59 search results - page 6 / 12 » On the Optimal Stochastic Impulse Control of Linear Diffusio... |
AUTOMATICA
2008
13 years 7 months ago
2008
: For an infinite-horizon optimal control problem, the cost does not, in general, converge. The classical work-around to this problem is to introduce a discount or "forgetting...
CDC
2010
IEEE
13 years 2 months ago
2010
IEEE
We address the consensus-based distributed linear filtering problem, where a discrete time, linear stochastic process is observed by a network of sensors. We assume that the consen...
CDC
2008
IEEE
14 years 1 months ago
2008
IEEE
Abstract— Recursive state estimation is considered for discrete time linear systems with mixed process and measurement disturbances that have stochastic and (convex) set-bounded ...
CEC
2007
IEEE
14 years 1 months ago
2007
IEEE
— This paper deals with the optimization of noisy fitness functions, where the noise level can be reduced by increasing the computational effort. We theoretically investigate th...
CORR
2010
Springer
13 years 7 months ago
2010
Springer
In this report, we consider the problem of real-time transmission scheduling over time-varying channels. We first formulate the transmission scheduling problem as a Markov decisio...