A continuous-time version of the multivariate stopping problem is considered. Associated with vector valued jump stochastic processes, stopping problems with a monotone logical rule are defined under the notion of Nash equilibrium point. The existence of an equilibrium strategy and its characterization by integral equations are obtained. Illustrative examples are provided.

This paper considers the robust stability problem for state space models via homogeneous polynomially parameter-dependent Lyapunov functions. The suggested approach is based on a quadratic in the vector of parametric monomials matrix representation of the time derivative of the Lyapunov function. At each step, sufficiency is provided by a set of relaxed linear matrix inequalities and check for ...