We study a class of Markovian optimal stochastic control problems in which the controlled process Z is constrained to satisfy an a.s. constraint Z (T) G Rd+1 P - a.s. at some fi...
This paper studies a theoretical problem of whether continuous state feedback and affine feedback are equivalent from the point of view of making an affine system defined on a sim...
A parallel splitting method is proposed for solving systems of coupled monotone inclusions in Hilbert spaces, and its convergence is established under the assumption that solutions...
We consider control systems of the type ˙x = Ax+α(t)bu, where u ∈ R, (A, b) is a controllable pair and α is an unknown time-varying signal with values in [0, 1] satisfying a ...
Abstract. The problem of reliably transmitting a real-valued random vector through a digital noisy channel is relevant for the design of distributed estimation and control techniqu...
We consider a network consisting of n interconnected nonlinear subsystems. For each subsystem an ISS Lyapunov function is given that treats the other subsystems as independent inpu...
We consider linear-quadratic-Gaussian (LQG) games with a major player and a large number of minor players. The major player has a significant influence on others. The minor playe...