scientific article; zbMATH DE number 3281211
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zbMath0176.12701MaRDI QIDQ5566063
Publication date: 1969
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control problem with integral state constraints, Robust quantile estimation under bivariate extreme value models, Analysis of parametric models. Linear methods and approximations, Adaptive reduced-basis generation for reduced-order modeling for the solution of stochastic nondestructive evaluation problems, A Fenchel-Moreau-Rockafellar type theorem on the Kantorovich-Wasserstein space with applications in partially observable Markov decision processes, Finite element methods for one dimensional elliptic distributed optimal control problems with pointwise constraints on the derivative of the state, Duality in optimal impulse control, Efficient learning with robust gradient descent, Dynamic discrete-time portfolio selection for defined contribution pension funds with inflation risk, Golden options in financial mathematics, Nonparametric estimation of the lifetime and disease onset distributions for a survival-sacrifice model, Valuation and pricing of electricity delivery contracts: the producer's view, On maximum enstrophy dissipation in 2D Navier-Stokes flows in the limit of vanishing viscosity, Computing semiparametric efficiency bounds in linear models with nonparametric regressors, First- and second-order analysis for optimization problems with manifold-valued constraints, Effects of changes in preferences in moral hazard problems, On optimization problem for positive operator-valued measures, Bounds on the conditional and average treatment effect with unobserved confounding factors, A constrained gentlest ascent dynamics and its applications to finding excited states of Bose-Einstein condensates, Robust utility maximization under convex portfolio constraints, A level-set-based topology optimization strategy using radial basis functions and a Hilbertian velocity extension, A Riemannian under-determined BFGS method for least squares inverse eigenvalue problems, Second-order optimality conditions for infinite-dimensional quadratic programs, Lagrange multipliers, duality, and sensitivity in set-valued convex programming via pointed processes, Constrained stochastic LQ control with regime switching and application to portfolio selection, Necessary conditions for optimal terminal time control problems governed by a Volterra integral equation, Optimization of radar scanning strategies using an ensemble relative error criterion, Radar network scanning coordination based on ensemble transform Kalman filtering variance optimization, On the effect of additional input channels on the achievable performance of discrete-time control systems, Unified frameworks for sampled-data extremum seeking control: global optimisation and multi-unit systems, A fixed-point algorithm for blind source separation with nonlinear autocorrelation, The maximum principle for discrete-time control systems and applications to dynamic games, Symmetric duality in continuous-time programming via minmax duality, Canonical analysis of two convex polyhedral cones and applications, A direct derivation of the interpolation smoother, The \(C_ M\)-embedded problem and optimality conditions, Asymptotically efficient parameter estimation using quantized output observations, On the value of information in the presence of moral hazard, Efficient portfolios in financial markets with proportional transaction costs, A survey on dual decomposition methods, On the Lagrange multiplier theorem in Banach spaces, Optimal control using microscopic models for a pollutant elimination problem, Designing sound deposit insurances, Random fixed point theorems under weak topology features and application to random integral equations with lack of compactness, Existence and uniqueness of fixed points for monotone operators in partially ordered Banach spaces and applications, Bilinear quantum systems on compact graphs: well-posedness and global exact controllability, Injectivity and self-contact in second-gradient nonlinear elasticity, Optimal processes in a parametric optimal economic growth model, Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations, Zeros of optimal polynomial approximants in \(\ell_A^p\), Indefinite least squares with a quadratic constraint, Optimal control for a coupled spin-polarized current and magnetization system, Optimal reinsurance and investment strategies under mean-variance criteria: partial and full information, Informed principal problems in bilateral trading, Global error bound for convex inclusion problems, Exact optimization: Part I, Vortex design problem, Mean-variance asset-liability management under CIR interest rate and the family