SIAMCO
2000
14 years 15 days ago
2000
Given a locally defined, nondifferentiable but Lipschitz Lyapunov function, we construct a (discontinuous) feedback law which stabilizes the underlying system to any given toleran...
SIAMCO
2000
14 years 15 days ago
2000
This paper is concerned with the controllability of the linear Korteweg
SIAMCO
2000
14 years 15 days ago
2000
This paper deals with optimal control problems of semilinear parabolic equations with pointwise state constraints and coupled integral state-control constraints. We obtain necessar...
SIAMCO
2000
14 years 15 days ago
2000
Positive real rational functions play a central role in both deterministic and stochastic linear systems theory, as well as in circuit synthesis, spectral analysis, and speech proc...
SIAMCO
2000
14 years 15 days ago
2000
We prove the existence of a value for pursuit games with state-constraints. We also prove that this value is lower semi-continuous. R
SIAMCO
2000
14 years 15 days ago
2000
It is well known that a crucial property for the effective identification of time-varying systems is that the data carry continual information on the parameters to be estimated. As...
SIAMCO
2000
14 years 15 days ago
2000
In this paper, we consider linear systems in input-output form and introduce a new adaptive linear quadratic Gaussian (LQG) control scheme which is shown to be self-optimizing. The...
SIAMCO
2000
14 years 15 days ago
2000
We consider the wave equation damped by a nonlinear boundary velocity feedback q(ut). First we consider the case where q has a linear growth at infinity. We prove that the usual de...
SIAMCO
2000
14 years 15 days ago
2000
In a financial market consisting of a nonrisky asset and a risky one, we study the minimal initial capital needed in order to superreplicate a given contingent claim under a gamma ...
SIAMCO
2000
14 years 15 days ago
2000
This paper presents necessary and sufficient characterizations of several notions of input to output stability. Similar Lyapunov characterizations have been found to play a key ro...