Mean-variance optimal local reinsurance contracts
Marek Kałuszka (2003)
Control and Cybernetics
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Marek Kałuszka (2003)
Control and Cybernetics
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Mouquan Shen, Guangming Zhang, Yuhao Yuan, Lei Mei (2014)
Kybernetika
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This paper is concerned with the non-fragile sampled data filtering problem for continuous Markov jump linear system with partly known transition probabilities (TPs). The filter gain is assumed to have additive variations and TPs are assumed to be known, uncertain with known bounds and completely unknown. The aim is to design a non-fragile filter to ensure both the robust stochastic stability and a prescribed level of performance for the filtering error dynamics. Sufficient conditions...
Popa, Emil (2007)
General Mathematics
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Ehrke, John (2009)
Electronic Journal of Qualitative Theory of Differential Equations [electronic only]
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Puschnigg, Michael (2003)
Documenta Mathematica
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Pirillo, Giuseppe (1986)
Séminaire Lotharingien de Combinatoire [electronic only]
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Alán Tapia, Raymundo Márquez, Miguel Bernal, Joaquín Cortez (2014)
Kybernetika
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In this work, an alternative for sliding surface design based on linear and bilinear matrix inequalities is proposed. The methodology applies for reduced and integral sliding mode control, both continuous- and discrete-time; it takes advantage of the Finsler's lemma to provide a greater degree of freedom than existing approaches for sliding subspace design. The sliding surfaces thus constructed are systematically found via convex optimization techniques, which are efficiently implemented...
Ciliberto, Ciro, van der Geer, Gerard (2008)
Documenta Mathematica
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