of 4/2 stochastic volatility models with derivative trading, Linear pencils and quadratic programming problems with a quadratic constraint, Partially observed nonlinear risk-sensitive optimal stopping control for nonlinear discrete-time systems, Model identification of a network as compressing sensing, Multilevel reverse Stackelberg differential games: existence and solution approach for affine strategies, Imperfect competition in two-sided matching markets, A Riemannian inexact Newton dogleg method for constructing a symmetric nonnegative matrix with prescribed spectrum, Optimal ensemble control of stochastic time-varying linear systems, On the existence of paths between points in high level excursion sets of Gaussian random fields, An optimal model identification for oscillatory dynamics with a stable limit cycle, Approximation of weak adjoints by reverse automatic differentiation of BDF methods, A finite steps algorithm for solving convex feasibility problems, Portfolio optimization in discontinuous markets under incomplete information, Normality of the maximum principle for nonconvex constrained Bolza problems, On convergence to the exponential utility problem, Necessary conditions and duality for inexact nonlinear semi-infinite programming problems, Cone characterizations of approximate solutions in real vector optimization, THE COSTATE VARIABLE IN NATURAL RESOURCE OPTIMAL CONTROL PROBLEMS, Risk-neutral valuation with infinitely many trading dates, A multiplier rule on a metric space, Discrete boundary value problems on infinite intervals, Periodic smoothing splines, A result on output feedback linear quadratic control, Smooth backfitting in generalized additive models, Hölder continuity of adjoint states and optimal controls for state constrained problems, Generation of classes of robust periodic railway timetables, Discounted Markov decision processes with utility constraints, Worst-case large-deviation asymptotics with application to queueing and information theory, Robust control and model misspecification, A multiscale method for distributed parameter estimation with application to reservoir history matching, An iterative procedure for general probability measures to obtain \(I\)-projections onto intersections of convex sets, The distance between two convex sets, LINKED RECURSIVE PREFERENCES AND OPTIMALITY, Optimal \(\mathcal H_2\) controllers for spatially invariant systems with delayed communication requirements, Necessary and sufficient conditions for robust identification of uncertain LTIstems, Semiparametric estimation of treatment effect in a pretest-posttest study with missing data (with comments and rejoinder), Automatic decomposition of time series into step, ramp, and impulse primitives, Large deviations of infinite intersections of events in Gaussian processes, Consistent estimation with many moment inequalities, Variable horizon robust predictive control via adjustable controllability sets, Density and cost in nonlinear control, A Gautschi time-stepping approach to optimal control of the wave equation, Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate, Jump-diffusion asset-liability management via risk-sensitive control, Markowitz's mean-variance asset-liability management with regime switching: a continuous-time model, New necessary conditions of optimality for control problems with state- variable inequality constraints, Convergente rate of a penalty-function scheme, Suboptimal security solution of a linear-quadratic pursuit-evasion game with mixed noises, An optimum settling problem for time lag systems, Necessary optimality criteria in mathematical programming in normed linear spaces, Duality relationships for a nonlinear version of the generalized Neyman- Pearson problem, Optimal plastic design for partially preassigned strength distribution, A theorem of the alternative with application to convex programming: optimality, duality, and stability, On sensitivity in optimal control problems, Über eine Penalty-Methode, An attainable sets approach to optimal control of functional differential equations with function space terminal conditions, Mixed strategy solutions for quadratic games, The use of operator factorization for linear control and estimation, General Lagrange multiplier theorems, Optimal filter design subject to output sidelobe constraints: Theoretical considerations, Optimale approximation linearer Funktionale auf periodischen Funktionen, Differential Riccati equation for the active control of a problem in structural acoustics, Computation of Nash equilibria: Admissibility of parallel gradient descent, A note on arbitrage and exogenous collateral, Dykstra's algorithm with strategies for projecting onto certain polyhedral cones, Metric regularity of semi-infinite constraint