this paper concerns the problem of robust stabilization of uncertain fractional-order non-autonomous systems. in this regard, a single input active control approach is proposed for control and stabilization of three-dimensional uncertain fractional-order systems. the robust controller is designed on the basis of fractional lyapunov stability theory. furthermore, the effects of model uncertainti...

The present paper addresses an effective cyber defense model by applying information fusion based game theoretical approaches‎. ‎In the present paper, we are trying to improve previous models by applying stochastic optimal control and robust optimization techniques‎. ‎Jump processes are applied to model different and complex situations in cyber games‎. ‎Applying jump processes we propose some m...

In this paper, we present a duality theory for the robust utility maximisation problem in continuous time functions defined on positive real line. Our results are inspired by – and can be seen as analogues of seminal work Kramkov Schachermayer (Ann. Appl. Probab. 9:904–950, 1999). Namely, show that if set attainable trading outcomes pricing measures satisfy bipolar relation, then is with conjug...