SIAMCO
2011
13 years 2 months ago
2011
In this paper optimal control problems governed by the wave equation with control constraints are analyzed. Three types of control action are considered: distributed control, Neuma...
SIAMCO
2011
13 years 2 months ago
2011
Abstract. We consider switched systems on Banach and Hilbert spaces governed by strongly continuous one-parameter semigroups of linear evolution operators. We provide necessary and...
SIAMCO
2011
13 years 2 months ago
2011
Abstract. A framework is introduced for the identification of controls for single-class timevarying queueing networks that are asymptotically optimal in the so-called uniform acce...
SIAMCO
2011
13 years 2 months ago
2011
We study properties of solutions to fully nonlinear versions of the standard Black– Scholes partial differential equation. These equations have been introduced in financial mat...
SIAMCO
2011
13 years 2 months ago
2011
Let R be a commutative complex Banach algebra with the involution ·⋆ and suppose that A ∈ Rn×n , B ∈ Rn×m , C ∈ Rp×n . The question of when the Riccati equation PBB⋆ ...
SIAMCO
2011
13 years 2 months ago
2011
We consider Bayesian information collection, in which a measurement policy collects information to support a future decision. This framework includes ranking and selection, continu...
SIAMCO
2011
13 years 2 months ago
2011
One shows that the Navier-Stokes equation in O⊂Rd, d = 2, 3, around an unstable equilibrium solution is exponentially stabilizable in probability by an internal noise controller...
SIAMCO
2011
13 years 2 months ago
2011
The choice of admissible trading strategies in mathematical modelling of financial markets is a delicate issue, going back to Harrison and Kreps [HK79]. In the context of optimal...
SIAMAM
2011
13 years 2 months ago
2011
The interface problem describing the scattering of time-harmonic electromagnetic waves by a dielectric body is often formulated as a pair of coupled boundary integral equations fo...
SIAMAM
2011
13 years 2 months ago
2011
New checkable criteria for persistence of chemical reaction networks are proposed, which extend and complement existing ones. The new results allow the consideration of reaction ra...