Results 131 to 140 of about 14,850 (259)
On Metric Choice in Dimension Reduction for Fréchet Regression
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
wiley +1 more source
The Lyapunov matrix equation. Matrix analysis from a computational perspective
Decay properties of the solution X to the Lyapunov matrix equation AX+XAT=D are investigated. Their exploitation in the understanding of equation matrix properties, and in the development of new numerical solution strategies when D is not low rank but ...
SIMONCINI, VALERIA
core
Relative Arbitrage Opportunities With Interactions Among N Investors
ABSTRACT The relative arbitrage portfolio outperforms a benchmark portfolio over a given time‐horizon with probability one. With market price of risk processes depending on the market portfolio and investors, this paper analyzes the multi‐agent optimization of relative arbitrage opportunities in the coupled system of market and wealth dynamics.
Tomoyuki Ichiba, Nicole Tianjiao Yang
wiley +1 more source
Safe Stabilization Using Non‐Smooth Control Lyapunov Barrier Function
ABSTRACT This paper addresses the challenge of safe stabilization, ensuring the system state reaches the origin while avoiding unsafe state regions. Existing approaches that rely on smooth Lyapunov barrier functions often fail to guarantee a feasible controller. To overcome this limitation, we introduce the non‐smooth control Lyapunov barrier function (
Jianglin Lan +3 more
wiley +1 more source
Measured‐State Conditioned Recursive Feasibility for Stochastic Model Predictive Control
ABSTRACT In this paper, we address the problem of designing stochastic model predictive control (SMPC) schemes for linear systems affected by unbounded disturbances. The contribution of the paper is rooted in a measured‐state initialization strategy. First, due to the nonzero probability of violating chance‐constraints in the case of unbounded noise ...
Mirko Fiacchini +2 more
wiley +1 more source
Computation of Lyapunov exponents of matrix products
For $m$ given square matrices $A_0, A_1, \cdots, A_{m-1}$ ($m\ge 2$), one of which is assumed to be of rank $1$, and for a given sequence $(ω_n)$ in $\{0,1, \cdots, m-1\}^\mathbb{N}$, the following limit, if it exists, $$L(ω):=\lim_{n\to \infty} \frac 1n \log \|A_{ω_0} A_{ω_2}\cdots A_{ω_{n-1}}\|$$ defines the Lyapunov exponent of the sequence of ...
Fan, Ai Hua, Verbitskiy, Evgeny
openaire +3 more sources
Hydrogen to Power: Exploring Current Developments and Future Challenges
As the interest in low‐carbon energy systems grows, hydrogen continues to attract attention as a flexible energy carrier for power applications. Developments in hydrogen production, storage, transport, and utilization are explored. In addition, the deployment challenges of hydrogen energy vector related to economics, infrastructure, safety, and ...
Md. Shafiullah +6 more
wiley +1 more source
On the Lyapunov Matrix of Linear Delay Difference Equations in Continuous Time
International audienceThe fundamental matrix and the delay Lyapunov matrix of linear delay difference equations are introduced. Some properties of the Lyapunov matrix, and the jump discontinuities of its derivative are proven, leading to its construction
Mondié, Sabine +5 more
core +1 more source
ABSTRACT Traditional loan approval processes are manual, time‐consuming and susceptible to human bias. This research develops a machine learning‐based system to automate loan eligibility assessment while enhancing efficiency, accuracy and fairness in credit decision‐making. We developed and compared multiple supervised ML models—including Random Forest,
Mani Ghahremani +3 more
wiley +1 more source
Observer Design for a Class of Lipschitz Nonlinear Systems with Output Uncertainty
:By means of linear matrix inequality (LMI) based Lyapunov method,a nonlinear observer was proposed for a class of Lipschitz nonlinear system with output uncertainty.The observer gain matrix was selected according to LMI with the output uncertainty ...
doaj

