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152
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SIAMCO
2011
14 years 10 months ago
Converse Lyapunov Theorems for Switched Systems in Banach and Hilbert Spaces
Abstract. We consider switched systems on Banach and Hilbert spaces governed by strongly continuous one-parameter semigroups of linear evolution operators. We provide necessary and...
Falk M. Hante, Mario Sigalotti
145
Voted
SIAMCO
2011
14 years 10 months ago
On Riccati Equations in Banach Algebras
Let R be a commutative complex Banach algebra with the involution ·⋆ and suppose that A ∈ Rn×n , B ∈ Rn×m , C ∈ Rp×n . The question of when the Riccati equation PBB⋆ ...
Ruth Curtain, Amol Sasane
133
Voted
SIAMCO
2011
14 years 6 months ago
Weak Dynamic Programming Principle for Viscosity Solutions
Abstract. We prove a weak version of the dynamic programming principle for standard stochastic control problems and mixed control-stopping problems, which avoids the technical di...
Bruno Bouchard, Nizar Touzi
155
Voted
SIAMCO
2011
14 years 10 months ago
Asymptotically Optimal Controls for Time-Inhomogeneous Networks
Abstract. A framework is introduced for the identification of controls for single-class timevarying queueing networks that are asymptotically optimal in the so-called uniform acce...
Milica Cudina, Kavita Ramanan
156
Voted
SIAMCO
2011
14 years 10 months ago
Consistency of Sequential Bayesian Sampling Policies
We consider Bayesian information collection, in which a measurement policy collects information to support a future decision. This framework includes ranking and selection, continu...
Peter Frazier, Warren B. Powell