Results 11 to 20 of about 2,688,493 (268)
Constrained Dynamic Mean-Variance Portfolio Selection in Continuous-Time
Algorithms, 2021 This paper revisits the dynamic MV portfolio selection problem with cone constraints in continuous-time. We first reformulate our constrained MV portfolio selection model into a special constrained LQ optimal control model and develop the optimal ...
Weiping Wu +3 more
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Continuous-Time Pipelined ADC: A Breed of Continuous-Time ADCs for Wideband Data Conversion
IEEE Open Journal of the Solid-State Circuits Society, 2023 The continuous-time (CT) pipelined analog-to-digital converter (ADC) is an emerging ADC architecture suitable for wide- bandwidth (BW) digitization in fully integrated receiver applications.
Hajime Shibata
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Positivity of fractional descriptor linear continuous-time systems [PDF]
Bulletin of the Polish Academy of Sciences: Technical Sciences, 2019 The positivity of fractional descriptor linear continuous-time systems is investigated. The solution to the state equation of the systems is derived. Necessary and sufficient conditions for the positivity of fractional descriptor linear continuous-time ...
T. Kaczorek
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Continuous-Time Adaptive Critics [PDF]
IEEE Transactions on Neural Networks, 2007 A continuous-time formulation of an adaptive critic design (ACD) is investigated. Connections to the discrete case are made, where backpropagation through time (BPTT) and real-time recurrent learning (RTRL) are prevalent. Practical benefits are that this framework fits in well with plant descriptions given by differential equations and that any ...
Hanselmann, T., Noakes, L., Zaknich, A.
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Measurement-Induced Continuous Time Crystals
Physical Review Letters, 2023 Strong measurements usually restrict the dynamics of measured finite dimensional systems to the Zeno subspace, where subsequent evolution is unitary due to the suppression of dissipative terms. Here we show qualitatively different behaviour due to the competition between strong measurements and the thermodynamic limit, inducing a time-translation ...
Midhun Krishna +3 more
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Continuous-Time Casino Problems [PDF]
Mathematics of Operations Research, 1988 A gambler or an investor seeks to increase his fortune by a given amount before going bankrupt. The problem can be formulated as a stochastic control problem on an interval and is called a “continuous-time casino” if certain natural conditions are satisfied.
Pestien, Victor C., Sudderth, William D.
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Positive stable linear systems with desired poles and zeros [PDF]
Archives of Control SciencesA new method of the decomposition of the fractional descriptor linear continuoustime and discrete-time systems into dynamical and static parts is proposed.
Lukasz Sajewski, Tadeusz Kaczorek
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Continuous-Time Identification of Continuous-Time Systems
IFAC Proceedings Volumes, 1997 Abstract In the paper a continuous-time approach to parameter estimation of continuous-time systems is addressed. A linear continuous-time single-input single-output system model described by means of a transfer function is taken into consideration.
Zdzisław Kowalczuk, Janusz Kozłowski
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Discrete- vs. Continuous-Time Modeling of Unequally Spaced Experience Sampling Method Data
Frontiers in Psychology, 2017 The Experience Sampling Method is a common approach in psychological research for collecting intensive longitudinal data with high ecological validity. One characteristic of ESM data is that it is often unequally spaced, because the measurement intervals
Silvia de Haan-Rietdijk +5 more
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Optimality conditions for isoperimetric continuous - time optimization problems [PDF]
Yugoslav Journal of Operations Research, 2023 In this paper we deal with a nonsmooth case of isoperimetric convex continuoustime programming problem with inequality integral constraint and phase constraint, defined in L∞([0, T],Rn). In order to obtain necessary optimality conditions for this problem,
Vicanović Jelena
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