Results 51 to 60 of about 564,115 (361)

Multivariate transient price impact and matrix-valued positive definite functions

, 2015
We consider a model for linear transient price impact for multiple assets that takes cross-asset impact into account. Our main goal is to single out properties that need to be imposed on the decay kernel so that the model admits well-behaved optimal ...
Alfonsi, Aurélien, Klöck, Florian, Schied, Alexander   +2 more
core   +3 more sources

A Q‐Learning Algorithm to Solve the Two‐Player Zero‐Sum Game Problem for Nonlinear Systems

International Journal of Adaptive Control and Signal Processing, Volume 39, Issue 3, Page 566-581, March 2025.
A Q‐learning algorithm to solve the two‐player zero‐sum game problem for nonlinear systems. ABSTRACT This paper deals with the two‐player zero‐sum game problem, which is a bounded L2$$ {L}_2 $$‐gain robust control problem. Finding an analytical solution to the complex Hamilton‐Jacobi‐Issacs (HJI) equation is a challenging task.
Afreen Islam, Anthony Siming Chen, Guido Herrmann   +2 more
wiley   +1 more source

Positive Definite Norm Dependent Matrices In Stochastic Modeling

Demonstratio Mathematica, 2014
Positive definite norm dependent matrices are of interest in stochastic modeling of distance/norm dependent phenomena in nature. An example is the application of geostatistics in geographic information systems or mathematical analysis of varied spatial ...
Kuniewski Sebastian P., Misiewicz Jolanta K.   +1 more
doaj   +1 more source

A unified treatment for the restricted solutions of the matrix equation $AXB=C$

AIMS Mathematics, 2020
In this paper, the Hermitian, skew-Hermitian, Re-nonnegative definite, Re-positive definite, Re-nonnegative definite least-rank and Re-positive definite least-rank solutions of the matrix equation $AXB= C$ are considered.
Jiao Xu, Hairui Zhang, Lina Liu, Huiting Zhang, Yongxin Yuan   +4 more
doaj   +1 more source

Positive definite solutions of some matrix equations

Linear Algebra and its Applications, 2008
The authors investigate some existence questions of positive semi-definite solutions for certain classes of matrix equations known as the generalized Lyapunov equations. The authors use a simple but useful lemma (Lemma 2.1) and properties of Fourier transforms to get sufficient and necessary conditions for certain equations and only sufficient for ...
Cvetković, Aleksandar S., Milovanović, Gradimir V.   +1 more
openaire   +2 more sources

Data‐Driven Distributed Safe Control Design for Multi‐Agent Systems

International Journal of Adaptive Control and Signal Processing, EarlyView.
This paper presents a data‐driven control barrier function (CBF) technique for ensuring safe control of multi‐agent systems (MASs) with uncertain linear dynamics. A data‐driven quadratic programming (QP) optimization is first developed for CBF‐based safe control of single‐agent systems using a nonlinear controller. This approach is then extended to the
Marjan Khaledi, Bahare Kiumarsi
wiley   +1 more source

On positive definite solutions of the matrix equation $ X-\sum_{i = 1}^{m}A_{i}^{\ast}X^{-p_{i}}A_{i} = Q $

AIMS Mathematics
In this paper, we used the outstanding properties of the Thompson metric to conclusively demonstrate the existence of a unique positive definite solution for the nonlinear matrix equation $ X-\sum_{i = 1}^{m}A_{i}^{\ast}X^{-p_{i}}A_{i} = Q $ without any ...
Changzhou Li , Chao Yuan , Shiliang Chen
doaj   +1 more source

Applying fixed point techniques for obtaining a positive definite solution to nonlinear matrix equations

AIMS Mathematics, 2023
In this manuscript, the concept of rational-type multivalued F−contraction mappings is investigated. In addition, some nice fixed point results are obtained using this concept in the setting of MM−spaces and ordered MM−spaces. Our findings extend, unify,
Muhammad Tariq, Eskandar Ameer, Amjad Ali, Hasanen A. Hammad, Fahd Jarad   +4 more
doaj   +1 more source

Hopfield Neural Networks for Online Constrained Parameter Estimation With Time‐Varying Dynamics and Disturbances

International Journal of Adaptive Control and Signal Processing, EarlyView.
This paper proposes two projector‐based Hopfield neural network (HNN) estimators for online, constrained parameter estimation under time‐varying data, additive disturbances, and slowly drifting physical parameters. The first is a constraint‐aware HNN that enforces linear equalities and inequalities (via slack neurons) and continuously tracks the ...
Miguel Pedro Silva
wiley   +1 more source

Approximate kernel clustering [PDF]

, 2008
In the kernel clustering problem we are given a large $n\times n$ positive semi-definite matrix $A=(a_{ij})$ with $\sum_{i,j=1}^na_{ij}=0$ and a small $k\times k$ positive semi-definite matrix $B=(b_{ij})$.
Khot, Subhash, Naor, Assaf
core   +5 more sources