105 search results - page 6 / 21 » siamco 2008 |
SIAMCO
2002
14 years 9 months ago
2002
The Markov chain approximation method is a widely used, relatively easy to use, and efficient family of methods for the bulk of stochastic control problems in continuous time, for...
SIAMCO
2002
14 years 9 months ago
2002
Abstract. We study the stability of the origin for the dynamical system x(t) = u(t)Ax(t)+(1u(t))Bx(t), where A and B are two 2
SIAMCO
2008
14 years 9 months ago
2008
We consider two classes of semilinear wave equations with nonnegative damping which may be of type "on
SIAMCO
2008
14 years 9 months ago
2008
In this paper we consider the convergence of the infinite dimensional version of the Kleinman
SIAMCO
2000
14 years 9 months ago
2000
We study spectral properties of certain families of linear second-order differential operators arising from linear stochastic differential equations. We construct a basis in the Hi...