Results 11 to 20 of about 726,750 (291)

Applications of hidden Markov models in financial modelling [PDF]

open access: yes, 2008
This thesis was submitted for the degree of Doctor of Philosophy and was awarded by Brunel University.Various models driven by a hidden Markov chain in discrete or continuous time are developed to capture the stylised features of market variables whose ...
Erlwein, Christina
core   +7 more sources

Sliding‐mode‐based admissible consensus of nonlinear singular stochastic uncertain semi‐Markov multi‐agent systems with time‐varying delay

open access: yesThe Journal of Engineering, 2022
In this paper, the sliding mode control of nonlinear singular stochastic uncertain semi‐Markov multi‐agent systems with time‐varying delay are studied. Firstly, a new integral sliding surface function is designed.
Huaizhu Wang, Guoyun Liu
doaj   +1 more source

Static Output Feedback Control for Nonlinear Time-Delay Semi-Markov Jump Systems Based on Incremental Quadratic Constraints

open access: yesMathematical and Computational Applications, 2023
This paper is concerned with the problem of static output feedback control for a class of continuous-time nonlinear time-delay semi-Markov jump systems with incremental quadratic constraints.
Yang Zhou, Xiaofu Ji
doaj   +1 more source

A safe reinforcement learning approach for autonomous navigation of mobile robots in dynamic environments

open access: yesCAAI Transactions on Intelligence Technology, EarlyView., 2023
Abstract When deploying mobile robots in real‐world scenarios, such as airports, train stations, hospitals, and schools, collisions with pedestrians are intolerable and catastrophic. Motion safety becomes one of the most fundamental requirements for mobile robots.
Zhiqian Zhou   +7 more
wiley   +1 more source

An Improved Delay-Dependent Stability Analysis for Markovian Jump Systems With Interval Time-Varying-Delays

open access: yesIEEE Access, 2018
This paper put forward an improved stochastic stability condition for Markovian jump systems with interval time-varying delays. Markov jump parameters are modeled as a continuous-time Markov chain.
Nuo Xu, Liankun Sun
doaj   +1 more source

H‐infinity fault‐tolerant control for Markov jump system with actuator time delay

open access: yesThe Journal of Engineering, 2022
This study investigates H‐infinity fault‐tolerant control for Markov jump systems with actuator time delay. The main objective is to obtain some theorems such that the corresponding Markov jump systems with actuator time delay to be H‐infinity stable and
Falu Weng   +4 more
doaj   +1 more source

On Chebyshev–Markov–Krein inequalities

open access: yesJournal of Approximation Theory, 2012
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Allan Pinkus, José M. Quesada
openaire   +2 more sources

Consumption inequality and discount rate heterogeneity [PDF]

open access: yes, 2013
Although standard incomplete market models can account for the magnitude of the rise in consumption inequality over the life cycle, they generate unrealistically concave age profiles of consumption inequality and unrealistically less wealth inequality ...
Sun, Gang
core   +2 more sources

An agent-based implementation of hidden Markov models for gas turbine condition monitoring [PDF]

open access: yes, 2014
This paper considers the use of a multi-agent system (MAS) incorporating hidden Markov models (HMMs) for the condition monitoring of gas turbine (GT) engines.
Twiddle, John   +3 more
core   +4 more sources

On certain weighted Schur type inequalities

open access: yesScience, Technology and Innovation, 2022
In this note we give sharp Schur type inequalities for univariate polynomials with convex weights. Our approach will rely on application of two-dimensional Markov type inequalities, and also certain properties of Jacobi polynomials in order to prove ...
Tomasz Beberok
doaj   +1 more source

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