Results 51 to 60 of about 14,195 (209)

On Solutions of the Discrete-time Algebraic Riccati Equation [PDF]

, 2010
. On solving the optimal control for the linear discrete-time system based on quadratic performance indexes will be obtained the hermitian solutions of discrete-time algebraic Riccati equation.
Soleha, S. (Soleha)
core  

Analytical and Numerical Soliton Solutions of the Shynaray II‐A Equation Using the G′G,1G$$ \left(\frac{G^{\prime }}{G},\frac{1}{G}\right) $$‐Expansion Method and Regularization‐Based Neural Networks

Mathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT Nonlinear differential equations play a fundamental role in modeling complex physical phenomena across solid‐state physics, hydrodynamics, plasma physics, nonlinear optics, and biological systems. This study focuses on the Shynaray II‐A equation, a relatively less‐explored parametric nonlinear partial differential equation that describes ...
Aamir Farooq, H. W. A. Riaz, Sadique Rehman, M. Mamun Miah, Wen Xiu Ma   +4 more
wiley   +1 more source

Optimal Homogeneous ℒp$$ {\boldsymbol{\mathcal{L}}}_{\boldsymbol{p}} $$‐Gain Controller

International Journal of Robust and Nonlinear Control, EarlyView.
ABSTRACT Nonlinear ℋ∞$$ {\mathscr{H}}_{\infty } $$‐controllers are designed for arbitrarily weighted, continuous homogeneous systems with a focus on systems affine in the control input. Based on the homogeneous ℒp$$ {\mathcal{L}}_p $$‐norm, the input–output behavior is quantified in terms of the homogeneous ℒp$$ {\mathcal{L}}_p $$‐gain as a ...
Daipeng Zhang, Benjamin Calmbach, Jaime A. Moreno, Johann Reger   +3 more
wiley   +1 more source

Solvability of the H ∞ Algebraic Riccati Equation in Banach Algebras [PDF]

Integral Equations and Operator Theory, 2011
7 pages, 0 figures, submitted for publication in a ...
openaire   +3 more sources

The role of identification in data‐driven policy iteration: A system theoretic study

International Journal of Robust and Nonlinear Control, EarlyView.
Abstract The goal of this article is to study fundamental mechanisms behind so‐called indirect and direct data‐driven control for unknown systems. Specifically, we consider policy iteration applied to the linear quadratic regulator problem. Two iterative procedures, where data collected from the system are repeatedly used to compute new estimates of ...
Bowen Song, Andrea Iannelli
wiley   +1 more source

Measure‐valued processes for energy markets

Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

Approximate solutions for solving nonlinear variable-order fractional Riccati differential equations

Nonlinear Analysis, 2019
In this manuscript, we introduce a spectral technique for approximating the variable-order fractional Riccati equation (VO-FRDEs). Firstly, the solution and its space fractional derivatives is expanded as shifted Chebyshev polynomials series.
Eid H. Doha, Mohamed A. Abdelkawy, Ahmed Z.M. Amin, Dumitru Baleanu   +3 more
doaj   +1 more source

Design and Validation of Zeroing Neural Network to Solve Time-Varying Algebraic Riccati Equation

IEEE Access, 2020
Many control problems require solving the algebraic Riccati equation (ARE). Previous studies have focused more on solving the time-invariant ARE than on solving the time-varying ARE (TVARE).
Hang Liu, Tie Wang, Dongsheng Guo
doaj   +1 more source

Equilibrium Reward for Liquidity Providers in Automated Market Makers

Mathematical Finance, EarlyView.
ABSTRACT We find the equilibrium contract that an automated market maker (AMM) offers to their strategic liquidity providers (LPs) in order to maximize the order flow that gets processed by the venue. Our model is formulated as a leader–follower stochastic game, where the venue is the leader and a representative LP is the follower.
Alif Aqsha, Philippe Bergault, Leandro Sánchez‐Betancourt   +2 more
wiley   +1 more source

Müntz–Legendre Wavelet Collocation Method for Solving Fractional Riccati Equation

Axioms
We propose a wavelet collocation method for solving the fractional Riccati equation, using the Müntz–Legendre wavelet basis and its associated operational matrix of fractional integration.
Fatemeh Soleyman, Iván Area
doaj   +1 more source