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SIAMCO
2002
14 years 9 months ago
2002
A new approach to two-player zero-sum differential games with convex-concave cost function is presented. It employs the tools of convex and variational analysis. A necessary and s...
SIAMCO
2002
14 years 9 months ago
2002
This paper concerns the filtering problem for a class of stochastic nonlinear systems where the drift term may depend either on some external function (open-loop system) or on the ...
SIAMCO
2000
14 years 9 months ago
2000
This paper deals with optimal control problems of semilinear parabolic equations with pointwise state constraints and coupled integral state-control constraints. We obtain necessar...
SIAMCO
2008
14 years 9 months ago
2008
We investigate the asymptotic properties of a recursive kernel density estimator associated with the driven noise of a linear regression in adaptive tracking. We provide an almost ...
SIAMCO
2008
14 years 9 months ago
2008
We study a stochastic control problem where the state process is described by a stochastic differential equation driven by a Brownian motion and a Poisson random measure, being af...