1 - 10 of 10 articles
In the first part of this paper, we summarize and complete earlier results of Delfour-Mitter  on the optimal control problem for linear hereditary differential systems (HDS) with a linear-quadratic cost function. The properties of the operator Π(t) which characterizes the feedback gains and...
The problem of derivatives of weak distributions is studied in the context of likelihood ratios of signals in noise, the ‘independent’ case. We show that the derivative is defined in that case and obtain a formula for it. The main result is in Section 2; the necessary introductory material is in...
A constitutive law for a class of non newtonian fluids is considered. The stress-tensionσ is defined as an element in the subgradient of a convex, l.s.c. function:σ ∈ ∂ϕ(D);D is the tension of the rate of deformation. We give existence and uniqueness theorems. Some examples (Bingham fluid,...
The hydrodynamic lubrication of a complete journal bearing of finite width is studied using the theory of variational inequalities: we deal mainly with existence, uniqueness and regularity of the solution.
The paper treats a computational method for the Optimal Stopping and Stochastic Impulsive Control problem for a diffusion. In the latter problem control acts only intermittently since there is a basic positive “transaction” cost to be paid at each instant that the control acts. For eachh > 0, a...
For a class of partially observed Markov processes a representation for the optimal non-linear filter is obtained in which stochastic integrals are absent.
Read and print from thousands of top scholarly journals.
Already have an account? Log in
Bookmark this article. You can see your Bookmarks on your DeepDyve Library.
To save an article, log in first, or sign up for a DeepDyve account if you don’t already have one.
Sign Up Log In
To subscribe to email alerts, please log in first, or sign up for a DeepDyve account if you don’t already have one.
To get new article updates from a journal on your personalized homepage, please log in first, or sign up for a DeepDyve account if you don’t already have one.