systems, Strategic response to pollution taxes in supply chain networks: dynamic, spatial, and organizational dimensions, Constrained nonsmooth utility maximization on the positive real line, Lagrangian and Hamiltonian formulation for infinite-dimensional systems – a variational point of view, Nonparametric estimating equations based on a penalized information criterion, Perspectives of Risk Sharing, Stability for parameter estimation in two point boundary value problems, A Framework for Wasserstein-1-Type Metrics, MIXED FINITE ELEMENT METHODS FOR ONE-DIMENSIONAL PROBLEMS: A SURVEY, Quasi-Multiplier Rules for Quasidifferentiable Extremum Problems, Mesh-Independence of Lagrange-SQP Methods with Lipschitz-Continuous Lagrange Multiplier Updates, Stability in Affine Optimal Control Problems Constrained by Semilinear Elliptic Partial Differential Equations, Endogenous configuration space approach to mobile manipulators: A derivation and performance assessment of Jacobian inverse kinematics algorithms, Regularization in state space, Parameter Selection Methods in Inverse Problem Formulation, THE TWO-TRAIN SEPARATION PROBLEM ON LEVEL TRACK WITH DISCRETE CONTROL, Optimal robust tracking by state feedback: infinite horizon, Sequential selection of random vectors under a sum constraint, Optimal economic growth problems with high values of total factor productivity, SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION, Duality via halfspaces, Robustness measures for linear systems with application to stability radii of Hurwitz and Schur polynomials, Min-max game theory and algebraic Riccati equations for boundary control problems with analytic semigroups—II. The general case, Mean-variance problem for an insurer with default risk under a jump-diffusion risk model, Approximate Fixed Point Theory for Countably Condensing Maps and Multimaps and Applications, Stochastic monotonicity of a distribution family associated with matrix projections and its application, Optimal robust control of nonlinear time-delay systems: Maintaining low operating errors during feedback outages, On analysis and design of discrete-time constrained switched systems, Semiparametric Stochastic Frontier Estimation via Profile Likelihood, A duality theorem in Hilbert space, Control system design via infinite linear programming, ℋ∞control in discrete time: state feedback control and norm bounds, Asymptotic farthest points and extreme points, Informed-principal problems in environments with generalized private values, H∞-control and filtering with initial uncertainty for time-varying systems, Computation of Ground States of the Gross--Pitaevskii Functional via Riemannian Optimization, Strong Lagrange duality and the maximum principle for nonlinear discrete time optimal control problems, Necessary and sufficient conditions for regularity of constraints in convex programming, First and Second Order Shape Optimization Based on Restricted Mesh Deformations, Periodic sampling: maximising the sampling period, Modelling and hierarchical optimization for oversaturated urban road traffic networks, Optimal scanning control of parabolic systems†, Fenchel and Lagrange duality are equivalent, Multiplier method and optimal control problems with terminal state constraints, On the application of deterministic and stochastic programming methods to problems of economics;Mathematische Programmierung und ihre Anwendung auf die Wirtschaft, Unnamed Item, Well-Posedness and Output Regulation for Implicit Time-Varying Evolution Variational Inequalities, Multidimensional Rational Covariance Extension with Approximate Covariance Matching, On interior and convexity conditions, development of dual problems and saddlepoint optimality criteria in abstract mathematical programming, On generalized control theory and its applications in optimal economic planning, Iterative algorithm for the minimum fuel and minimum amplitude problems for linear discrete systems, A tractable model of monetary exchange with ex post heterogeneity, Multiagent Mechanism Design Without Money, On a general saddle-point condition in normed spaces, Unnamed Item, An innovation approach to optimize a Kalman filter with anH∞error bound by secant method, DYNAMIC DUAL PROGRAMMING PROBLEMS AND THEIR ECONOMIC INTERPRETATION, An equilibrium theorem for subdifferential, Boundedness and closedness of linear relations, OPTIMAL CONSUMPTION AND PORTFOLIO SELECTION WITH INCOMPLETE MARKETS AND UPPER AND LOWER BOUND CONSTRAINTS, Numerical methods of nonlinear optimal control based on mathematical programming, The Cosmic Hausdorff Topology, the Bounded Hausdorff Topology and Continuity of Polarity, Infinite dimensional radial basis function neural networks for nonlinear transformations on function spaces, A morley finite