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SIAMCO
2002
90views more  SIAMCO 2002»
13 years 11 months ago
Continuous-Time Dynkin Games with Mixed Strategies
Nizar Touzi, Nicolas Vieille
SIAMCO
2002
65views more  SIAMCO 2002»
13 years 11 months ago
Pole Placement by Static Output Feedback for Generic Linear Systems
We consider linear systems with m inputs, p outputs and McMillan degree n, such that n = mp. If both m and p are even, we show that there is a non-empty open (in the usual topology...
A. Eremenko, Andrei Gabrielov
SIAMCO
2002
121views more  SIAMCO 2002»
13 years 11 months ago
Consistent Approximations and Approximate Functions and Gradients in Optimal Control
As shown in [7], optimal control problems with either ODE or PDE dynamics can be solved efficiently using a setting of consistent approximations obtained by numerical discretizati...
Olivier Pironneau, Elijah Polak
SIAMCO
2002
56views more  SIAMCO 2002»
13 years 11 months ago
Filtering for Linear Systems Driven by Fractional Brownian Motion
Nasir Uddin Ahmed, Charalambos D. Charalambous
SIAMCO
2002
64views more  SIAMCO 2002»
13 years 11 months ago
Simple Mechanical Control Systems with Constraints and Symmetry
J. Cortés, S. Martínez, J. P. Ostrow...
SIAMCO
2002
124views more  SIAMCO 2002»
13 years 11 months ago
On Reachability Under Uncertainty
The paper studies the problem of reachability for linear systems in the presence of uncertain input disturbances that may also be interpreted as the action of an adversary in a ga...
Alexander B. Kurzhanski, Pravin Varaiya
SIAMCO
2002
61views more  SIAMCO 2002»
13 years 11 months ago
Indefinite Stochastic Linear Quadratic Control and Generalized Differential Riccati Equation
We consider a stochastic linear
Mustapha Ait Rami, John B. Moore, Xun Yu Zhou
SIAMCO
2002
105views more  SIAMCO 2002»
13 years 11 months ago
Systems of Controlled Functional Differential Equations and Adaptive Tracking
Abstract. An adaptive servomechanism is developed in the context of the problem of approximate or practical tracking (with prescribed asymptotic accuracy), by the system output, of...
Achim Ilchmann, Eugene P. Ryan, Christopher J. San...
SIAMCO
2002
81views more  SIAMCO 2002»
13 years 11 months ago
Optimality Conditions for Irregular Inequality-Constrained Problems
Abstract. We consider feasible sets given by conic constraints, where the cone defining the constraints is convex with nonempty interior. We study the case where the feasible set i...
Alexey F. Izmailov, Mikhail V. Solodov
SIAMCO
2002
81views more  SIAMCO 2002»
13 years 11 months ago
Robust Controller Synthesis for Uncertain Time-Varying Systems
In this paper we develop and present new convex synthesis conditions for robust performance in linear time-varying systems, subject to time-varying perturbations. In particular, th...
Carol Pirie, Geir E. Dullerud