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In this paper the optimal control of a continuous-time hidden Markov model is discussed. The risk-sensitive problem involves a cost function which has an exponential form and a risk parameter, and is solved by defining an appropriate information state and dynamic programming. As the risk...
We consider an optimal control problem in which the dynamic equation and cost function depend on the recent past of the trajectory. The regularity assumed in the basic data is Lipschitz continuity with respect to the sup norm. It is shown that, for a given optimal solution, an adjoint arc of...
A mathematically rigorous procedure to estimate the Hausdorff dimension of the attractor is given. The method is based on invoking the Kaplan-Yorke-type estimate, through extending the argument of Constantin, Foias, and Temam.
Being mainly interested in the control of satellites, we investigate the problem of maneuvering a rigid body from a given initial attitude to a desired final attitude at a specified end time in such a way that a cost functional measuring the overall angular velocity is minimized.
Motivated by applications to neurophysiological problems, various authors have studied diffusion processes in duals of countably Hilbertian nuclear spaces governed by stochastic differential equations. In these models the diffusion coefficients describe the random stimuli received by spatially...
We define an anticipative stochastic integral of Stratonovich type with respect to a nonhomogeneous Wiener process in the dual of a nuclear space and investigate its basic properties.
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