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SIAMCO
2002
15 years 4 months ago
2002
We consider a market model with one riskfree and one risky asset, in which the dynamics of the risky asset is governed by a geometric Brownian motion. In this market we consider a...
131
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SIAMCO
2002
15 years 4 months ago
2002
Abstract. We analyze nonlinear cascades in which the driven subsystem is integral input-tostate stable (ISS), and we characterize the admissible integral ISS gains for stability. T...
111
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SIAMCO
2002
15 years 4 months ago
2002
Abstract. We consider feasible sets given by conic constraints, where the cone defining the constraints is convex with nonempty interior. We study the case where the feasible set i...
124
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SIAMCO
2002
15 years 4 months ago
2002
In this paper we give sufficient conditions for a bang-bang regular extremal to be a strong local optimum for a control problem in the Mayer form; strong means that we consider the...
119
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SIAMCO
2002
15 years 4 months ago
2002
The paper introduces a new detectability concept for continuous-time Markov jump linear systems with finite Markov space that generalizes previous concepts found in the literature....