SIAMCO
2000
13 years 4 months ago
2000
Given a locally defined, nondifferentiable but Lipschitz Lyapunov function, we construct a (discontinuous) feedback law which stabilizes the underlying system to any given toleran...
SIAMCO
2000
13 years 4 months ago
2000
This paper is concerned with the controllability of the linear Korteweg
SIAMCO
2000
13 years 4 months ago
2000
This paper deals with optimal control problems of semilinear parabolic equations with pointwise state constraints and coupled integral state-control constraints. We obtain necessar...
SIAMCO
2000
13 years 4 months ago
2000
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...
SIAMCO
2000
13 years 4 months ago
2000
We prove the existence of a value for pursuit games with state-constraints. We also prove that this value is lower semi-continuous. R
SIAMCO
2000
13 years 4 months ago
2000
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...
SIAMCO
2000
13 years 4 months ago
2000
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...
SIAMCO
2000
13 years 4 months ago
2000
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...
SIAMCO
2000
13 years 4 months ago
2000
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 ...
SIAMCO
2000
13 years 4 months ago
2000
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...