Periodical coefficient linear systems with random stationary input
Pole placement for generalized MFD's
Predictability and control synthesis
Processes modeled by a timed event graph may be represented by a linear model in dioïd algebra. The aim of this paper is to make temporal control synthesis when state vector is unknown. This information loss is compensated by the use of a simple model, the “ARMA” equations, which enables to introduce the concept of predictability. The comparison of the predictable output trajectory with the desired output determines the reachability of the objective.
Problem of optimal control with one-sided mixed restrictions for controlled objects described by integral equations with measure.
Properties of set-valued stochastic integrals
We introduce set-valued stochastic integrals driven by a square-integrable martingale and by a semimartingale. We investigate properties of both integrals.
Properties of solution set of stochastic inclusions.