Zobrazeno 1 - 10
of 72
pro vyhledávání: '"Samir Aberkane"'
Autor:
Vasile Dragan, Samir Aberkane
Publikováno v:
Entropy, Vol 26, Iss 6, p 483 (2024)
We consider, in this paper, the problem of state estimation for a class of dynamical systems governed via continuous-time McKean–Vlasov stochastic differential equations. The estimation problem is stated and solved under an H2 norm setting. We adop
Externí odkaz:
https://doaj.org/article/e8a180a418994e74b16c65be5c1ad409
Autor:
Samir Aberkane, Vasile Dragan
Publikováno v:
Mathematics, Vol 11, Iss 9, p 2068 (2023)
In this paper, we are interested in the numerical aspects of the class of generalized Riccati difference equations which are involved in linear quadratic (LQ) stochastic difference games. More specifically, we address the problem of the numerical com
Externí odkaz:
https://doaj.org/article/747b38f959bb431eaaa41fe30ff37105
Autor:
Vasile Dragan, Samir Aberkane
Publikováno v:
Axioms, Vol 10, Iss 3, p 148 (2021)
This note is devoted to a robust stability analysis, as well as to the problem of the robust stabilization of a class of continuous-time Markovian jump linear systems subject to block-diagonal stochastic parameter perturbations. The considered parame
Externí odkaz:
https://doaj.org/article/e875ae6c550346368e28bdd8d40dc319
Publikováno v:
Repositório Institucional da USP (Biblioteca Digital da Produção Intelectual)
Universidade de São Paulo (USP)
instacron:USP
Universidade de São Paulo (USP)
instacron:USP
Publikováno v:
Mathematical Methods in the Applied Sciences.
Autor:
Samir Aberkane, Vasile Dragan
Publikováno v:
Automatica. 153:111007
Autor:
Vasile Dragan, Samir Aberkane
Publikováno v:
Journal of Difference Equations and Applications
Journal of Difference Equations and Applications, Taylor & Francis, 2020, 26 (7), pp.913-951. ⟨10.1080/10236198.2020.1801661⟩
Journal of Difference Equations and Applications, Taylor & Francis, 2020, 26 (7), pp.913-951. ⟨10.1080/10236198.2020.1801661⟩
International audience; In this paper, a large class of time-varying Riccati equations arising in stochastic dynamic games is considered. The problem of the existence and uniqueness of some globally defined solution, namely the bounded and stabilizin
Publikováno v:
IET Control Theory & Applications. 13:1291-1297
State-dependent jump linear systems (SJLSs) are a set of linear systems whose switching is determined by a finite state random process with state-dependent transition rates. In this study, a SJLS is considered with state multiplicative noise and stoc
Publikováno v:
Repositório Institucional da USP (Biblioteca Digital da Produção Intelectual)
Universidade de São Paulo (USP)
instacron:USP
Systems and Control Letters
Systems and Control Letters, Elsevier, 2021, 157, pp.105032. ⟨10.1016/j.sysconle.2021.105032⟩
Universidade de São Paulo (USP)
instacron:USP
Systems and Control Letters
Systems and Control Letters, Elsevier, 2021, 157, pp.105032. ⟨10.1016/j.sysconle.2021.105032⟩
International audience; This paper is devoted to the application of the recently developed results about exact detectability of a large class of time-varying hybrid stochastic systems (Drăgan et al., 2020). More specifically, we will show from one s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::63afae9cc216db9edd8a3642d036410f
Autor:
Vasile Dragan, Samir Aberkane
Publikováno v:
IEEE Transactions on Automatic Control
IEEE Transactions on Automatic Control, Institute of Electrical and Electronics Engineers, 2020, 65 (3), pp.1288-1294. ⟨10.1109/TAC.2019.2927589⟩
IEEE Transactions on Automatic Control, Institute of Electrical and Electronics Engineers, 2020, 65 (3), pp.1288-1294. ⟨10.1109/TAC.2019.2927589⟩
International audience; This paper is devoted to the characterization of existence and uniqueness conditions for the stabilizing solution of a large class of Riccati equations arising in stochastic dynamic games. As an application of the obtained res
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cd224ecf8de8c5e21a44c1164f008287
https://hal.archives-ouvertes.fr/hal-02265678
https://hal.archives-ouvertes.fr/hal-02265678