Compartmental models of immunological tolerance
Completion and clarification to the paper "Tests for relation type - equivalence or tolerance - in finite set of elements" (Control and Cybernetics 35, 2006, no. 2)
Completitud esencial de la clase de controles basados en un proceso suficiente.
Se define en este artículo el concepto de proceso suficiente para un proceso de control, así como el de control basado en un proceso suficiente. Se demuestra a continuación que el conjunto de controles basados en un proceso suficiente forma una clase esencialmente completa; por consiguiente, dado un control, existe un control basado en el proceso suficiente que tiene el mismo coste esperado que el anterior.
Computing the value function for an optimal control problem.
Condiciones suficientes de estabilidad para ecuaciones en derivadas parciales estocásticas con retardos.
Conditioning and error estimates in LQG design
Configuring a sensor network for fault detection in distributed parameter systems
The problem of fault detection in distributed parameter systems (DPSs) is formulated as that of maximizing the power of a parametric hypothesis test which checks whether or not system parameters have nominal values. A computational scheme is provided for the design of a network of observation locations in a spatial domain that are supposed to be used while detecting changes in the underlying parameters of a distributed parameter system. The setting considered relates to a situation where from among...
Consensus seeking in multi-agent systems with an active leader and communication delays
In this paper, we consider a multi-agent consensus problem with an active leader and variable interconnection topology. The dynamics of the active leader is given in a general form of linear system. The switching interconnection topology with communication delay among the agents is taken into consideration. A neighbor-based estimator is designed for each agent to obtain the unmeasurable state variables of the dynamic leader, and then a distributed feedback control law is developed to achieve consensus....
Consistent price systems for subfiltrations
Asymmetric or partial information in financial markets may be represented by different filtrations. We consider the case of a larger filtration F – the natural filtration of the “model world” – and a subfiltration that represents the information available to an agent in the “real world”. Given a price system on the larger filtration that is represented by a martingale measure Q and an associated numeraire S, we show that there is a canonical and nontrivial numeraire Ŝ such that the price system...
Constrained controllability of nonlinear stochastic impulsive systems
This paper is concerned with complete controllability of a class of nonlinear stochastic systems involving impulsive effects in a finite time interval by means of controls whose initial and final values can be assigned in advance. The result is achieved by using a fixed-point argument.
Constrained least squares control
Constrained portfolio liquidation in a limit order book model
We consider the problem of optimally placing market orders so as to minimize the expected liquidity costs from buying a given amount of shares. The liquidity price impact of market orders is described by an extension of a model for a limit order book with resilience that was proposed by Obizhaeva and Wang (2006). We extend their model by allowing for a time-dependent resilience rate, arbitrary trading times, and general equilibrium dynamics for the unaffected bid and ask prices. Our main results...
Constrained robust adaptive stabilization for a class of lower triangular systems with unknown control direction
This paper studies the constrained robust adaptive stabilization problem for a class of lower triangular systems with unknown control direction. A robust adaptive feedback control law for the systems is proposed by incorporating the technique of Barrier Lyapunov Function with Nussbaum gain. Such a controlled system arises from the study of the constrained robust output regulation problem for a class of output feedback systems with the unknown control direction and a nonlinear exosystem. An application...
Continuity of solutions of Riccati equations for the discrete-time JLQP
The continuity of the solutions of difference and algebraic coupled Riccati equations for the discrete-time Markovian jump linear quadratic control problem as a function of coefficients is verified. The line of reasoning goes through the use of the minimum property formulated analogously to the one for coupled continuous Riccati equations presented by Wonham and a set of comparison theorems.
Continuous feedback stabilization for a class of affine stochastic nonlinear systems
We investigate the state feedback stabilization, in the sense of weak solution, of nonlinear stochastic systems when the drift is quadratic in the control and the diffusion term is affine in the control. Based on the generalised stochastic Lyapunov theorem, we derive the necessary conditions and the sufficient conditions, respectively, for the global asymptotic stabilization in probability by a continuous feedback explicitly computed. The interest of this work is that the existing control methods...
Contribution to prior tuning of LQG selftuners
Control of a class of chaotic systems by a stochastic delay method
A delay stochastic method is introduced to control a certain class of chaotic systems. With the Lyapunov method, a suitable kind of controllers with multiplicative noise is designed to stabilize the chaotic state to the equilibrium point. The method is simple and can be put into practice. Numerical simulations are provided to illustrate the effectiveness of the proposed controllable conditions.
Control of jump processes and applications
Control of linear systems with rational expectations. The case of incomplete information.
The problem of optimal control of linear economic systems with rational expectations and quadratic objective function is solved for the case of incomplete information. The case of complete information has been previously studied. In both problems the hypothesis of causality is not satisfied and, therefore, the standard techniques of control theory cannot be directly applied, though the method used is based on these techniques.
Control of uncertain processes: applied theory and algorithms