Results 71 to 80 of about 19,301 (215)
The nonlinear superposition principle and the Wei-Norman method
, 1998 Group theoretical methods are used to study some properties of the Riccati equation, which is the only differential equation admitting a nonlinear superposition principle. The Wei-Norman method is applied to obtain the associated differential equation in
Carinena, J. F., Marmo, G., Nasarre, J.
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Liouvillian propagators, Riccati equation and differential Galois theory [PDF]
Journal of Physics A: Mathematical and Theoretical, 2013 In this paper a Galoisian approach to build propagators through Riccati equations is presented. The main result corresponds to the relationship between the Galois integrability of the linear Schr dinger equation and the virtual solvability of the differential Galois group of its associated characteristic equation.
Acosta-Humánez, Primitivo B. +1 more
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The role of identification in data‐driven policy iteration: A system theoretic study
International Journal of Robust and Nonlinear Control, EarlyView.Abstract The goal of this article is to study fundamental mechanisms behind so‐called indirect and direct data‐driven control for unknown systems. Specifically, we consider policy iteration applied to the linear quadratic regulator problem. Two iterative procedures, where data collected from the system are repeatedly used to compute new estimates of ...
Bowen Song, Andrea Iannelli
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Riccati parameter modes from Newtonian free damping motion by supersymmetry
, 1998 We determine the class of damped modes \tilde{y} which are related to the common free damping modes y by supersymmetry. They are obtained by employing the factorization of Newton's differential equation of motion for the free damped oscillator by means ...
B. Mielnik +8 more
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Complex Riccati differential equations revisited
Annales Academiae Scientiarum Fennicae Mathematica, 2014 The author gives a detailed study of the asymptotic properties of the solution to the Riccati differential equation \[ w'=a(z)-w^2, \tag(\text{R}) \] where \(a\) is a polynomial of the form \(a(z)=z^n+O(|z|^{n-1})\), \(z\to \infty\). In order to improve known results (e.g. [\textit{H.
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Time-asymptotic Dynamics of Hermitian Riccati Differential Equations
Taiwanese Journal of Mathematics, 2020 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kuo, Yueh-Cheng +2 more
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Measure‐valued processes for energy markets
Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
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Nonlocal symmetries of Riccati and Abel chains and their similarity reductions
, 2012 We study nonlocal symmetries and their similarity reductions of Riccati and Abel chains. Our results show that all the equations in Riccati chain share the same form of nonlocal symmetry.
Bluman G. W. +5 more
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Generalized Riccati difference and differential equations
Linear Algebra and its Applications, 1996 The authors investigate the comparison, convergence and monotonic dependence on coefficients and initial values for the solutions to the vector valued Riccati differential and difference equations which are generalized by adding semidefinite terms.
Freiling, G., Jank, G., Abou-Kandil, H.
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Macroscopic Market Making Games
Mathematical Finance, EarlyView.ABSTRACT Building on the macroscopic market making framework as a control problem, this paper investigates its extension to stochastic games. In the context of price competition, each agent is benchmarked against the best quote offered by the others. We begin with the linear case.
Ivan Guo, Shijia Jin
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