Computation of General Inner-Outer and Spectral Factorizations [PDF]
, 2000 In this paper, we solve two problems in linear systems theory: the computation of the inner-outer and spectral factorizations of a continuous-time system considered in the most general setting.
Varga, A., Oara, C.
core
Some Upper Matrix Bounds for the Solution of the Continuous Algebraic Riccati Matrix Equation
Journal of Applied Mathematics, 2013 We propose diverse upper bounds for the solution matrix of the continuous algebraic Riccati matrix equation (CARE) by building the equivalent form of the CARE and using some matrix inequalities and linear algebraic techniques.
Zübeyde Ulukök, Ramazan Türkmen
doaj +1 more source
Privacy‐Preserving Data‐Driven Distributed MPC for Heterogeneous Nonlinear Multi‐Agent Systems
International Journal of Robust and Nonlinear Control, EarlyView.ABSTRACT Distributed model predictive control (DMPC) is a cornerstone for coordinating multi‐agent systems, yet simultaneously ensuring data privacy, handling unknown nonlinear dynamics, and managing heterogeneous constraints remains an open challenge.
Mahmood Mazare, Hossein Ramezani
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 +3 more
wiley +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 +2 more
wiley +1 more source
Comparing one-shot and multi-shot methods for solving periodic of Riccati differential equations [PDF]
, 2007 - One-shot methods and recently proposed multi-shot methods for computing stabilizing solutions of continuoustime periodic Riccati differential equations are examined and evaluated on two test problems.
Varga, Andreas +2 more
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Müntz–Legendre Wavelet Collocation Method for Solving Fractional Riccati Equation
AxiomsWe 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
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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 +3 more
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