نتایج جستجو برای: time horizon analysis
تعداد نتایج: 4274202 فیلتر نتایج به سال:
The goal of this paper is to assess the robustness of an uncertain linear time-varying (LTV) system on a finite time horizon. The uncertain system is modeled as a connection of a known LTV system and a perturbation. The input/output behavior of the perturbation is described by time-domain, integral quadratic constraints (IQCs). Typical notions of robustness, e.g. nominal stability and gain/phas...
Abstract We consider an expected utility maximization problem where the function is not necessarily concave and time horizon uncertain. establish a necessary sufficient condition for optimality general non-concave in complete financial market. show that concavification approach of to deal with non-concavity, while being still applicable when stopping respect market filtration, leads sub-optimal...
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