1165 - 1191 |
A unified approach for stochastic and mean square stability of continuous-time linear systems with Markovian jumping parameters and additive disturbances Fragoso MD, Costa OLV |
1192 - 1214 |
Characterization of gradient control systems Cortes J, Van der Schaft A, Crouch PE |
1215 - 1238 |
Optimal control problems with final observation governed by explosive parabolic equations Amann H, Quittner P |
1239 - 1258 |
Optimal solution of investment problems via linear parabolic equations generated by Kalman filter Dokuchaev N |
1259 - 1288 |
Hybrid control systems and viscosity solutions Dharmatti S, Ramaswamy M |
1289 - 1321 |
Bounded variation singular stochastic control and dynkin game Boetius F |
1322 - 1344 |
Optimal consumption-investment problems in incomplete markets with stochastic coefficients Castaneda-Leyva N, Hernandez-Hernandez D |
1345 - 1369 |
Generalized sampled-data stabilization of well-posed linear infinite-dimensional systems Logemann H, Rebarber R, Townley S |
1370 - 1390 |
Existence of minimizers for polyconvex and nonpolyconvex problems Cupini G, Mascolo E |
1391 - 1418 |
epsilon-Optimal bidding in an electricity market with discontinuous market distribution function Anderson EJ, Xu HF |
1419 - 1435 |
Approximation of solutions of Riccati equations Bubak P, Van der Mee CVM, Ran ACM |
1436 - 1473 |
On existence of limit occupational measures set of a controlled stochastic differential equation Borkar V, Gaitsgory V |
1474 - 1528 |
Structured noncommutative multidimensional linear systems Ball JA, Groenewald G, Malakorn T |
1529 - 1541 |
Optimal control under a dynamic fuel constraint Bank P |