Search
Now showing items 1-10 of 13
Role of measure-valued decompositions in stochastic control
(American Automatic Control Council, 1994)
Following up the measure-valued decompositions of Kunita [1], and the martingale representation result for L2-processes of Bensoussan [2], we have recently derived in [3], necessary conditions of optimizing nonlinear ...
The role of information state and adjoint in relating nonlinear output feedback risk-sensitive control and dynamic games
(1997)
This paper employs logarithmic transformations to establish relations between continuous-time nonlinear partially observable risk-sensitive control problems and analogous output feedback dynamic games. The first logarithmic ...
Stochastic models for short-term multipath fading channels: chi-square and Ornstein-Uhlenbeck processes
(IEEE, 1999)
This paper discusses the use of stochastic differential equations to model signal envelope variations over areas, which are subject to short-term fading effects. The short-term fading effects are modeled using Ornstein-Uhlenbeck ...
Evaluation of likelihood-ratio and performance bounds for nonlinear decision problems via stochastic PDE
(American Automatic Control Council, 1994)
The nonlinear binary decision problem with signal satisfying a diffusion equation observed through noisy measurements is considered. Using the unnormalized conditional density of nonlinear filtering, expressions for ...
Stochastic models for long-term multipath fading channels and their statistical properties
(IEEE, 1999)
This paper discusses the use of stochastic differential equations and point processes to model the long-term fading effects during transmission of electromagnetic waves over large areas, which are subject to multipaths and ...
Necessary conditions for partially observed diffusions
(IEEE, 1993)
We present a new approach to deriving necessary conditions for stochastic partially observed control problems when the control enters the drift coefficient, and correlation between signal and observation noise is allowed. ...
Performance analysis for a changepoint problem
(1999)
Nonlinear stochastic differential equations are used to model a version of the changepoint problem. State estimates of the minimum mean-square-error-type are used in likelihood-ratio tests to detect the time of change. ...
Partially observable nonlinear risk-sensitive control problems: Dynamic programming and verification theorems
(1997)
In this paper, we consider continuous-time partially observable optimal control problems with exponential-of-integral cost criteria. We derive a rigorous verification theorem when the state and control enter nonlinear in ...
Time-dependent rheology of semisolid metal suspensions
(Affiliation: Metals Processing Inst, Worcester, United StatesCorrespondence Address: Burgos, Gilmer R.Metals Processing Inst, Worcester, United States, 1999)
Understanding the time-dependent flow behavior of semisolid materials (SSM) is essential for the simulation of semisolid processes. During processing, the structure of the material changes with the processing history due ...
Stable finite element solutions of fully viscous compressible flows
(1995)
This paper presents a stable approach to solve convection-dominated flows in the presence of compressibility effects. This approach employs the Petrov-Galerkin weighing to the FEM equations to achieve stability at the high ...