element method for an elliptic distributed optimal control problem with pointwise state and control constraints, Unnamed Item, Function evaluation with feedforward neural networks, Quadratic duality over convex cone domains, Upper and lower bounds for solutions of linear operator problems with unilateral constraints, Identification of noisy distributed parameter systems using stochastic approximation†, On infeasible gradient-type coordination algorithms for dynamical systems, Building Adaptive Estimating Equations When Inverse of Covariance Estimation is Difficult, The application of hierarchical control methods to a managerial problem, Unnamed Item, Neighborhood effects and maintenance of the urban housing stock*, Multivalued convexity and optimization: A unified approach to inequality and equality constraints, A Robust Saturated Strategy for $n$-Player Prisoner's Dilemma, Optimal Estimation via Nonanticipative Rate Distortion Function and Applications to Time-Varying Gauss--Markov Processes, On the solution of a minimax terminal state estimation problem A Hilbert space approach, Unnamed Item, Une analyse de la méthode des domaines fictifs pour le problème de Helmholtz extérieur, Information Geometry for Approximate Bayesian Computation, Maximum amplification of enstrophy in three-dimensional Navier–Stokes flows, A Comparison of Game-Theoretic Models for Parallel Trade, An extended conjugate gradient algorithm for the diffusion equation, Reachability of targets subject to disturbances bounded by convex sets, Nonparametric Functional Estimation by Asymptotic Regression, First and second-order necessary and sufficient optimality conditions for infinite-dimensional programming problems, Robust Inventory Management: An Optimal Control Approach, Super efficiency in convex vector optimization, Iterative learning control using optimal feedback and feedforward actions, FUNDAMENTAL MARXIAN THEOREM IN CASE OF MULTIPLE ACTIVITIES, Low-sensitivity feedback controllers for linear systems with incomplete state information, Unnamed Item, A lagrange multiplier theorem for control problems with state constraints, Controllability of localised quantum states on infinite graphs through bilinear control fields, Generalized convex functionals and some duality results, An approach to the solution of minimum cost problems by functional analysis, Controllability of bilinear quantum systems in explicit times via explicit control fields, Unnamed Item, A dual parameterization approach to linear-quadratic semi-infinite programming problems, A comparison of numerical methods for optimal shape design problems, Terminal Ranking Games, Modified reference tracking MPC for constrained linear systems, Generalized maximum entropy estimation, Optimality theorems for linear fractional optimization problems involving integral functions defined on Cn [0,1], ε-Pareto Optimality Conditions for Convex Multiobjective Programming via Max Function, Diffusion approximation for an input-queued switch operating under a maximum weight matching policy, Optimization of steerable sensor network for threat detection, A predictive wall model for large-eddy simulation based on optimal control techniques, Unnamed Item, Capacity of a Single Spiking Neuron Channel, A Unified Classification Model Based on Robust Optimization, Minimal-time control of distributed-parameter systems with multiple-norm constraints on the control function†, Active Fault Isolation: A Duality-Based Approach via Convex Programming, Optimal Quantizer Scheduling and Controller Synthesis for Partially Observable Linear Systems, Periodic sampling and continuous system identification, Systematic search for singularities in 3D Euler flows, Financial maintenance covenants in bank loans, Kullback–Leibler-Quadratic Optimal Control, On the formalization of Gram-Schmidt process for orthonormalizing a set of vectors, Improved second-order methods for solving constrained parameter optimization problems arising in control†, Continuous-time mean-variance portfolio selection under non-Markovian regime-switching model with random horizon, Optimal fund menus, Optimal control of the vibrations of a non-linear string†, Analysis of the single reference coupled cluster method for electronic structure calculations: the full-coupled cluster equations, Comparative advantage with many goods: new treatment and results, Learning with risks based on M-location, A family of predictor-corrector schemes for a class of variational inequalities, Determination of Volterra kernels from input-output data, Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown $L^2$-Disturbance, Extreme vortex states and the growth of enstrophy in three-dimensional incompressible flows, A numerical method for solving optimal control problems with