Results 241 to 250 of about 764,096 (293)
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International Journal of Robust and Nonlinear Control, 2023
SummaryWe introduce arisk‐sensitivegeneralization of the mixed control problem for linear stochastic systems with additive noise. Two criteria ofexponential‐quadraticform are used to generalise the usual quadratic criteria. The solutions are found in a linear state‐feedback form for both the finite and the infinite horizon formulations in terms of ...
Haochen Hua, Bujar Gashi, Moyu Zhang
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SummaryWe introduce arisk‐sensitivegeneralization of the mixed control problem for linear stochastic systems with additive noise. Two criteria ofexponential‐quadraticform are used to generalise the usual quadratic criteria. The solutions are found in a linear state‐feedback form for both the finite and the infinite horizon formulations in terms of ...
Haochen Hua, Bujar Gashi, Moyu Zhang
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Neural Predictors’ Sensitivity and Robustness
2021The results of the application of deep neural predictors depend on a multitude of factors which compose the experimental settings. We report all the specific information to ensure the reproducibility of a wide number of numerical experiments. A sensitivity analysis on some critical aspects is provided in order to prove the robustness of our setting ...
M. Sangiorgio, F. Dercole, G. Guariso
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Sensitivity Analysis ofEAC's Robustness
The Engineering Economist, 1992ABSTRACT Equivalent annuities are often used to compare mutually exclusive alternatives with unequal lives. This comparison assumes identical repetitions until a horizon equal to the least common multiple of the lives. Our paper examines the robustness of the equivalent annual cost (EAC) measure as the identical repetition assumption is violated ...
Ted G. Eschenbach, Alice E. Smith
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Robustness analysis using singular value sensitivities†
International Journal of Control, 1981This paper introduces a linear time invariant system analysis tool, the singular value sensitivity function, which can be used in conjunction with singular value analyses to provide more complete estimates of system feedback properties. An important feature of this tool is the ability to analyze the effect of simultaneous variations in several system ...
J. Freudenberg, D. Looze, J. Cruz
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Risk-Sensitive and Robust Escape Criteria
SIAM Journal on Control and Optimization, 1997Abstract: "The problem of controlling a noisy process so as to prevent it from leaving a prescribed set has a number of interesting applications. In this paper, new criteria for this problem are considered. First, a risk-sensitive criterion for a stochastic diffusion process model is examined, and it is shown that the value is a classical solution of a
Dupuis, Paul, McEneaney, William M.
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