105 search results - page 19 / 21 » siamco 2008 |
SIAMCO
2010
14 years 8 months ago
2010
Abstract. The problem of reliably transmitting a real-valued random vector through a digital noisy channel is relevant for the design of distributed estimation and control techniqu...
80
Voted
SIAMCO
2010
14 years 8 months ago
2010
A parallel splitting method is proposed for solving systems of coupled monotone inclusions in Hilbert spaces, and its convergence is established under the assumption that solutions...
SIAMCO
2002
14 years 9 months ago
2002
We consider a market model with one riskfree and one risky asset, in which the dynamics of the risky asset is governed by a geometric Brownian motion. In this market we consider a...
SIAMCO
2002
14 years 9 months ago
2002
Abstract. We formulate a robust optimal control problem for a general nonlinear system with finitely many admissible control settings and with costs assigned to switching of contro...
SIAMCO
2008
14 years 9 months ago
2008
Abstract. In this paper we consider a class of hybrid stochastic games with the piecewise openloop information structure. These games are indexed over a parameter which represents...