unspecified terminal time†, Unnamed Item, Functional analysis and the optimal control of linear discrete systems, Relative efficiency of computing optimal growth by conjugate gradient and Davidon methods, Dynamic boundary control games with networks of strings, Actuarial Risk Matrices: The Nearest Positive Semidefinite Matrix Problem, A Universal Dynamic Program and Refined Existence Results for Decentralized Stochastic Control, Foundations of Support Constraint Machines, Riemannian Newton-CG methods for constructing a positive doubly stochastic matrix from spectral data*, Fastest recovery after feedback disruption: nonlinear delay-differential systems, Global Exact Controllability of Bilinear Quantum Systems on Compact Graphs and Energetic Controllability, Penalized multidimensional fitting for protein movement detection, Input Efficiency Measures: A Generalized, Encompassing Formulation, Balanced model reduction of partially observed Langevin equations: an averaging principle, Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets, A necessary and sufficient condition for minimizing a convex Fréchet differentiable function on a certain hyperplane., A functional optimization approach to an inverse magneto-convection problem., On a class of inverse optimal control problems, Optimal control, statistics and path planning, A general Lagrangian approach for non-concave moral hazard problems, Interval-valued random functions and the kriging of intervals, Spatial continuity measures for probabilistic and deterministic geostatistics, New distance measures: the route toward truly non-Gaussian geostatistics, Autocovariance Estimation in Regression with a Discontinuous Signal and m‐Dependent Errors: A Difference‐Based Approach, A study of ``probabilistic and ``deterministic geostatistics. Comment to: ``Spatial continuity measures for probabilistic anddeterministic geostatistics by E. H. Isaaks and R. M. Srivastava. With a reply by Srivastava and Isaaks, Inverse theory in the earth sciences -- an introductory overview with emphasis on Gandin's method of optimum interpolation, Spatial declustering weights, THE BEST WEIGHTED GRADIENT APPROXIMATION TO AN OBSERVED FUNCTION, Optimal control in radiative transfer, Optimal trajectory planning and smoothing splines, A simplified approach to computing efficiency bounds in semiparametric models, Projection pricing, Well-posed and ill-posed optimal control problems, Variational methods, multisymplectic geometry and continuum mechanics, Fuzzy convex set-based pattern classification for analysis of mammographic microcalcifications, Robust m-estimators, Generating Eigenvalue Bounds Using Optimization, Baxter-Chacon topology and vector-valued optimal stopping problems, Yield curve estimation by kernel smoothing methods, Real and complex pseudozero sets for polynomials with applications, Mesh independence and fast local convergence of a primal-dual active-set method for mixed control-state constrained elliptic control problems, Robust stability and performance of stochastic uncertain systems on an infinite time interval, On continuity and consistency of \(\ell_{\infty}\) optimal models, Duality and infinite dimensional optimization, Duality gap function in infinite dimensional linear programming, An acceleration scheme for Dykstra's algorithm, Optimality conditions for infinite order hyperbolic control problem with non-standard functional and time delay, Optimal inverses and abstract splines, Optimal Closures in a Simple Model for Turbulent Flows, A representation of generalized convex polyhedra and applications, INVERSION OF OPERATOR PENCILS ON HILBERT SPACE, Role of the filter functions in noise spectroscopy, Dynamic Asset Allocation with Uncertain Jump Risks: A Pathwise Optimization Approach, An optimal quasi solution for the Cauchy problem for Laplace equation in the framework of inverse ECG, Fastest recovery from feedback loss: Bounded overshoot, Semidefinite Approximations of Reachable Sets for Discrete-time Polynomial Systems, A set-valued Lagrange theorem based on a process for convex vector programming, Finding Relevant Linear Manifolds in Classification by Gaussian Mixtures, Identification of Properties of Stochastic Elastoplastic Systems, Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market, An inverse-model approach to multivariable norm optimal iterative learning control with auxiliary optimisation, Innovation approach to reduced-order estimation of complementary states., Dynamic Programming Subject to Total Variation Distance Ambiguity, Optimal Diversification in the Presence of Parameter Uncertainty for a Risk Averse Investor, Effective conditions for the reflection of an acoustic wave by low-porosity perforated plates, Optimal robust state-feedback control of