Рассмотрена задача робастного управления билинейной неопределенной системой в условиях неполной информации о ее параметрах. Поставлены задачи робастной...

Исследована задача построения робастной следящей системы для линейного объекта, на входе и выходе которого действуют различные внешние неконтролируемые...

This paper examines the relationship between the preference for ro- bustness of central bank (when it fears that its model is misspecified), the inflation persistence and the output cost of disinflation. Using a simple monetary game model in which higher preference for robustness of central bank...

We investigate optimal portfolio selection problems with mispricing and model ambiguity under a financial market which contains a pair of mispriced stocks. We assume that the dynamics of the pair satisfies a “cointegrated system” advanced by Liu and Timmermann in a 2013 manuscript. The...

In this work, an adaptive controller for bioreactors, using the measurement of output gas flow rate to handle the uncertainty on biomass concentration and kinetic rate is developed. A mass–balance model based on a unique reaction pathway to represent the input–output behavior is considered....

In this paper we give conditions for the existence of discounted robust optimal policies under an infinite planning horizon for a general class of controlled diffusion processes. As for the attribute “robust” we mean the coexistence of unknown and non-observable parameters affecting the...

This paper develops a model where an institutional constraint limits incumbent discretion to prevent adverse policy outcomes. We show that, in this framework, executive constraints have an impact on the mean and variance of policy. This allows us to interpret the empirical observation that...