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Log-optimal currency portfolios and control Lyapunov exponents
Proceedings of the 44th IEEE Conference on Decision and Control, 2006P. Algoet and T. Cover characterized log-optimal portfolios in a stationary market without friction. There is no analogous result for markets with friction, of which a currency market is a typical example. In this paper we restrict ourselves to simple static strategies. The problem is then reduced to the analysis of products of random matrices, the top-
László Gerencsér +3 more
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Optimal Lyapunov-based backward horizon adaptive stabilization
Proceedings of the 2000 American Control Conference. ACC (IEEE Cat. No.00CH36334), 2000We derive a discrete-time adaptive stabilization algorithm and prove closed-loop attractivity with respect to the plant states. In this paper, we use a new method of analysis based on a modified Lyapunov technique and an adaptive step size. We begin by considering a one-step backward-horizon cost function, whose gradient provides an update direction ...
Ravinder Venugopal +2 more
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Lyapunov function analysis for different strategies of circuit optimization
2011 9th East-West Design & Test Symposium (EWDTS), 2011The problem of optimization of analog circuit for a minimal computer time has been formulated as the functional minimization problem of the control theory. The process of circuit optimization is formulated as the controllable dynamic system. The conception of the Lyapunov function was proposed to analyze the behavior of the process of circuit ...
Alexander Zemliak +2 more
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Lyapunov–Krotov Inequality and Sufficient Conditions in Optimal Control
Journal of Mathematical Sciences, 2004The paper is devoted to the analysis of the canonical theory based on the use of a family of solutions of the Lyapunov-Krotov inequality. Classical smooth optimal control with terminal constraints is studied and it is established that if the sufficient conditions with the family of solutions of the Lyapunov-Krotov inequality hold, then the gradients of
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Lyapunov Optimization for Energy Harvesting Wireless Sensor Communications
IEEE Internet of Things Journal, 2018With the development and popularity of the renewable energy harvesting devices, the energy harvesting wireless sensor communications that can make use of the energy harvested from the nearby environments have gained more and more attentions. One key problem in the energy harvesting wireless sensor communications is the transmission strategy management,
Chengrun Qiu +3 more
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Construction of optimal Lyapunov function for systems with structured uncertainties
IEEE Transactions on Automatic Control, 1994The robust stability problem for nominally linear system with nonlinear, time-varying structured perturbations is considered. A procedure of selection of an optimal Lyapunov function from the class of quadratic forms is presented. Under some determined conditions the procedure is effective in solving the robust stability problem. The procedure requires
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A Lyapunov characterization of robust policy optimization
Control Theory and Technology, 2023Cui, Leilei, Jiang, Zhong-Ping
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Generalized Lyapunov Optimization
2026 IEEE Transportation Electrification Conference & Expo (ITEC) & Electric Aircraft Technologies Symposium (EATS) (ITEC+EATS)Mohammad Hossein Abbasi +3 more
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