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SIAMCO
2000
77views more  SIAMCO 2000»
13 years 11 months ago
Markov Property and Ergodicity of the Nonlinear Filter
A. G. Bhatt, A. Budhiraja, R. L. Karandikar
SIAMCO
2000
79views more  SIAMCO 2000»
13 years 11 months ago
A Twofold Spline Approximation for Finite Horizon LQG Control of Hereditary Systems
In this paper an approximation scheme is developed for the solution of the Linear Quadratic Gaussian (LQG) control on a
Alfredo Germani, Costanzo Manes, P. Pepe
SIAMCO
2000
104views more  SIAMCO 2000»
13 years 11 months ago
Law of the Iterated Logarithm for a Constant-Gain Linear Stochastic Gradient Algorithm
We study almost-sure limiting properties, taken as 0, of the finite horizon sequence of random estimates { 0, 1, 2, . . . , T/ } for the linear stochastic gradient algorithm n+1 ...
J. A. Joslin, A. J. Heunis
SIAMCO
2000
86views more  SIAMCO 2000»
13 years 11 months ago
Utility Maximization with Discretionary Stopping
Ioannis Karatzas, Hui Wang
SIAMCO
2000
75views more  SIAMCO 2000»
13 years 11 months ago
Generic Simplicity of the Spectrum and Stabilization for a Plate Equation
In this work we prove the generic simplicity of the spectrum of the clamped plate equation in a bounded regular domain of Rd. That is, given Rd, we show that there exists an arbi...
Jaime H. Ortega, Enrique Zuazua
SIAMCO
2000
71views more  SIAMCO 2000»
13 years 11 months ago
On a Perturbation Approach for the Analysis of Stochastic Tracking Algorithms
In this paper, a perturbation expansion technique is introduced to decompose the tracking error of a general adaptive tracking algorithm in a linear regression model. This method ...
Rafik Aguech, Eric Moulines, Pierre Priouret
SIAMCO
2000
137views more  SIAMCO 2000»
13 years 11 months ago
On a Class of Diffeomorphic Matching Problems in One Dimension
We study a class of functional which can be used for matching objects which can be represented as mappings from a fixed interval, I, to some "feature space." This class o...
Alain Trouvé, Laurent Younes
SIAMCO
2000
99views more  SIAMCO 2000»
13 years 11 months ago
Spectral Analysis of Fokker--Planck and Related Operators Arising From Linear Stochastic Differential Equations
We study spectral properties of certain families of linear second-order differential operators arising from linear stochastic differential equations. We construct a basis in the Hi...
Daniel Liberzon, Roger W. Brockett