On diagonalization by dynamic output feedback
On difference equations and discrete systems
On difference linear periodic systems II. Non-homogeneous case
This work deals with the reduction of a linear nonhomogeneous periodic system in differences (recurrence relations) to another linear non-homogeneous system with constant coefficients and an independent term. This makes it possible to study the existence and properties of periodic solutions, the asymptotic behavior and to obtain all solutions in closed form.
On directional change and anti-windup compensation in multivariable control systems
The paper presents a novel description of the interplay between the windup phenomenon and directional change in controls for multivariable systems (including plants with an uneven number of inputs and outputs), usually omitted in the literature. The paper also proposes a new classification of anti-windup compensators with respect to the method of generating the constrained control signal.
On discrete control problems having a minmax type objective functional
On dynamic feedback linearization of four-dimensional affine control systems with two inputs
On dynamic feedback linearization of four-dimensional affine control systems with two inputs
This paper considers control affine systems in with two inputs, and gives necessary and sufficient conditions for dynamic feedback linearization of these systems with the restriction that the "linearizing outputs" must be some functions of the original state and inputs only. This also gives conditions for non-affine systems in .
On European option pricing under partial information
We consider a European option pricing problem under a partial information market, i.e., only the security's price can be observed, the rate of return and the noise source in the market cannot be observed. To make the problem tractable, we focus on gap option which is a generalized form of the classical European option. By using the stochastic analysis and filtering technique, we derive a Black-Scholes formula for gap option pricing with dividends under partial information. Finally, we apply filtering...
On exact controllability for the Navier-Stokes equations
On exact controllability for the Navier-Stokes equations
We study the local exact controllability problem for the Navier-Stokes equations that describe an incompressible fluid flow in a bounded domain with control distributed in an arbitrary fixed subdomain. The result that we obtain in this paper is as follows. Suppose that we have a given stationary point of the Navier-Stokes equations and our initial condition is sufficiently close to it. Then there exists a locally distributed control such that in a given moment of time the solution of the Navier-Stokes...
On exact null controllability of Black-Scholes equation
In this paper we discuss the exact null controllability of linear as well as nonlinear Black–Scholes equation when both the stock volatility and risk-free interest rate influence the stock price but they are not known with certainty while the control is distributed over a subdomain. The proof of the linear problem relies on a Carleman estimate and observability inequality for its own dual problem and that of the nonlinear one relies on the infinite dimensional Kakutani fixed point theorem with ...
On exact solutions of a class of interval boundary value problems
In this article, we deal with the Boundary Value Problem (BVP) for linear ordinary differential equations, the coefficients and the boundary values of which are constant intervals. To solve this kind of interval BVP, we implement an approach that differs from commonly used ones. With this approach, the interval BVP is interpreted as a family of classical (real) BVPs. The set (bunch) of solutions of all these real BVPs we define to be the solution of the interval BVP. Therefore, the novelty of the...
On exponential stabilizability of linear neutral systems.
On exponentially discounted adaptive control
On Fenchel dual schemes in convex optimal control problems
On filtering over Îto-Volterra observations.
On finitary linear systems
On finite time stability with guaranteed cost control of uncertain linear systems
This paper deals with the design of a robust state feedback control law for a class of uncertain linear time varying systems. Uncertainties are assumed to be time varying, in one-block norm bounded form. The proposed state feedback control law guarantees finite time stability and satisfies a given bound for an integral quadratic cost function. The contribution of this paper is to provide a sufficient condition in terms of differential linear matrix inequalities for the existence and the construction...
On finite-dimensional projections of distributions for solutions of randomly forced 2D Navier–Stokes equations
On Fisher information inequalities and score functions in non-invertible linear systems.