SIAMCO
2002
13 years 11 months ago
2002
An averaging technique for nonlinear multiscale singularly perturbed control systems is developed. Issues concerning the existence and structure of limit occupational measures sets...
SIAMCO
2002
13 years 11 months ago
2002
In this paper, we consider the optimal policy for a generator offering power into a wholesale electricity market operating under a pool arrangement. Anderson and Philpott [Math. Op...
SIAMCO
2002
13 years 11 months ago
2002
Abstract. We formulate a robust optimal control problem for a general nonlinear system with finitely many admissible control settings and with costs assigned to switching of contro...
SIAMCO
2002
13 years 11 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....
SIAMCO
2002
13 years 11 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...
SIAMCO
2002
13 years 11 months ago
2002
The Markov chain approximation method is a widely used, relatively easy to use, and efficient family of methods for the bulk of stochastic control problems in continuous time, for...
SIAMCO
2002
13 years 11 months ago
2002
SIAMCO
2002
13 years 11 months ago
2002
Abstract. We study the stability of the origin for the dynamical system x(t) = u(t)Ax(t)+(1u(t))Bx(t), where A and B are two 2
SIAMCO
2002
13 years 11 months ago
2002
SIAMCO
2002
13 years 11 months ago
2002
We consider the problem of minimizing autonomous, simple integrals like (P) min T 0 f x(t) , x (t) dt: x AC([0 , T]) with x(0) = x0 and x(T) = xT where f : R