Infinite horizon

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  • The paper introduces an algorithm to design a feedback controller, which guarantees the tracking of time varying bilinear system outputs for desired values in the presence of input constraint. The proposed controller employs the ideas of receding horizon principle and constrained optimal control.

    pdf10p dieutringuyen 07-06-2017 4 1   Download

  • To say that eBay is a craze is an understatement. It’s a phenomenon. eBay, along with other online auctions and resale websites on the Internet, has opened up the retailing market to any entrepreneur with a computer, Internet connection, and something to sell. Eager buyers show up by the thousands every day. There are deals to be had and money to be made. Just about everyone is eager to be a part of that picture.

    pdf0p greengrass304 15-09-2012 26 5   Download

  • A convertible bond is a security that the holder can convert into a specified number of underlying shares. We enrich the standard model by introducing some default risk of the issuer. Once default has occured payments stop immediately. In the context of a reduced form model with infinite time horizon driven by a Brownian motion, analytical formulae for the no-arbitrage price of this American contingent claim are obtained and characterized in terms of solutions of free boundary problems.

    pdf29p taisaocothedung 12-01-2013 18 1   Download

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