Jumping with random reals
โ Scribed by Tomek Bartoszynski; Haim Judah
- Publisher
- Elsevier Science
- Year
- 1990
- Tongue
- English
- Weight
- 980 KB
- Volume
- 48
- Category
- Article
- ISSN
- 0168-0072
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
In a random environment, Jump Linear Quadratic control problems are studied. Random state discontinuities are included in the analysis and the corresponding optimal regulator is obtained. The introduction of stochastic notions of stabilizability and detectability gives a direct characterization of t
For random walks in which jumps are scaled by cumulative sums of i.i.d.r.v.'s, we establish the strong law of large numbers, CLT-type theorems, and two results related to the distributions of the first hitting times. (~) 1997 Elsevier Science B.V.