Sciweavers

105 search results - page 15 / 21
» siamco 2008
Sort
View
SIAMCO
2008
116views more  SIAMCO 2008»
14 years 9 months ago
Optimal Reflection of Diffusions and Barrier Options Pricing under Constraints
We introduce a new class of control problems in which the gain depends on the solution of a stochastic differential equation reflected at the boundary of a bounded domain, along d...
Bruno Bouchard
SIAMCO
2008
112views more  SIAMCO 2008»
14 years 9 months ago
Stable Synchronization of Mechanical System Networks
In this paper we address stabilization of a network of underactuated mechanical systems with unstable dynamics. The coordinating control law stabilizes the unstable dynamics with ...
Sujit Nair, Naomi Ehrich Leonard
74
Voted
SIAMCO
2008
88views more  SIAMCO 2008»
14 years 9 months ago
On Local Transverse Feedback Linearization
Given a control-affine system and a controlled invariant submanifold, we present necessary and sufficient conditions for local feedback equivalence to a system whose dynamics tran...
Christopher Nielsen, Manfredi Maggiore
SIAMCO
2008
70views more  SIAMCO 2008»
14 years 9 months ago
Duality in Linear Programming Problems Related to Deterministic Long Run Average Problems of Optimal Control
It has been established recently that, under mild conditions, deterministic long run average problems of optimal control are "asymptotically equivalent" to infinite-dimen...
Luke Finlay, Vladimir Gaitsgory, Ivan Lebedev
SIAMCO
2008
161views more  SIAMCO 2008»
14 years 9 months ago
Controllability and Observability of Second Order Descriptor Systems
We analyze controllability and observability conditions for second order descriptor systems and show how the classical conditions for first order systems can be generalized to this...
Philip Losse, Volker Mehrmann