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SIAMCO
2008
14 years 9 months ago
2008
Abstract. When applying methods of optimal control to motion planning or stabilization problems, some theoretical or numerical difficulties may arise, due to the presence of specif...
SIAMCO
2008
14 years 9 months ago
2008
An optimal consumption problem is studied in a growth model for the Cobb-Douglas production function in a finite horizon. The problem is transfered into a stochastic Ramsey proble...
SIAMCO
2000
14 years 9 months ago
2000
It is shown here that stability of the stochastic approximation algorithm is implied by the asymptotic stability of the origin for an associated ODE. This in turn implies convergen...
SIAMCO
2000
14 years 9 months ago
2000
The aim of this paper is to present a new approach to the filtering problem for the class of bilinear stochastic multivariable systems, consisting in searching for suboptimal state...
SIAMCO
2000
14 years 9 months ago
2000
We face the problem of determining a tracking domain of attraction, say the set of initial states starting from which it is possible to track reference signals in given class, for...