Results 71 to 80 of about 1,010 (188)

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.
openaire   +2 more sources

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, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

Macroscopic Market Making Games

Mathematical Finance, Volume 36, Issue 2, Page 352-373, April 2026.
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
wiley   +1 more source

The Estimation of a Signal Generated by a Dynamical System Modeled by McKean–Vlasov Stochastic Differential Equations Under Sampled Measurements

Mathematics
This paper addresses the problem of optimal H2-filtering for a class of continuous-time linear McKean–Vlasov stochastic differential equations under sampled measurements.
Vasile Dragan, Samir Aberkane
doaj   +1 more source

A note on the Riccati differential equation

Journal of Mathematical Analysis and Applications, 2003
The author presents some results for the Riccati differential equation \(u'=A(z)+u^2\) with nonentire meromorphic functions \(A(z)\). He also presents some examples to illustrate some of this results.
openaire   +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, Volume 40, Issue 3, Page 544-564, March 2026.
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

Riccati’s differential equation in birth-death processes

Trabajos de Estadistica Y de Investigacion Operativa, 1985
Summary: This note reviews the occurrence of Riccati's equation in three birth- death type processes, and outlines their solutions.
openaire   +3 more sources

Accurate State of Charge Estimation in Lithium‐Ion Batteries by Second‐Order Sliding Mode Observer

Battery Energy, Volume 5, Issue 2, March 2026.
A finite‐time second‐order sliding mode observer (SO‐SMO) is proposed for accurate and robust state‐of‐charge estimation in lithium‐ion batteries, achieving fast convergence, chattering elimination, and superior estimation accuracy compared to conventional methods, making it ideal for real‐time battery management applications in electric and hybrid ...
Mohammad Asadi, Vahid Behnamgol, Mona Faraji Niri, Mohamed Mohamed, Uchenna Diala, Behnaz Sohani   +5 more
wiley   +1 more source

HyLPD Digital Twin Control for UAV Stability in High‐Wind Conditions

Optimal Control Applications and Methods, Volume 47, Issue 2, Page 626-642, March/April 2026.
This work introduces a novel HyLPD, a hybrid control framework combining Linear Quadratic Regulator (LQR) for baseline stability and Deep Deterministic Policy Gradient (DDPG) for adaptive compensation, tailored for UAVs under high‐wind conditions.
Cara Rose, Robert McMurray, Muhammad Usman Hadi   +2 more
wiley   +1 more source

A Note on the Riccati Differential Equation

Journal of Mathematical Analysis and Applications, 1995
The author treats the Riccati differential equation \[ w'= a(z)+ b(z) w+ c(z) w^ 2,\tag{1} \] where \(z\), \(w\) are complex variables and \(a(z)\), \(b(z)\) and \(c(z)\) are meromorphic on the whole \(z\)-plane. It is known that by a suitable transformation (1) can be transformed into the form (2) \(w'= A(z)+ w^ 2\), where \(A(z)\) is meromorphic on ...
openaire   +1 more source