On Monotonicity and Propagation of Order Properties

In this paper, a link between monotonicity of deterministic dynamical systems and propagation of order by Markov processes is established. The order propagation has received considerable attention in the literature, however, this notion is still not fully understood. The main contribution of this paper is a study of the order propagation in the deterministic setting, which potentially can provide new techniques for analysis in the stochastic one. We take a close look at the propagation of the so-called increasing and increasing convex orders. Infinitesimal characterisations of these orders are derived, which resemble the well-known Kamke conditions for monotonicity. It is shown that increasing order is equivalent to the standard monotonicity, while the class of systems propagating the increasing convex order is equivalent to the class of monotone systems with convex vector fields. The paper is concluded by deriving a novel result on order propagating diffusion processes and an application of this result to biological processes.Comment: Part of the paper is to appear in American Control Conference 201

Diffusion Dynamics in Interconnected Communities

In this dissertation, multi-community-based Susceptible-Infected-Recovered (SIR) and Susceptible-Infected-Susceptible (SIS) models of infection/innovation diffusion are introduced for heterogeneous social networks in which agents are viewed as belonging to one of a finite number of communities. Agents are assumed to have well-mixed interactions within and between communities. The communities are connected through a backbone graph which defines an overall network structure for the models. The models are used to determine conditions for outbreak of an initial infection. The role of the strengths of the connections between communities in the development of an outbreak as well as long-term behavior of the diffusion is also studied. Percolation theory is brought to bear on these questions as an independent approach separate from the main dynamic multi-community modeling approach of the dissertation. Results obtained using both approaches are compared and found to be in agreement in the limit of infinitely large populations in all communities. Based on the proposed models, three classes of marketing problems are formulated and studied: referral marketing, seeding marketing and dynamic marketing. It is found that referral marketing can be optimized relatively easily because the associated optimization problem can be formulated as a convex optimization. Also, both seeding marketing and dynamic marketing are shown to enjoy a useful property, namely ``continuous monotone submodularity." Based on this property, a greedy heuristic is proposed which yields solutions with approximation ratio no less than 1-1/e. Also, dynamic marketing for SIS models is reformulated into an equivalent convex optimization to obtain an optimal solution. Both cost minimization and trade-off of cost and profit are analyzed. Next, the proposed modeling framework is applied to study competition of multiple companies in marketing of similar products. Marketing of two classes of such products are considered, namely marketing of durable consumer goods (DCG) and fast-moving consumer goods (FMCG). It is shown that an epsilon-equilibrium exists in the DCG marketing game and a pure Nash equilibrium exists in the FMCG marketing game. The Price of Anarchy (PoA) in both marketing games is found to be bounded by 2. Also, it is shown that any two Nash equilibria for the FMCG marketing game agree almost everywhere, and a distributed algorithm converging to the Nash equilibrium is designed for the FMCG marketing game. Finally, a preliminary investigation is carried out to explore possible concepts of network centrality for diffusions. In a diffusion process, the centrality of a node should reflect the influence that the node has on the network over time. Among the preliminary observations in this work, it is found that when an infection does not break out, diffusion centrality is closely related to Katz centrality; when an infection does break out, diffusion centrality is closely related to eigenvector centrality

On the stability, stabilizability and control of certain classes of Positive Systems

In this thesis stability, stabilizability and other control issues for certain classes of Positive Systems are investigated. In the first part, the focus is on Compartmental Systems: we start from Compartmental Switched Systems and show that, with respect to the general class of Positive Switched Systems, a much clearer picture of stability under arbitrary switching, stability under persistent switching, and stabilizability (where the control action may either pertain the switching function or involve the design of feedback controllers) can be drawn. Secondly, for the class of Compartmental Multi-Input Systems the problem of designing a state-feedback matrix that preserves the compartmental property of the resulting closed-loop system, meanwhile achieving asymptotic stability is addressed. Such an analysis finally leads to the development of an algorithm that allows to assess problem solvability and provides a possible solution whenever it exists. The second part of the thesis is devoted to the Positive Consensus Problem: for a homogeneous Positive Multi-Agent System we investigate the problem of determining a state-feedback law that can be individually implemented by each agent, preserves the positivity of the overall system, and leads to the achievement of consensus. Finally, for a particular class of Positive Bilinear Systems that arises in drugs concentration design for HIV treatment, we address the problem of determining an optimal constant input that stabilizes the system while maximizing its robustness against the presence of the external disturbance

A Behavioral Approach to Robust Machine Learning

Machine learning is revolutionizing almost all fields of science and technology and has been proposed as a pathway to solving many previously intractable problems such as autonomous driving and other complex robotics tasks. While the field has demonstrated impressive results on certain problems, many of these results have not translated to applications in physical systems, partly due to the cost of system fail- ure and partly due to the difficulty of ensuring reliable and robust model behavior. Deep neural networks, for instance, have simultaneously demonstrated both incredible performance in game playing and image processing, and remarkable fragility. This combination of high average performance and a catastrophically bad worst case performance presents a serious danger as deep neural networks are currently being used in safety critical tasks such as assisted driving. In this thesis, we propose a new approach to training models that have built in robustness guarantees. Our approach to ensuring stability and robustness of the models trained is distinct from prior methods; where prior methods learn a model and then attempt to verify robustness/stability, we directly optimize over sets of models where the necessary properties are known to hold. Specifically, we apply methods from robust and nonlinear control to the analysis and synthesis of recurrent neural networks, equilibrium neural networks, and recurrent equilibrium neural networks. The techniques developed allow us to enforce properties such as incremental stability, incremental passivity, and incremental l2 gain bounds / Lipschitz bounds. A central consideration in the development of our model sets is the difficulty of fitting models. All models can be placed in the image of a convex set, or even R^N , allowing useful properties to be easily imposed during the training procedure via simple interior point methods, penalty methods, or unconstrained optimization. In the final chapter, we study the problem of learning networks of interacting models with guarantees that the resulting networked system is stable and/or monotone, i.e., the order relations between states are preserved. While our approach to learning in this chapter is similar to the previous chapters, the model set that we propose has a separable structure that allows for the scalable and distributed identification of large-scale systems via the alternating directions method of multipliers (ADMM)

Control of convex-monotone systems

We define the notion of convex-monotone system and prove that for such systems the state trajectory x(⋅) is a convex function of the initial state x(0) and the input trajectory u(⋅). This observation gives a useful class of nonlinear dynamical systems for which control design can be performed by convex optimization. Applications to evolutionary dynamics of diseases and voltage stability in power networks are presented