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A finite state, continuous time Markov chain is considered and the solution to the filtering problem given when the observation process counts the total number of jumps. The Zakai equation for the unnormalized conditional distribution is obtained and the control problem discussed in separated...
In a previous paper the author has introduced a new notion of a (generalized) viscosity solution for Hamilton-Jacobi equations with an unbounded nonlinear term. It is proved here that the minimal time function (resp. the optimal value function) for time optimal control problems (resp. optimal...
In this paper we present a new approach to solve a two-level optimization problem arising from an approximation by means of the finite element method of optimal control problems governed by unilateral boundary-value problems. The problem considered is to find a minimum of a functional with...
In this paper the continuity in the uniform operator topology of the solution of the stationary Riccati equation in Hilbert space as a function of parameters is verified. The assumptions for this verification are the uniform operator continuity of the uncontrolled semigroup with respect to...
In this paper we eliminate altogether geometrical conditions that were assumed (even) with control action on the entire boundary in prior literature: (i) strict convexity of our paper [LT4] on uniform stabilization of the wave equation in the (optimal) state spaceL
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