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It is shown that robust stability and robust performance questions for control systems with nonparametric uncertainties can be turned into those with a particularly simple parametric description. It i...
Design of DOE-based Automatic Process Controller with Consideration of Model Uncertainties
Automatic Process Controller Model Uncertainties
2015/3/18
This paper developed a DOE-based
automatic process control scheme considering both
observation and modeling uncertainties. The
simulation demonstrates that considering the
uncertainties, automatic...
The impact of uncertainties on the pricing of contingent claims
Uncertainty Stochastic Differential Equations Dynamic Hedging Er-ror Theoryusing Dirichlet Forms Bias Bid-AskSpread
2010/4/27
We study the effect of parameters uncertainties on a stochastic diffusion model, in particular the impact on the pricing of contingent claims, thanks to Dirichlet Forms methods. We apply recent techni...