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AUTOMATICA
2006
13 years 11 months ago
2006
This paper examines a problem related to the optimal risk management of banks in a stochastic dynamic setting. In particular, we minimize7 market and capital adequacy risk that in...
AUTOMATICA
2006
13 years 11 months ago
2006
In this paper a novel, Gibbs sampler-based algorithm is proposed for coordination of autonomous swarms. The swarm is modeled as a Markov random field (MRF) on a graph with a time-...
AUTOMATICA
2006
13 years 11 months ago
2006
Repetitive processes are a distinct class of 2D systems (i.e. information propagation in two independent directions) of both systems theoretic and applications interest. They cann...
AUTOMATICA
2006
13 years 11 months ago
2006
This work studies optimal sensor placement and motion coordination strategies for mobile sensor networks. For a target tracking application with range sensors, we investigate the ...
AUTOMATICA
2006
13 years 11 months ago
2006
In this paper, the mean square (MS) stability and exponential mean square (EMS) stability of multi-variable switched stochastic systems are investigated. Based on the concept of t...