105 search results - page 9 / 21 » siamco 2008 |
SIAMCO
2002
14 years 11 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...
106
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SIAMCO
2002
14 years 11 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 11 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...
101
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SIAMCO
2008
14 years 11 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 11 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...