Results 121 to 130 of about 8,061 (255)

A criterion of existence and uniqueness of the Lyapunov matrix for a class of time delay systems [PDF]

, 2016
The Lyapunov matrix for systems of linear time-delay equations is a matrix-valued function which is a solution of a special dynamic system with some additional boundary conditions.
Egorov, Alexey V.
core  

Lyapunov Functions for Linear Stochastic Differential Equations by Bilinear Matrix Inequalities: Theory and Implementation

, 2022
Aðalumfjöllunarefni þessarar ritgerðar er stöðugleiki slembinna diffurjafna og Lyapunov föll. Við skoðum nánar línulegar, tímaóháðar slembnar diffurjöfnur með fastastuðlum og skilyrði Lyapunov falls sem tryggir stöðugleika. Við kynnum aðferð til að setja
Eyleifur Ingþór Bjarkason 1995-
core  

Miners' Reward Elasticity and Stability of Competing Proof‐of‐Work Cryptocurrencies

International Economic Review, EarlyView.
ABSTRACT Proof‐of‐Work cryptocurrencies employ miners to sustain the system through algorithmic reward adjustments. We develop a stochastic model of the multicurrency mining and identify conditions for stable transaction speeds. Bitcoin's algorithm requires hash supply elasticity <$<$1 for stability, while ASERT remains stable for any elasticity and ...
Kohei Kawaguchi, Junpei Komiyama, Shunya Noda   +2 more
wiley   +1 more source

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, Congli Ma, Siyu Chen, Obed Koomson   +3 more
wiley   +1 more source

A fuzzy lyapunov function approach to stabilize uncertain nonlinear systems using improved random search method

, 2013
[[abstract]]This paper addresses stability analysis and stabilization for Takagi-Sugeno (T-S) fuzzy systems with model uncertainties via a so-called fuzzy Lyapunov function, which is a multiple Lyapunov function.
黃景東;J.D.Hwang;蔡志仁;Tsai, Zhi-Ren
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

Dynamical determinants and their applications [PDF]

This thesis is concerned with situations where we can define trace-class transfer oper- ators, and extract useful information from their determinants. The first topic is on Lyapunov exponents of random products of matrices.
Felton, Philip
core  

Safe Stabilization Using Non‐Smooth Control Lyapunov Barrier Function

International Journal of Robust and Nonlinear Control, Volume 36, Issue 11, Page 5823-5835, 25 July 2026.
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, Eldert van Henten, Peter Groot Koerkamp, Congcong Sun   +3 more
wiley   +1 more source

Gradient-Based Approach to Solve Optimal Periodic Output Feedback Control Problems

, 1998
We discuss the numerical solution of the output feedback optimal periodic control problem by using a gradient search based optimization approach. Extension of this approach to the simultaneous stabilization of periodic multimodels is also considered. For
Varga, A., Pieters, S,
core  

Measured‐State Conditioned Recursive Feasibility for Stochastic Model Predictive Control

International Journal of Robust and Nonlinear Control, Volume 36, Issue 11, Page 5964-5981, 25 July 2026.
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, Martina Mammarella, Fabrizio Dabbene   +2 more
wiley   +1 more source