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AUTOMATICA
2008
104views more  AUTOMATICA 2008»
13 years 7 months ago
Exact finite approximations of average-cost countable Markov decision processes
For a countable-state Markov decision process we introduce an embedding which produces a finite-state Markov decision process. The finite-state embedded process has the same optim...
Arie Leizarowitz, Adam Shwartz
AUTOMATICA
2008
81views more  AUTOMATICA 2008»
13 years 7 months ago
Robust supervisory control of timed discrete event systems under partial observation based on eligible time bounds: The existenc
This paper addresses a supervisory control problem for uncertain timed discrete event systems (DESs) under partial observation. An uncertain timed DES to be controlled is represen...
Seong-Jin Park, Kwang-Hyun Cho
AUTOMATICA
2008
69views more  AUTOMATICA 2008»
13 years 7 months ago
Optimal sensor locations for nonparametric identification of viscoelastic materials
: The problem of optimal sensor locations in nonparametric identification of viscoelastic materials is considered. Different criteria of the covariance matrix, connected to A- and ...
Agnes Rensfelt, Saed Mousavi, Magnus Mossberg, Tor...
AUTOMATICA
2008
108views more  AUTOMATICA 2008»
13 years 7 months ago
Hedging global environment risks: An option based portfolio insurance
This paper introduces a financial hedging model for global environment risks. Our approach is based on portfolio insurance under hedging constraints. Investors are assumed to maxi...
André de Palma, Jean-Luc Prigent
AUTOMATICA
2008
91views more  AUTOMATICA 2008»
13 years 6 months ago
Geometric characterization on the solvability of regulator equations
The solvability of the regulator equation for a general nonlinear system is discussed in this paper by using geometric method. The `feedback' part of the regulator equation, ...
Xiaohua Xia, Jiangfeng Zhang