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SIAMCO
2010
105views more  SIAMCO 2010»
13 years 6 months ago
The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options
In this paper we study the nonzero-sum Dynkin game in continuous time, which is a two-player noncooperative game on stopping times. We show that it has a Nash equilibrium point for...
Said Hamadène, Jianfeng Zhang
SIAMCO
2010
92views more  SIAMCO 2010»
13 years 6 months ago
On the Stabilization of Persistently Excited Linear Systems
We consider control systems of the type ˙x = Ax+α(t)bu, where u ∈ R, (A, b) is a controllable pair and α is an unknown time-varying signal with values in [0, 1] satisfying a ...
Yacine Chitour, Mario Sigalotti
SIAMCO
2010
93views more  SIAMCO 2010»
13 years 6 months ago
Small Gain Theorems for Large Scale Systems and Construction of ISS Lyapunov Functions
We consider a network consisting of n interconnected nonlinear subsystems. For each subsystem an ISS Lyapunov function is given that treats the other subsystems as independent inpu...
Sergey Dashkovskiy, Björn Sebastian Rüff...
SIAMCO
2010
114views more  SIAMCO 2010»
13 years 2 months ago
Discrete Carleman Estimates for Elliptic Operators in Arbitrary Dimension and Applications
In arbitrary dimension, we consider the semi-discrete elliptic operator -2 t + AM , where AM is a finite difference approximation of the operator - x((x) x). For this operator we d...
Franck Boyer, Florence Hubert, Jérôme...
SIAMCO
2010
119views more  SIAMCO 2010»
13 years 2 months ago
On the Structure of the Minimum Time Function
A minimum time problem with a nonlinear smooth dynamics and a target satisfying an internal sphere condition is considered. Under the assumption that the minimum time T be continu...
Giovanni Colombo, Khai T. Nguyen