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Event-triggered observer-based tracking control for leader-follower multi-agent systems
Event-triggered optimal control of completely unknown nonlinear systems via identifier-critic learning
Event-triggered output consensus for linear multi-agent systems via adaptive distributed observer
Every continuous first order autoregressive stochastic process is a Gaussian process
Every uniformly Archimedean atomic MV-effect algebra is sharply dominating
Exact and approximate distributions for the product of Dirichlet components
Exact decomposition of linear singularly perturbed $H^{\infty}$-optimal control problem
Exact distributions in the model of a regression line for the threshold parameter with exponential distribution of errors
Exact distribution under independence of the diagonal section of the empirical copula
Exact modelling of scalar 2D arrays
Exact simultaneous location-scale tests for two shifted exponential samples
Example of the function (behaviour) of a system element consisting in rudimentary properties. I
Excercises in stochastic analysis
Existence and global attractivity of positive almost periodic solutions for a kind of fishing model with pure-delay
Existence and simulation of Gibbs-Delaunay-Laguerre tessellations
Existence conditions for stabilizing and antistabilizing solutions to the nonautonomous matrix Riccati differential equation
Existence, Consistency and computer simulation for selected variants of minimum distance estimators
Existence of average optimal policies in Markov control processes with strictly unbounded costs
The existence of limit cycle for perturbed bilinear systems
Existence of optimal solutions in general discrete systems
Existence of pole-zero structures in a rational matrix equation arising in a decentralized stabilization of expanding systems
The existence of states on every Archimedean atomic lattice effect algebra with at most five blocks
An existence result on partitioning of a measurable space: Pareto optimality and core
Existence, uniqueness and evaluation of log-optimal investment portfolio
Existence, uniqueness and global asymptotic stability for a class of complex-valued neutral-type neural networks with time delays
Expected utility maximization and conditional value-at-risk deviation-based Sharpe ratio in dynamic stochastic portfolio optimization
The expert system shell EQUANT-PC: brief information
Explicit conditions for ripple-free dead-beat control
Exploiting tensor rank-one decomposition in probabilistic inference
An exploratory canonical analysis approach for multinomial populations based on the $\phi$-divergence measure

Now showing items 859-888 of 3381

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