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SIAMCO
2002
79views more  SIAMCO 2002»
13 years 7 months ago
Multiscale Singularly Perturbed Control Systems: Limit Occupational Measures Sets and Averaging
An averaging technique for nonlinear multiscale singularly perturbed control systems is developed. Issues concerning the existence and structure of limit occupational measures sets...
Vladimir Gaitsgory, Minh-Tuan Nguyen
SIAMCO
2002
77views more  SIAMCO 2002»
13 years 7 months ago
Necessary and Sufficient Conditions for Optimal Offers in Electricity Markets
In this paper, we consider the optimal policy for a generator offering power into a wholesale electricity market operating under a pool arrangement. Anderson and Philpott [Math. Op...
Edward J. Anderson, Huifu Xu
SIAMCO
2002
77views more  SIAMCO 2002»
13 years 7 months ago
Robust Optimal Switching Control for Nonlinear Systems
Abstract. We formulate a robust optimal control problem for a general nonlinear system with finitely many admissible control settings and with costs assigned to switching of contro...
Joseph A. Ball, Jerawan Chudoung, Martin V. Day
SIAMCO
2002
86views more  SIAMCO 2002»
13 years 7 months ago
On the Observability and Detectability of Continuous-Time Markov Jump Linear Systems
The paper introduces a new detectability concept for continuous-time Markov jump linear systems with finite Markov space that generalizes previous concepts found in the literature....
Eduardo F. Costa, João Bosco Ribeiro do Val
SIAMCO
2002
78views more  SIAMCO 2002»
13 years 7 months ago
Strong Optimality for a Bang-Bang Trajectory
In this paper we give sufficient conditions for a bang-bang regular extremal to be a strong local optimum for a control problem in the Mayer form; strong means that we consider the...
Andrei A. Agrachev, Gianna Stefani, PierLuigi Zezz...
SIAMCO
2002
92views more  SIAMCO 2002»
13 years 7 months ago
Numerical Approximations for Stochastic Differential Games
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...
Harold J. Kushner
SIAMCO
2002
81views more  SIAMCO 2002»
13 years 7 months ago
Stability of Planar Switched Systems: The Linear Single Input Case
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
Ugo V. Boscain
SIAMCO
2002
71views more  SIAMCO 2002»
13 years 7 months ago
Existence of Minimizers for Nonconvex, Noncoercive Simple Integrals
We consider the problem of minimizing autonomous, simple integrals like (P) min T 0 f x(t) , x (t) dt: x AC([0 , T]) with x(0) = x0 and x(T) = xT where f : R
P. Celada, S. Perrotta