Discrete feedback stabilization of semilinear control systems
Discrete feedback stabilization of semilinear control systems
For continuous time semilinear control systems with constrained control values stabilizing discrete feedback controls are discussed. It is shown that under an accessibility condition exponential discrete feedback stabilizability is equivalent to open loop exponential asymptotic null controllability. A numerical algorithm for the computation of discrete feedback controls is presented and a numerical example is discussed.
Discrete linear model following systems
Discrete linear regulator revisited
Discrete optimal control problems with nonsmooth costs
Discrete Riccati equation solutions: Distributed algorithms.
Discrete smoothing splines and digital filtration. Theory and applications
Two universally applicable smoothing operations adjustable to meet the specific properties of the given smoothing problem are widely used: 1. Smoothing splines and 2. Smoothing digital convolution filters. The first operation is related to the data vector with respect to the operations , and to the smoothing parameter . The resulting function is denoted by . The measured sample is defined on an equally spaced mesh
Discrete stochastic regulation and tracking
Discrete time arbitrage under transaction costs
Conditions for the absence of arbitrage in discrete time markets with various kinds of transaction costs are shown.
Discrete time infinite horizon risk sensitive portfolio selection with proportional transaction costs
Long run risk sensitive portfolio selection is considered with proportional transaction costs. In the paper two methods to prove existence of solutions to suitable Bellman equations are presented. The first method is based on discounted cost approximation and requires uniform absolute continuity of iterations of transition operators of the factor process. The second method is based on uniform ergodicity of portions of the capital invested in assets and requires additional assumptions concerning...
Discrete time nonlinear filters with informative observations are stable.
Discrete time risk sensitive portfolio optimization with consumption and proportional transaction costs
Risk sensitive and risk neutral long run portfolio problems with consumption and proportional transaction costs are studied. Existence of solutions to suitable Bellman equations is shown. The asymptotics of the risk sensitive cost when the risk factor converges to 0 is then considered. It turns out that optimal strategies are stationary functions of the portfolio (portions of the wealth invested in assets) and of economic factors. Furthermore an optimal portfolio strategy for a risk neutral control...
Discrete twice optimal control systems
Discrete-time adaptive control using a sliding mode.
Discrete-time control systems on homogeneous spaces: partition property
Discrete-time Markov control processes with discounted unbounded costs: Optimality criteria
Discrete-time Markov control processes with recursive discount rates
This work analyzes a discrete-time Markov Control Model (MCM) on Borel spaces when the performance index is the expected total discounted cost. This criterion admits unbounded costs. It is assumed that the discount rate in any period is obtained by using recursive functions and a known initial discount rate. The classic dynamic programming method for finite-horizon case is verified. Under slight conditions, the existence of deterministic non-stationary optimal policies for infinite-horizon case...
Discrete-time predictive control with overparameterized delay-plant models and an identified cancellation order
The paper presents several solutions to the discrete-time generalized predictive (GPC) controller problem, including an anticipative filtration mechanism, which are suitable for plants with nonzero transportation delays. Necessary modifications of the GPC design procedure required for controlling plants based on their non-minimal models are discussed in detail. Although inevitably invoking the troublesome pole-zero cancellation problem, such models can be used in adaptive systems as a remedy for...
Discrete-time state description of pure deadtime processes
This contribution deals with the discrete-time linear state models of pure deadtime multi-input, multi-output dynamic processes. A straightforward way is presented to obtain minimum-dimensional state realizations of these processes.
Discrete-time symmetric polynomial equations with complex coefficients
Discrete-time symmetric polynomial equations with complex coefficients are studied in the scalar and matrix case. New theoretical results are derived and several algorithms are proposed and evaluated. Polynomial reduction algorithms are first described to study theoretical properties of the equations. Sylvester matrix algorithms are then developed to solve numerically the equations. The algorithms are implemented in the Polynomial Toolbox for Matlab.