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SIAMCO
2008
57views more  SIAMCO 2008»
14 years 11 days ago
Time-Varying Regular Bilinear Systems
Hamid Bounit, Abdelali Idrissi
SIAMCO
2008
121views more  SIAMCO 2008»
14 years 11 days ago
A Direct Solution Method for Stochastic Impulse Control Problems of One-dimensional Diffusions
We consider stochastic impulse control problems where the process is driven by one-dimensional diffusions. Impulse control problems are widely applied to financial engineering and...
Masahiko Egami
SIAMCO
2008
96views more  SIAMCO 2008»
14 years 11 days ago
Nonlinear Optimal Control via Occupation Measures and LMI-Relaxations
We consider the class of nonlinear optimal control problems (OCP) with polynomial data, i.e., the differential equation, state and control constraints and cost are all described by...
Jean B. Lasserre, Didier Henrion, Christophe Prieu...
SIAMCO
2008
88views more  SIAMCO 2008»
14 years 11 days ago
On Local Transverse Feedback Linearization
Given a control-affine system and a controlled invariant submanifold, we present necessary and sufficient conditions for local feedback equivalence to a system whose dynamics tran...
Christopher Nielsen, Manfredi Maggiore
SIAMCO
2008
112views more  SIAMCO 2008»
14 years 11 days ago
A Knowledge-Gradient Policy for Sequential Information Collection
In a sequential Bayesian ranking and selection problem with independent normal populations and common known variance, we study a previously introduced measurement policy which we ...
Peter Frazier, Warren B. Powell, Savas Dayanik
SIAMCO
2008
161views more  SIAMCO 2008»
14 years 11 days ago
Controllability and Observability of Second Order Descriptor Systems
We analyze controllability and observability conditions for second order descriptor systems and show how the classical conditions for first order systems can be generalized to this...
Philip Losse, Volker Mehrmann
SIAMCO
2008
40views more  SIAMCO 2008»
14 years 11 days ago
Optimal Transportation with Traffic Congestion and Wardrop Equilibria
G. Carlier, C. Jimenez, F. Santambrogio
SIAMCO
2008
45views more  SIAMCO 2008»
14 years 11 days ago
Optimal Stopping Games for Markov Processes
Erik Ekström, Goran Peskir
SIAMCO
2008
83views more  SIAMCO 2008»
14 years 11 days ago
Necessary Conditions for Multiobjective Optimal Control Problems with Free End-Time
Abstract. Necessary conditions of optimality are derived for multiobjective optimal control problems with free end-time, in which the dynamics constraint is modeled as a nonconvex ...
B. T. Kien, N.-C. Wong, J. C. Yao
SIAMCO
2008
112views more  SIAMCO 2008»
14 years 11 days ago
Stable Synchronization of Mechanical System Networks
In this paper we address stabilization of a network of underactuated mechanical systems with unstable dynamics. The coordinating control law stabilizes the unstable dynamics with ...
Sujit Nair, Naomi Ehrich Leonard