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» Stability under Strategy Switching
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AUTOMATICA
2005
117views more  AUTOMATICA 2005»
13 years 5 months ago
Dwell-time controllers for stochastic systems with switching Markov chain
We study the problem of feedback stabilization of a family of nonlinear stochastic systems with switching mechanism modeled by a Markov chain. We introduce a novel notion of stabi...
Stefano Battilotti, A. De Santis
ICASSP
2011
IEEE
12 years 9 months ago
Factor graph switching portfolios under transaction costs
We consider the sequential portfolio investment problem. Building on results in signal processing, machine learning, and other areas, we use factor graphs to develop new universal...
Andrew J. Bean, Andrew C. Singer
ICPR
2000
IEEE
14 years 6 months ago
Stability Analysis of Medial Axis Transform under Relative Hausdorff Distance
Medial axis transform (MAT) is a basic tool for shape analysis. But, in spite of its usefulness, it has some drawbacks, one of which is its instability under the boundary perturba...
Sung Woo Choi, Seong-Whan Lee
ICASSP
2008
IEEE
14 years 6 days ago
Universal switching portfolios under transaction costs
In this paper, we consider online (sequential) portfolio selection in a competitive algorithm framework under transaction costs. We construct a sequential algorithm for portfolio ...
Suleyman Serdar Kozat, Andrew C. Singer
HYBRID
1999
Springer
13 years 10 months ago
Scale-Independent Hysteresis Switching
— In this paper we prove that a switched nonlinear system has several useful ISS-type properties under average dwell-time switching signals if each constituent dynamical system i...
João P. Hespanha, A. Stephen Morse