Results 151 to 160 of about 4,419,275 (304)
Energy Internet, EarlyView.ABSTRACT Power system operation is inherently a sequential decision‐making problem, traditionally addressed through optimisation models built upon high‐quality load forecasts. However, the rapid proliferation of renewable generation and price‐responsive demands, such as electric vehicles and merchant energy storage, has introduced multiple sources of ...
Wei Wei, Runze Liang
wiley +1 more source
High Voltage, EarlyView.ABSTRACT Electric power systems are undergoing a fundamental transition from synchronous generator (SG)‐dominated systems to inverter‐based resource (IBR)‐dominated systems. Lyapunov‐ and energy‐function‐based direct methods provide an effective way to estimate the stability region, also known as the region of attraction (ROA), and have become a ...
Yifan Zhang +5 more
wiley +1 more source
Parametric Time‐Variation in the Unconditional Volatility: Estimation and Inference
Journal of Time Series Analysis, EarlyView.ABSTRACT We propose modeling time‐variation in the unconditional volatility by augmenting the standard GARCH model by a deterministic time‐varying intercept. The model, called the additive time‐varying (ATV‐)GARCH model, can be interpreted as a reduced form of a model including covariates and can be derived from a multiplicative decomposition of ...
Niklas Ahlgren +2 more
wiley +1 more source
Relative Arbitrage Opportunities With Interactions Among N Investors
Mathematical Finance, EarlyView.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
On Ψ-Conditional Asymptotic Stability of First Order Non-Linear Matrix Lyapunov Systems
, 2013 We provide necessary and sufficient conditions for Ψ-conditional asymptotic stability of the solution of a linear matrix Lyapunov system and sufficient conditions for Ψ-conditional asymptotic stability of the solution of a first order non-linear matrix ...
B V Appa Rao +2 more
core
Nonparametric Survival Estimation With Contaminated and Adjudicated Events
Scandinavian Journal of Statistics, EarlyView.ABSTRACT We study the conditional expert Kaplan–Meier estimator, an extension of the classical Kaplan–Meier estimator designed for time‐to‐event data subject to both right‐censoring and contamination. Such contamination, where observed events may not reflect true outcomes, is common in applied settings, including insurance and credit risk, where expert
Martin Bladt, Kristian Vilhelm Dinesen
wiley +1 more source
Vector: The Journal of Engineering, Volume 2027, Issue 1, January/December 2027.This study is concerned with the application of consensus control to a class of discrete‐time nonlinear multi‐agent systems with unknown inputs and additive noise. The aim is to design an extended Kalman unknown input observer (EKUIO) such that the state vector of a discrete‐time nonlinear system can be estimated, additive noise can be mitigated, and ...
Yan Ren +3 more
wiley +1 more source
Design Principles for Light‐Scattering Reservoir Computing at the Edge of Chaos
Advanced Computing, Volume 1, Issue 1, December 2026.Here we realize a light‐scattering reservoir computer operating with measurement‐modulation feedback, physically tunable in three axes—reservoir dynamics, input‐reservoir coupling, and reservoir interconnectivity. Sweeping each axis, we locate the axis‐specific optimum of memory capacity; the dynamic axis displays the sharpest optimum.
Geon Kim, YongKeun Park
wiley +1 more source
Surrogate‐Assisted Nonlinear Model Predictive Control for a Lambda Robot
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.ABSTRACT This work presents a nonlinear model predictive control (NMPC) framework for a lambda‐shaped parallel robot that incorporates data‐driven surrogates to facilitate control design. An inverse surrogate model is used to provide an efficient initialization of the control inputs for NMPC.
Sanam Hajipour +2 more
wiley +1 more source
Optimization of Lyapunov exponents of matrix cocycles
, 2015 I will discuss the problem of optimizing (i.e., maximizing or minimizing) the upper Lyapunov exponent of a matrix cocycle. The main result to be presented, joint with Michal Rams (Warsaw), says that if a 2x2 one-step cocycle has certain hyperbolicity ...
Bochi, Jairo
core +1 more source