We investigate the nonlinear exponential stability of the State-Dependent Riccati Equation (SDRE)-based control. The SDRE technique is a nonlinear control method, which has emerged...
It is well known that stochastic control systems can be viewed as Markov decision processes (MDPs) with continuous state spaces. In this paper, we propose to apply the policy iter...
This paper presents a review of advances in the mathematical programming approach to discrete/continuous optimization problems. We first present a brief review of MILP and MINLP f...
We study the problem of feedback stabilization of a family of nonlinear stochastic systems with switching mechanism modeled by a Markov chain. We introduce a novel notion of stabi...
We analyze the problem of optimal location of a set of facilities in the presence of stochastic demand and congestion. Customers travel to the closest facility to obtain service; ...