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SIAMCO
2011
12 years 11 months ago
2011
Abstract. We consider switched systems on Banach and Hilbert spaces governed by strongly continuous one-parameter semigroups of linear evolution operators. We provide necessary and...
SIAMCO
2011
12 years 11 months ago
2011
Let R be a commutative complex Banach algebra with the involution ·⋆ and suppose that A ∈ Rn×n , B ∈ Rn×m , C ∈ Rp×n . The question of when the Riccati equation PBB⋆ ...
SIAMCO
2011
12 years 7 months ago
2011
Abstract. We prove a weak version of the dynamic programming principle for standard stochastic control problems and mixed control-stopping problems, which avoids the technical di...
SIAMCO
2011
12 years 11 months ago
2011
Abstract. A framework is introduced for the identification of controls for single-class timevarying queueing networks that are asymptotically optimal in the so-called uniform acce...
SIAMCO
2011
12 years 11 months ago
2011
We consider Bayesian information collection, in which a measurement policy collects information to support a future decision. This framework includes ranking and selection, continu...