Nonsquare Spectral Factorization for Nonlinear Control Systems [PDF]
, 2005 This paper considers nonsquare spectral factorization of nonlinear input affine state space systems in continuous time. More specifically, we obtain a parametrization of nonsquare spectral factors in terms of invariant Lagrangian submanifolds and ...
Schaft, Arjan J. van der +4 more
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On Control Synthesis of Hydraulic Servomechanisms in Flight Controls Applications
ActuatorsThis paper presents some of the most significant findings in the design of a hydraulic servomechanism for flight controls, which were primarily achieved by the first author during his activity in an aviation institute. These results are grouped into four
Ioan Ursu, Daniela Enciu, Adrian Toader
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New approach to stochastic optimal control and applications to economics [PDF]
, 2005 This paper provides new insights into the solution of optimal stochastic control problems by means of a system of partial differential equations, which characterize directly the optimal control.
Rincón-Zapatero, Juan Pablo +1 more
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On stochastic balancing related model reduction [PDF]
, 2000 We propose a general method based on the balanced stochastic truncation (BST) approach for the model reduction of stable linear systems. The new method relies on a recent general inner-outer factorization result and extends the applicability of the BST ...
A. Varga, Varga, Andras
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Asymptotic behaviours of stochastic differential delay equations [PDF]
, 2005 Most of the existing results on stochastic stability use a single Lyapunov function, but we shall instead use multiple Lyapunov functions in this paper.
Shen, Yi +3 more
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Robust filtering with stochastic nonlinearities and multiple missing measurements [PDF]
, 2009 This is the post print version of the article. The official published version can be obtained from the link - Copyright 2009 Elsevier LtdThis paper is concerned with the filtering problem for a class of discrete-time uncertain stochastic nonlinear time ...
Wang, Z, Shu, H, Wei, G
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Modelling and solution methods for stochastic optimisation [PDF]
, 2011 This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.In this thesis we consider two research problems, namely, (i) language constructs for modelling stochastic programming (SP) problems and (ii) solution ...
Zverovich, Victor
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Multiscale Geometric Integration of Deterministic and Stochastic Systems [PDF]
, 2011 In order to accelerate computations and improve long time accuracy of numerical simulations, this thesis develops multiscale geometric integrators. For general multiscale stiff ODEs, SDEs, and PDEs, FLow AVeraging integratORs (FLAVORs) have been ...
Tao, Molei
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Combining stochastic programming and optimal control to solve multistage stochastic optimization problems [PDF]
In this contribution we propose an approach to solve a multistage stochastic programming problem which allows us to obtain a time and nodal decomposition of the original problem.
Elio Canestrelli, Diana Barro
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On one-dimensional stochastic control problems: applications to investment models [PDF]
, 2008 The paper provides a systematic way for finding a partial differential equation that characterize directly the optimal control, in the framework of one?dimensional stochastic control problems of Mayer, with no constraints on the controls.
Rincón-Zapatero, Juan Pablo +1 more
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