A Method of Constructing Lyapunov Functions for Power Systems
, 1977 Tsuneo Taniguchi, Hayao Miyagi
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Performance of Multiclass Markovian Queueing Networks Via Piecewise Linear Lyapunov Functions [PDF]
, 2001 Dimitris Bertsimas +2 more
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On Metric Choice in Dimension Reduction for Fréchet Regression
International Statistical Review, EarlyView.Summary Fréchet regression is becoming a mainstay in modern data analysis for analysing non‐traditional data types belonging to general metric spaces. This novel regression method is especially useful in the analysis of complex health data such as continuous monitoring and imaging data.
Abdul‐Nasah Soale +3 more
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A team algorithm for robust stability analysis and control design of uncertain time‐varying linear systems using piecewise quadratic Lyapunov functions [PDF]
, 2001 H. L. S. Almeida +3 more
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Journal of Economic Surveys, EarlyView.ABSTRACT This study reports the results of a systematic literature review on auctions mechanism. Auctions are a very popular practice employed in many fields but does not exist a research that investigates the use of auctions under a cross‐disciplinary approach. This work is focused on analyzing which are the areas where auctions are mostly adopted and
Alberto Michele Felicetti +3 more
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Vector Lyapunov functions and conditional stability for systems of impulsive differential-difference equations [PDF]
, 2001 Д. Д. Байнов, Ivanka Stamova
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A Stochastic Tree for Bubble Asset Modelling and Pricing
Journal of Time Series Analysis, EarlyView.ABSTRACT We introduce a new stochastic tree representation of a strictly stationary submartingale process for modelling, forecasting, and pricing speculative bubbles on commodity and cryptocurrency markets. The model is compared to other trees proposed in the literature on bubble asset modelling and stochastic volatility approximation. We show that the
Christian Gourieroux, Joann Jasiak
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Change Point Analysis for Functional Data Using Empirical Characteristic Functionals
Journal of Time Series Analysis, EarlyView.ABSTRACT We develop a new method to detect change points in the distribution of functional data based on integrated CUSUM processes of empirical characteristic functionals. Asymptotic results are presented under conditions allowing for low‐order moments and serial dependence in the data establishing the limiting null‐distribution of the proposed test ...
Lajos Horváth +2 more
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A Lyapunov function for Leslie-Gower predator-prey models [PDF]
, 2001 Andrei Korobeinikov
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Endogenous Tax Compliance and Macroeconomic Performance Driven by Satisficing Evolutionary Dynamics
Metroeconomica, EarlyView.ABSTRACT We incorporate tax evasion to a demand‐led macrodynamic model of capacity utilization and output growth rate. The frequency of tax evaders is endogenously time‐varying, driven by imitation‐augmented satisficing evolutionary dynamics involving pecuniary factors, as well as non‐pecuniary elements which are reflected in the distribution of tax ...
Leonardo Barros‐Torres +2 more
wiley +1 more source