27 search results - page 2 / 6 » siamco 2002 |
SIAMCO
2002
13 years 4 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 4 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 4 months ago
2002
We consider a stochastic linear
SIAMCO
2002
13 years 4 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 4 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