On One-Dimensional Diffusions with Time Parameter Set $(-\infty, \infty)$
نویسندگان
چکیده
منابع مشابه
The discrete-time $H_\infty$ control problem with measurement feedback
Ben M. Chen t Department of Electrical Engineering State University of New York a.t Stony Brook Stony Brook, NY 11794-2350 U.S.A. This paper is concerned with the discrete-time IIoo control problem with measurement feedback. We extend previous results by having weaker assumptions on the system parameters. We also show explicitly the structure of II00 controllers. Finally, we show that it is in ...
متن کامل$\infty-$Dimensional Cerebellar Controller for Realistic Human Biodynamics
In this paper we propose an ∞−dimensional cerebellar model of neural controller for realistic human biodynamics. The model is developed using Feynman’s action– amplitude (partition function) formalism. The cerebellum controller is acting as a supervisor for an autogenetic servo control of human musculo–skeletal dynamics, which is presented in (dissipative, driven) Hamiltonian form. The ∞−dimens...
متن کاملParameter - dependent optimal stopping problems for one - dimensional diffusions ∗
We consider a class of optimal stopping problems for a regular one-dimensional diffusion whose payoff depends on a linear parameter. As shown in [Bank and Föllmer(2003)] problems of this type may allow for a universal stopping signal that characterizes optimal stopping times for any given parameter via a level-crossing principle of some auxiliary process. For regular one-dimensional diffusions,...
متن کاملSparse K-Means with $\ell_{\infty}/\ell_0$ Penalty for High-Dimensional Data Clustering
Sparse clustering, which aims to find a proper partition of an extremely high-dimensional data set with redundant noise features, has been attracted more and more interests in recent years. The existing studies commonly solve the problem in a framework of maximizing the weighted feature contributions subject to a `2/`1 penalty. Nevertheless, this framework has two serious drawbacks: One is that...
متن کاملA class of $L_1$-to-$L_1$ and $L_\infty$-to-$L_\infty$ interval observers for (delayed) Markov jump linear systems
We exploit recent results on the stability and performance analysis of positive Markov jump linear systems (MJLS) for the design of interval observers for MJLS with and without delays. While the conditions for the L1 performance are necessary and sufficient, those for the L∞ performance are only sufficient. All the conditions are stated as linear programs that can be solved very efficiently. Tw...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1977
ISSN: 0091-1798
DOI: 10.1214/aop/1176995724