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Publication search results
found 91 matches
- 2002
- Olivier Alvarez, Martino Bardi:
Viscosity Solutions Methods for Singular Perturbations in Deterministic and Stochastic Control. SIAM J. Control. Optim. 40(4): 1159-1188 (2002) - Murat Arcak, David Angeli, Eduardo D. Sontag:
A Unifying Integral ISS Framework for Stability of Nonlinear Cascades. SIAM J. Control. Optim. 40(6): 1888-1904 (2002) - Lubomír Bakule, José Rodellar, Josep M. Rossell:
Overlapping Quadratic Optimal Control of Linear Time-Varying Commutative Systems. SIAM J. Control. Optim. 40(5): 1611-1627 (2002) - Gang Bao, David C. Dobson, Karim Ramdani:
A Constraint on the Maximum Reflectance of Rapidly Oscillating Dielectric Gratings. SIAM J. Control. Optim. 40(6): 1858-1866 (2002) - Stefano Battilotti, Alberto De Santis:
Stabilization in Probability of Nonlinear Stochastic Systems with Guaranteed Cost. SIAM J. Control. Optim. 40(6): 1938-1964 (2002) - Stephan Bohacek, Edmond A. Jonckheere:
Nonlinear Tracking Over Compact Sets with Linear Dynamically Varying Hinfinity Control. SIAM J. Control. Optim. 40(4): 1042-1071 (2002) - Ugo V. Boscain, Benedetto Piccoli:
On Automaton Recognizability of Abnormal Extremals. SIAM J. Control. Optim. 40(5): 1333-1357 (2002) - S. I. Boyarchenko, S. Z. Levendorskii:
Perpetual American Options Under L[e-acute]vy Processes. SIAM J. Control. Optim. 40(6): 1663-1696 (2002) - Robert Buche, Harold J. Kushner:
Rate of Convergence for Constrained Stochastic Approximation Algorithms. SIAM J. Control. Optim. 40(4): 1011-1041 (2002) - Francesco Carravetta, Alfredo Germani, Robert Sh. Liptser, Costanzo Manes:
Filtering of Nonlinear Stochastic Feedback Systems. SIAM J. Control. Optim. 40(5): 1576-1584 (2002) - Eduardo Casas, Mariano Mateos:
Second Order Optimality Conditions for Semilinear Elliptic Control Problems with Finitely Many State Constraints. SIAM J. Control. Optim. 40(5): 1431-1454 (2002) - Arrigo Cellina:
On the Bounded Slope Condition and the Validity of the Euler Lagrange Equation. SIAM J. Control. Optim. 40(4): 1270-1279 (2002) - Moon Jung Cho, Richard H. Stockbridge:
Linear Programming Formulation for Optimal Stopping Problems. SIAM J. Control. Optim. 40(6): 1965-1982 (2002) - François Dufour, Boris M. Miller:
Generalized Solutions in Nonlinear Stochastic Control Problems. SIAM J. Control. Optim. 40(6): 1724-1745 (2002) - Fabio Fagnani, Luciano Pandolfi:
A Singular Perturbation Approach to a Recursive Deconvolution Problem. SIAM J. Control. Optim. 40(5): 1384-1405 (2002) - B. Fares, Dominikus Noll, Pierre Apkarian:
Robust Control via Sequential Semidefinite Programming. SIAM J. Control. Optim. 40(6): 1791-1820 (2002) - Robert Ghrist, Daniel E. Koditschek:
Safe Cooperative Robot Dynamics on Graphs. SIAM J. Control. Optim. 40(5): 1556-1575 (2002) - Roberto Giambò, Fabio Giannoni, Paolo Piccione:
Existence, Multiplicity, and Regularity for sub-Riemannian Geodesics by Variational Methods. SIAM J. Control. Optim. 40(6): 1840-1857 (2002) - Rafal Goebel:
Convexity in Zero-Sum Differential Games. SIAM J. Control. Optim. 40(5): 1491-1504 (2002) - Bao-Zhu Guo:
Riesz Basis Property and Exponential Stability of Controlled Euler--Bernoulli Beam Equations with Variable Coefficients. SIAM J. Control. Optim. 40(6): 1905-1923 (2002) - Ronald M. Hirschorn:
Output Tracking Through Singularities. SIAM J. Control. Optim. 40(4): 993-1010 (2002) - Anca Ignat, Jürgen Sprekels, Dan Tiba:
Analysis and Optimization of Nonsmooth Arches. SIAM J. Control. Optim. 40(4): 1107-1133 (2002) - Achim Ilchmann, Eugene P. Ryan, Christopher J. Sangwin:
Systems of Controlled Functional Differential Equations and Adaptive Tracking. SIAM J. Control. Optim. 40(6): 1746-1764 (2002) - Kazufumi Ito, Karl Kunisch:
Optimal Control of the Solid Fuel Ignition Model with H[sup 1]-Cost. SIAM J. Control. Optim. 40(5): 1455-1472 (2002) - Kazufumi Ito, Karl Kunisch:
Asymptotic Properties of Receding Horizon Optimal Control Problems. SIAM J. Control. Optim. 40(5): 1585-1610 (2002) - Alexey F. Izmailov, Mikhail V. Solodov:
Optimality Conditions for Irregular Inequality-Constrained Problems. SIAM J. Control. Optim. 40(4): 1280-1295 (2002) - Ralf Korn, Holger Kraft:
A Stochastic Control Approach to Portfolio Problems with Stochastic Interest Rates. SIAM J. Control. Optim. 40(4): 1250-1269 (2002) - Arthur J. Krener, Long Li:
Normal Forms and Bifurcations of Discrete Time Nonlinear Control Systems. SIAM J. Control. Optim. 40(6): 1697-1723 (2002) - Xun Li, Xun Yu Zhou, Andrew E. B. Lim:
Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints. SIAM J. Control. Optim. 40(5): 1540-1555 (2002) - Francesca Da Lio, William M. McEneaney:
Finite Time--Horizon Risk-Sensitive Control and the Robust Limit under a Quadratic Growth Assumption. SIAM J. Control. Optim. 40(5): 1628-1661 (2002)
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