Periodical coefficient linear systems with random stationary input
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Pole placement for generalized MFD's
Manolis A. Christodoulou (1988)
Kybernetika
Predictability and control synthesis
Philippe Declerck (1999)
Kybernetika
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.
Dzhgarkava, Dimitri T. (1997)
Memoirs on Differential Equations and Mathematical Physics
Properties of set-valued stochastic integrals
Jerzy Motyl, Joachim Syga (2006)
Discussiones Mathematicae Probability and Statistics
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.
Kisielewicz, Michał (1993)
Journal of Applied Mathematics and Stochastic Analysis
Currently displaying 1 – 6 of 6
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