Results 61 to 70 of about 135,095 (252)
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
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
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
Macroscopic Market Making Games
Mathematical Finance, EarlyView.ABSTRACT Building on the macroscopic market making framework as a control problem, this paper investigates its extension to stochastic games. In the context of price competition, each agent is benchmarked against the best quote offered by the others. We begin with the linear case.
Ivan Guo, Shijia Jin
wiley +1 more source
Partial Realization Theory and System Identification Redux
, 2017 Some twenty years ago we introduced a nonstandard matrix Riccati equation to solve the partial stochastic realization problem. In this paper we provide a new derivation of this equation in the context of system identification. This allows us to show that
Lindquist, Anders
core +1 more source
Numerical solution of differential algebraic riccati equations
Linear Algebra and its Applications, 1990 The numerical solution of the matrix differential algebraic Riccati equation (DARE) arising from singular or descriptor control problems is studied. The solvability of such equations under different conditions is discussed. Numerical methods for the solution of the DAREs are applied to these equations after a transformation of the DARE to a form where ...
Kunkel, P., Mehrmann, V.
openaire +1 more source
Accurate State of Charge Estimation in Lithium‐Ion Batteries by Second‐Order Sliding Mode Observer
Battery Energy, Volume 5, Issue 2, March 2026.A finite‐time second‐order sliding mode observer (SO‐SMO) is proposed for accurate and robust state‐of‐charge estimation in lithium‐ion batteries, achieving fast convergence, chattering elimination, and superior estimation accuracy compared to conventional methods, making it ideal for real‐time battery management applications in electric and hybrid ...
Mohammad Asadi +5 more
wiley +1 more source
Exponential Synchronization of Chaotic Xian System Using Linear Feedback Control
Complexity, 2019 In this paper, a new linear feedback controller for synchronization of two identical chaotic systems in a master-slave configuration is presented. This controller requires knowing a priori Lipschitz constant of the nonlinear function of the chaotic ...
J. Humberto Pérez-Cruz +6 more
doaj +1 more source
Adaptive Leader-Following Consensus of Multi-Agent Systems with Unknown Nonlinear Dynamics
Entropy, 2014 This paper deals with the leader-following consensus of multi-agent systems with matched nonlinear dynamics. Compared with previous works, the major difficulty here is caused by the simultaneous existence of nonidentical agent dynamics and unknown system
Junwei Wang, Kairui Chen, Qinghua Ma
doaj +1 more source
Engineering Reports, Volume 8, Issue 2, February 2026.This paper introduces the Fractional Novel Analytical Method (FNAM), a Taylor‐series‐based technique for approximating nonlinear fractional differential‐difference equations. Built on the Caputo derivative, FNAM achieves rapid convergence without relying on Adomian polynomials, perturbation schemes, or transform methods.
Uroosa Arshad +3 more
wiley +1 more source