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AUTOMATICA
2008
104views more  AUTOMATICA 2008»
14 years 10 months ago
Exact finite approximations of average-cost countable Markov decision processes
For a countable-state Markov decision process we introduce an embedding which produces a finite-state Markov decision process. The finite-state embedded process has the same optim...
Arie Leizarowitz, Adam Shwartz
AUTOMATICA
2008
81views more  AUTOMATICA 2008»
14 years 10 months ago
Robust supervisory control of timed discrete event systems under partial observation based on eligible time bounds: The existenc
This paper addresses a supervisory control problem for uncertain timed discrete event systems (DESs) under partial observation. An uncertain timed DES to be controlled is represen...
Seong-Jin Park, Kwang-Hyun Cho
AUTOMATICA
2008
69views more  AUTOMATICA 2008»
14 years 10 months ago
Optimal sensor locations for nonparametric identification of viscoelastic materials
: The problem of optimal sensor locations in nonparametric identification of viscoelastic materials is considered. Different criteria of the covariance matrix, connected to A- and ...
Agnes Rensfelt, Saed Mousavi, Magnus Mossberg, Tor...
AUTOMATICA
2008
108views more  AUTOMATICA 2008»
14 years 9 months ago
Hedging global environment risks: An option based portfolio insurance
This paper introduces a financial hedging model for global environment risks. Our approach is based on portfolio insurance under hedging constraints. Investors are assumed to maxi...
André de Palma, Jean-Luc Prigent
AUTOMATICA
2008
91views more  AUTOMATICA 2008»
14 years 8 months ago
Geometric characterization on the solvability of regulator equations
The solvability of the regulator equation for a general nonlinear system is discussed in this paper by using geometric method. The `feedback' part of the regulator equation, ...
Xiaohua Xia, Jiangfeng Zhang