Results 131 to 140 of about 4,196,424 (240)
The Lyapunov matrix equation. Matrix analysis from a computational perspective
, 2015 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
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
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
On the Design of Terminal Ingredients in Periodic Model Predictive Path‐Following
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.ABSTRACT Establishing recursive feasibility and convergence for nonlinear model predictive path‐following control (MPPFC) is a non‐trivial task, particularly when following periodic reference paths. We propose a procedure for the design of terminal ingredients in MPPFC for constrained nonlinear systems.
Mohamed Abou‐Taleb +3 more
wiley +1 more source
Partial Observation of Linear Systems With the Mori–Zwanzig Formalism
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.ABSTRACT The Mori–Zwanzig (MZ) formalism provides a systematic framework for deriving reduced‐order model of dynamical systems when only part of the state is observed, but its practical use is often limited by the complexity of the resulting computations.
Fan Wang, Peter Benner, Jan Heiland
wiley +1 more source
Exact Principal Koopman Eigenfunctions of a Pendulum
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.ABSTRACT The Koopman operator framework offers a rigorous approach to representing nonlinear dynamical systems through linear (or bilinear) differential equations. For deterministic, dissipative systems, it guarantees the existence of global coordinate transformations that linearize autonomous systems and bilinearize input‐affine systems. Despite these
Ulrich Römer
wiley +1 more source
Control Design Based on Generalized Lur'e Lyapunov Functions for Sampled‐Data Lur'e Systems
International Journal of Robust and Nonlinear Control, Volume 36, Issue 16, Page 7450-7463, 10 November 2026.ABSTRACT This article addresses the synthesis of stabilizing control laws for aperiodic sampled‐data Lur'e systems. Based on a hybrid system representation of the closed‐loop system and a timer‐dependent generalized Lur'e–Postnikov type Lyapunov function, stabilization conditions are obtained by separating decision variables with the application of two
Arthur Scolari Fagundes +2 more
wiley +1 more source