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SIAMCO
2002
13 years 5 months ago
2002
An averaging technique for nonlinear multiscale singularly perturbed control systems is developed. Issues concerning the existence and structure of limit occupational measures sets...
SIAMCO
2002
13 years 5 months ago
2002
This paper concerns the filtering problem for a class of stochastic nonlinear systems where the drift term may depend either on some external function (open-loop system) or on the ...
SIAMCO
2002
13 years 5 months ago
2002
A new approach to two-player zero-sum differential games with convex-concave cost function is presented. It employs the tools of convex and variational analysis. A necessary and s...
SIAMCO
2002
13 years 5 months ago
2002
An optimal stochastic control problem is considered for systems with unbounded controls satisfying an integral constraint. It is shown that there exists an optimal control within t...
SIAMCO
2002
13 years 5 months ago
2002
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...