability of Discrete-Time Stochastic Hybrid Systems (2009)
Chatterjee, Debasish, Pal, Soumik
We address stability of a class of Markovian discrete-time stochastic hybrid systems. This class of systems is characterized by the state-space of the system being partitioned into a safe or target...
Stochastic control up to a hitting time: optimality and rolling-horizon implementation (2008)
Chatterjee, Debasish, Cinquemani, Eugenio, Chaloulos, Giorgos, Lygeros, John
We present a dynamic programming-based solution to a stochastic optimal control problem up to a hitting time for a discrete-time Markov control process. Firstly, we determine an optimal control...
Stabilizing Randomly Switched Systems (2008)
Chatterjee, Debasish, Liberzon, Daniel
This article is concerned with stability analysis and stabilization of randomly switched systems under a class of switching signals. The switching signal is modeled as a jump stochastic (not...
Towards ISS Disturbance Attenuation for Randomly Switched Systems (2008)
Debasish Chatterjee, Daniel Liberzon
Abstract — We are concerned with input-to-state stability (ISS) of randomly switched systems. We provide preliminary results dealing with sufficient conditions for stochastic versions of ISS for...
Towards ISS disturbance attenuation for randomly switched systems (2007)
Chatterjee, Debasish, Liberzon, Daniel
We are concerned with input-to-state stability (ISS) of randomly switched systems. We provide preliminary results dealing with sufficient conditions for stochastic versions of ISS for randomly...
On stability of randomly switched nonlinear systems (2007)
Chatterjee, Debasish, Liberzon, Daniel
This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete...
Debasish Chatterjee, Daniel Liberzon
Abstract. This article is concerned with stability analysis and stabilization of randomly switched systems with control inputs. The switching signal is modeled as a jump stochastic process...
On stability of randomly switched nonlinear systems (2005)
Debasish Chatterjee, Daniel Liberzon
Abstract—This note is concerned with stability analysis and stabilization of randomly switched systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete...
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Debasish Chatterjee, Daniel Liberzon
Abstract. This paper presents a general framework for analyzing stability of nonlinear switched systems, by combining the method of multiple Lyapunov functions with a suitably adapted comparison...
Web mining for pattern discovery in e-commerce applications / (2001)
Thesis (M.S.)--University of Louisville, 2001.