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Review of Mathematical Control Theory:Deterministic Finite-Dimensional Systems
Mathematical Control Theory Deterministic Finite-Dimensional Systems
2015/7/13
Review of Mathematical Control Theory: Deterministic Finite-Dimensional Systems, by E. Sontag. Published by Springer, New York, 1990, as number 6 of series Textbooks in Applied Mathematics.
Multi-objective H2/H-infinity-Optimal Control via Finite Dimensional Q-Parametrization and Linear Matrix Inequalities
Finite Dimensional Q-Parametrization Linear Matrix Inequalities
2015/7/13
The problem of multi-objective H2/H-infinity optimal controller design is reviewed. There is as yet no exact solution to this problem. We present a method based on that proposed by Scherer. The proble...
A finite-dimensional quantum model for the stock market
econophysics quantum finance finite quantum systems
2012/4/28
We present a finite-dimensional version of the quantum model for the stock market proposed in [C. Zhang and L. Huang, A quantum model for the stock market, Physica A 389(2010) 5769]. Our approach is a...
Limit theorems for empirical processes indexed by classes of sets allowing a finite-dimensional parametrization
Limit theorems for empirical processes a finite-dimensional parametrization
2009/9/24
Limit theorems for empirical processes indexed by classes of sets allowing a finite-dimensional parametrization。
Finite dimensional determinants as characteristic functions of quadratic Wiener functionals
quadratic Wiener functional entire function generalized determinant
2009/4/28
We show a method and the structure to calculate the characteristic functions of quadratic Wiener functionals by using classical Weierstrass-Hadamard's theory on entire functions. We also examine the i...
A finite dimensional approximation for pricing moving average options
pricing moving average
2010/12/13
We propose a method for pricing American options whose pay-off depends on the moving average of the underlying asset price. The method uses a finite dimensional approximation of the infinite-dimension...