nonlinear systems: minimal time to target, A Family of $H(div)$ Finite Element Approximations on Polygonal Meshes, Augmented Lagrangian Method for Optimal Control Problems, Analyzing a Maximum Principle for Finite Horizon State Constrained Problems via Parametric Examples. Part 2: Problems with Bilateral State Constraints, Convergence of Slices, Geometric Aspects in Banach Spaces and Proximinality, A primal–dual regularized interior-point method for semidefinite programming, Practical Direct Collocation Methods for Computational Optimal Control, Robust Retirement with Return Ambiguity: Optimal \(\boldsymbol{G}\)-Stopping Time in Dual Space, Projections onto hyperbolas or bilinear constraint sets in Hilbert spaces, Multi-period Telser's safety-first portfolio selection problem in a defined contribution pension plan, Probabilistic learning constrained by realizations using a weak formulation of Fourier transform of probability measures, A Viscous Ergodic Problem with Unbounded and Measurable Ingredients, Part 1: HJB Equation, Some advances on constrained Markov decision processes in Borel spaces with random state-dependent discount factors, Actuarial pricing with financial methods, The Black–Scholes equation in the presence of arbitrage, A control space ensuring the strong convergence of continuous approximation for a controlled sweeping process, Mean escape time of switched Riccati differential equations, Constrained Monotone Mean-Variance Problem with Random Coefficients, Approximated multi-agent fitted Q iteration, Robust resource allocation strategy for technology innovation ecosystems: state and control constraints, Locally Robust Semiparametric Estimation, On the behaviour of the underrelaxed Hildreth's row-action method for computing projections onto Polyhedra, A hadamard-stable extension of courant's sequential method for convex extremal problems, A note on the existence of subgradients, Descent methods for composite nondifferentiable optimization problems, Two-level hierarchical control for stochastic optimal resource allocation†, A SIMPLE METHOD FOR OPTIMIZATION, Solution of the aggregate production planning problem in a multi-stage-multi-product manufacturing system using functional space analysis and quadratic programming approaches, The Multiobjective Optimization Problem of Set Function, Control Problems Governed by a Pseudo-Parabolic Partial Differential Equation, Advances in Quantum Detection, Average Performance of the Sparsest Approximation Using a General Dictionary, Semidefinite Approximations of Projections and Polynomial Images of SemiAlgebraic Sets, Nondifferentiable optimization by smooth approximations, A systematization of convexity and quasiconvexity concepts for set-valued maps, defined byl-type andu-type preorder relations, Singularities, Walrasian Economies and Economic Crisis, On the relationship between levinson recursion and the r and s arrays for arma model identification, The Kalman filter: an introduction to the mathematics of linear least mean square recursive estimation, EFFICIENT HEDGING FOR DEFAULTABLE SECURITIES AND ITS APPLICATION TO EQUITY-LINKED LIFE INSURANCE CONTRACTS, Optimal nonlinear eddy viscosity in Galerkin models of turbulent flows, The Slater Conundrum: Duality and Pricing in Infinite-Dimensional Optimization, An Energy-Minimization Finite-Element Approach for the Frank--Oseen Model of Nematic Liquid Crystals, Generalized disturbance localization using energy-based interaction measures, Maximum palinstrophy growth in 2D incompressible flows, Necessary conditions for constrained optimal control problems via mathematical programming, LQ Control under Security Constraints, Energy Minimization for Liquid Crystal Equilibrium with Electric and Flexoelectric Effects, Matching a system behavior with a known set of models: A quadratic optimization-based adaptive solution, An inverse scattering problem for the time-dependent Maxwell equations: nonlinear optimization and model-order reduction, Trajectory optimization for kinematically redundant arms, On Optimum Propulsion by Means of Small Periodic Motions of a Rigid Profile. I. Properties of Optimum Motions, On the Hahn-Banach Extension Property, Examples of optimal controls for linear stochastic control systems with partial observation, An adaptive numerical method for semi-infinite elliptic control problems based on error estimates, Experimental design and identifiability for non-linear systems, Optimizing the location of assembly tasks in a manipulator's workspace, Nonlinear alternative theorems and nondifferentiable programming, Simultaneously least favorable experiments, Robust mean field games for coupled Markov jump linear systems, On Block-Iterative Entropy Maximization, Analysis of a constrained minimization problem