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SIAMCO
2000
75views more  SIAMCO 2000»
9 years 3 months ago
Feedback Stabilization and Lyapunov Functions
Given a locally defined, nondifferentiable but Lipschitz Lyapunov function, we construct a (discontinuous) feedback law which stabilizes the underlying system to any given toleran...
F. H. Clarke, Yu. S. Ledyaev, L. Rifford, R. J. St...
SIAMCO
2000
63views more  SIAMCO 2000»
9 years 3 months ago
Exact Boundary Controllability for the Linear Korteweg--de Vries Equation on the Half-Line
This paper is concerned with the controllability of the linear Korteweg
Lionel Rosier
SIAMCO
2000
148views more  SIAMCO 2000»
9 years 3 months ago
Pontryagin's Principle For Local Solutions of Control Problems with Mixed Control-State Constraints
This paper deals with optimal control problems of semilinear parabolic equations with pointwise state constraints and coupled integral state-control constraints. We obtain necessar...
E. Casas, J. P. Raymond, H. Zidani
SIAMCO
2000
67views more  SIAMCO 2000»
9 years 3 months ago
On the Duality between Filtering and Nevanlinna--Pick Interpolation
Positive real rational functions play a central role in both deterministic and stochastic linear systems theory, as well as in circuit synthesis, spectral analysis, and speech proc...
Christopher I. Byrnes, Anders Lindquist
SIAMCO
2000
76views more  SIAMCO 2000»
9 years 3 months ago
Pursuit Differential Games with State Constraints
We prove the existence of a value for pursuit games with state-constraints. We also prove that this value is lower semi-continuous. R
Pierre Cardaliaguet, Marc Quincampoix, Patrick Sai...
SIAMCO
2000
89views more  SIAMCO 2000»
9 years 3 months ago
Persistence of Excitation Properties for Time-Varying Autoregressive Systems
It is well known that a crucial property for the effective identification of time-varying systems is that the data carry continual information on the parameters to be estimated. As...
Sergio Bittanti, Marco C. Campi
SIAMCO
2000
123views more  SIAMCO 2000»
9 years 3 months ago
Adaptive LQG Control of Input-Output Systems---A Cost-biased Approach
In this paper, we consider linear systems in input-output form and introduce a new adaptive linear quadratic Gaussian (LQG) control scheme which is shown to be self-optimizing. The...
Maria Prandini, Marco C. Campi
SIAMCO
2000
52views more  SIAMCO 2000»
9 years 3 months ago
Optimality of Energy Estimates for the Wave Equation with Nonlinear Boundary Velocity Feedbacks
We consider the wave equation damped by a nonlinear boundary velocity feedback q(ut). First we consider the case where q has a linear growth at infinity. We prove that the usual de...
Judith Vancostenoble, Patrick Martinez
SIAMCO
2000
111views more  SIAMCO 2000»
9 years 3 months ago
Superreplication Under Gamma Constraints
In a financial market consisting of a nonrisky asset and a risky one, we study the minimal initial capital needed in order to superreplicate a given contingent claim under a gamma ...
H. Mete Soner, Nizar Touzi
SIAMCO
2000
52views more  SIAMCO 2000»
9 years 3 months ago
Lyapunov Characterizations of Input to Output Stability
This paper presents necessary and sufficient characterizations of several notions of input to output stability. Similar Lyapunov characterizations have been found to play a key ro...
Eduardo Sontag, Yuan Wang
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