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SIAMCO
2000
14 years 9 months ago
2000
Given a nonlinear function h separating a convex and a concave function, we provide various conditions under which there exists an affine separating function whose graph is somewhe...
SIAMCO
2008
14 years 9 months ago
2008
Abstract. Necessary conditions of optimality are derived for multiobjective optimal control problems with free end-time, in which the dynamics constraint is modeled as a nonconvex ...
SIAMCO
2008
14 years 9 months ago
2008
In this paper we study a new form of the quadratic regulator problem which is suggested by recent applications to singular systems and to identification problems. The new feature ...
SIAMCO
2000
14 years 9 months ago
2000
In a financial market consisting of a nonrisky asset and a risky one, we study the minimal initial capital needed in order to superreplicate a given contingent claim under a gamma ...
SIAMCO
2000
14 years 9 months ago
2000
Positive real rational functions play a central role in both deterministic and stochastic linear systems theory, as well as in circuit synthesis, spectral analysis, and speech proc...