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Optimization of lyapunov functionals

Meccanica, 1975
The problem of optimality of Lyapunov Functionals is posed in terms of the requirements of a specific problem. The optimizationprocess is based on a method used to construct Lyapunov Functionals called “Path Integral Synthesis” proposed by the authors.
Golia, Carmine, Abel, Jacob M.
openaire   +2 more sources

Controlled Lyapunov-exponents in optimization and finance

2003 European Control Conference (ECC), 2003
Let X = (X n ) be a stationary process of k × k real-valued matrices, depending on some vector-valued parameter θeRp, satisfying E log+ ||.X 0 (θ)|| n 1/n E log || X n · X n−1 … · X 0 ||. Top-Lyapunov exponents play a prominent role in randomization procedures for optimization, such as SPSA, and in finance, giving the growth-rate of a self ...
László Gerencsér   +2 more
openaire   +1 more source

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