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SIAMCO
2000
77views more  SIAMCO 2000»
13 years 3 months ago
Markov Property and Ergodicity of the Nonlinear Filter
A. G. Bhatt, A. Budhiraja, R. L. Karandikar
SIAMCO
2000
79views more  SIAMCO 2000»
13 years 3 months ago
A Twofold Spline Approximation for Finite Horizon LQG Control of Hereditary Systems
In this paper an approximation scheme is developed for the solution of the Linear Quadratic Gaussian (LQG) control on a
Alfredo Germani, Costanzo Manes, P. Pepe
SIAMCO
2000
104views more  SIAMCO 2000»
13 years 3 months ago
Law of the Iterated Logarithm for a Constant-Gain Linear Stochastic Gradient Algorithm
We study almost-sure limiting properties, taken as 0, of the finite horizon sequence of random estimates { 0, 1, 2, . . . , T/ } for the linear stochastic gradient algorithm n+1 ...
J. A. Joslin, A. J. Heunis
SIAMCO
2000
86views more  SIAMCO 2000»
13 years 3 months ago
Utility Maximization with Discretionary Stopping
Ioannis Karatzas, Hui Wang
SIAMCO
2000
75views more  SIAMCO 2000»
13 years 3 months ago
Generic Simplicity of the Spectrum and Stabilization for a Plate Equation
In this work we prove the generic simplicity of the spectrum of the clamped plate equation in a bounded regular domain of Rd. That is, given Rd, we show that there exists an arbi...
Jaime H. Ortega, Enrique Zuazua
SIAMCO
2000
71views more  SIAMCO 2000»
13 years 3 months ago
On a Perturbation Approach for the Analysis of Stochastic Tracking Algorithms
In this paper, a perturbation expansion technique is introduced to decompose the tracking error of a general adaptive tracking algorithm in a linear regression model. This method ...
Rafik Aguech, Eric Moulines, Pierre Priouret
SIAMCO
2000
137views more  SIAMCO 2000»
13 years 3 months ago
On a Class of Diffeomorphic Matching Problems in One Dimension
We study a class of functional which can be used for matching objects which can be represented as mappings from a fixed interval, I, to some "feature space." This class o...
Alain Trouvé, Laurent Younes
SIAMCO
2000
99views more  SIAMCO 2000»
13 years 3 months ago
Spectral Analysis of Fokker--Planck and Related Operators Arising From Linear Stochastic Differential Equations
We study spectral properties of certain families of linear second-order differential operators arising from linear stochastic differential equations. We construct a basis in the Hi...
Daniel Liberzon, Roger W. Brockett