modeling the orientation distribution of rod-like particles, Dual gauge programs, with applications to quadratic programming and the minimum-norm problem, Application of iterative suboptimal strategies for improving adaptation transients in adaptive systems, Analytical uses of Kalman filtering in econometrics — A survey, Unnamed Item, Fastest recovery after feedback disruption, Neural network coding of natural images with applications to pure mathematics, Computation of optimal control for linear systems with delay, On the Optimality of Linear Signaling to Deceive Kalman Filters over Finite/Infinite Horizons, Sub-Riemannian Methods in Shape Analysis, Linear PDEs and eigenvalue problems corresponding to ergodic stochastic optimization problems on compact manifolds, Markowitz's Mean-Variance Asset–Liability Management with Regime Switching: A Multi-Period Model, Adaptive control design for uncertain polynomial nonlinear systems with parametric uncertainties, Design and analysis of linear predictor-corrector digital filters, Dynamics and control of viscoelastic solids with contact and friction effects, Gradient-projection and policy-iteration methods for solving optimization problems in STEOR networks, All optimal Hankel-norm approximations of linear multivariable systems and theirL,∞-error bounds†, Fundamental theorem for optimal output feedback problem with quadratic performance criterion, Unnamed Item, A vector space model approach to production planning for a multi-product, multi-cell and multi-stage manufacturing system, Generalized Geometric Programming for Functionals, SENSITIVITY ANALYSIS IN ECONOMIC THEORY*, The Nearest Real Polynomial with a Real Multiple Zero in a Given Real Interval, AN EQUATION-FREE APPROACH TO NONLINEAR CONTROL: COARSE FEEDBACK LINEARIZATION WITH POLE-PLACEMENT, On optimal allocation of a continuous resource using an iterative approach and total positivity, Optimal spatial field control for controlled release, Comparison of stop rule and maximum expectations for finite sequences of exchangeable random variables, OPTIMAL INVESTMENT WITH AN UNBOUNDED RANDOM ENDOWMENT AND UTILITY‐BASED PRICING, Locally robust correlation coefficients, Shape optimization of piezoelectric sensors or actuators for the control of plates, Deterministic Mean-Field Ensemble Kalman Filtering, $\mathcal{L}^p$-PROJECTIONS OF RANDOM VARIABLES AND ITS APPLICATION TO FINANCE, LOG-GAIN STOICHIOMETRIC STEPWISE REGRESSION FOR MP SYSTEMS, Complete characterization of optimality for convex programming in banach spaces†, Wealth optimization and dual problems for jump stock dynamics with stochastic factor, Iterative Learning in Repetitive Optimal Control of Linear Dynamic Processes, A simplex algorithm for minimum-cost network-flow problems in infinite networks, Projection onto a Polyhedron that Exploits Sparsity, Multidimensional Rational Covariance Extension with Applications to Spectral Estimation and Image Compression, INCENTIVE EFFICIENT PRICE SYSTEMS IN LARGE INSURANCE ECONOMIES WITH ADVERSE SELECTION, Lagrangian duality for a class of infinite programming problems, The duality method for optimal control problems of distributed parameter systems with state constraints, Unnamed Item, Space mapping techniques for a structural optimization problem governed by thep-Laplace equation, A balanced truncation-based strategy for optimal control of evolution problems, A General Robust MPC Design for the State-Space Model: Application to Paper Machine Process, The Fenchel-Moreau Theorem for Set Functions, Direct theorems in semi-infinite convex programming, On Levy's identification, its generalization and applications, Optimal control problems on parallelizable Riemannian manifolds: theory and applications, EQUITY CORRELATIONS IMPLIED BY INDEX OPTIONS: ESTIMATION AND MODEL UNCERTAINTY ANALYSIS, A simple solution to a continuous-time mean-variance portfolio selection via the mean-variance hedging, Remarks on optimal strategies to utility maximizations in continuous time incomplete markets, An algebraic formulation of inverse problems in MP dynamics, Constrained optimization of turbulent mixing-layer evolution, Minimum mean-squared error estimation of stochastic processes by mutual entropy, Existence and derivation of optimal affine incentive schemes for Stackelberg games with partial information: a geometric approach†, Optimal Estimator for the Survival Distribution and Related Quantities for Treatment Policies in Two‐Stage Randomization Designs in Clinical Trials, Operational distance and fidelity for quantum channels, On interpolation in periodic autoregressive processes, Multivariable norm optimal iterative learning control with auxiliary optimisation, On a class of approximate solutions to multi-objective H 2 / H problems
