Letter to Jane Oliver Green regarding SEAALL recruitment, November 18, 1955

A letter from Margaret Chapman to Jane Oliver Green expressing Chapman\u27s willingness to help with recruiting SEAALL members

Mitsubishi Motors in Illinois: Global Strategies, Local Impacts

Are state and local economic incentives to attract new firms worthwhile? Mitsubishi Motors in Illinois provides in-depth analysis of the incentives offered to land Diamond-Star Motors, the plant\u27s labor force, supplier organization, and its community impact to answer this question. The authors conclude with a benefit-cost analysis of the incentive package at the community and at the state level. Written in nontechnical language, the book is intended for planners and administrators in state and local government, economic and business development officers, and international corporate management, as well as economists and public policy analysts. From Amazon.com.https://digitalcommons.iwu.edu/bookshelf/1056/thumbnail.jp

Consensus Groups and Grassroots Democracy: Maybe Those Who Say It Cannot Be Done Should Get Out of the Way of Those Doing It

10 pages. Contains 2 pages of references

Toward a Scalable Upper Bound for a CVaR-LQ Problem

We study a linear-quadratic, optimal control problem on a discrete, finite time horizon with distributional ambiguity, in which the cost is assessed via Conditional Value-at-Risk (CVaR). We take steps toward deriving a scalable dynamic programming approach to upper-bound the optimal value function for this problem. This dynamic program yields a novel, tunable risk-averse control policy, which we compare to existing state-of-the-art methods.Comment: accepted by IEEE Control Systems Letters, June 202

Risk-Aware Stability of Discrete-Time Systems

We develop a generalized stability framework for stochastic discrete-time systems, where the generality pertains to the ways in which the distribution of the state energy can be characterized. We use tools from finance and operations research called risk functionals (i.e., risk measures) to facilitate diverse distributional characterizations. In contrast, classical stochastic stability notions characterize the state energy on average or in probability, which can obscure the variability of stochastic system behavior. After drawing connections between various risk-aware stability concepts for nonlinear systems, we specialize to linear systems and derive sufficient conditions for the satisfaction of some risk-aware stability properties. These results pertain to real-valued coherent risk functionals and a mean-conditional-variance functional. The results reveal novel noise-to-state stability properties, which assess disturbances in ways that reflect the chosen measure of risk. We illustrate the theory through examples about robustness, parameter choices, and state-feedback controllers