Results 71 to 80 of about 19,415 (207)
International Journal of Robust and Nonlinear Control, EarlyView.ABSTRACT In this paper, we consider the optimal control problem for an unknown continuous‐time nonlinear system, and present a framework that integrates model‐based and model‐free methods to solve it. Each approach offers distinct advantages: model‐based techniques provide offline synthesis and data efficiency, while model‐free procedures excel at ...
Surabhi Athalye +2 more
wiley +1 more source
A Multiagent Transfer Function Neuroapproach to Solve Fuzzy Riccati Differential Equations
Journal of Applied Mathematics, 2014 A numerical solution of fuzzy quadratic Riccati differential equation is estimated using a proposed new approach for neural networks (NN). This proposed new approach provides different degrees of polynomial subspaces for each of the transfer function ...
Mohammad Shazri Shahrir +3 more
doaj +1 more source
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.
core +2 more sources
Measured‐State Conditioned Recursive Feasibility for Stochastic Model Predictive Control
International Journal of Robust and Nonlinear Control, EarlyView.ABSTRACT In this paper, we address the problem of designing stochastic model predictive control (SMPC) schemes for linear systems affected by unbounded disturbances. The contribution of the paper is rooted in a measured‐state initialization strategy. First, due to the nonzero probability of violating chance‐constraints in the case of unbounded noise ...
Mirko Fiacchini +2 more
wiley +1 more source
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
wiley +1 more source
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
wiley +1 more source
Equilibrium Reward for Liquidity Providers in Automated Market Makers
Mathematical Finance, EarlyView.ABSTRACT We find the equilibrium contract that an automated market maker (AMM) offers to their strategic liquidity providers (LPs) in order to maximize the order flow that gets processed by the venue. Our model is formulated as a leader–follower stochastic game, where the venue is the leader and a representative LP is the follower.
Alif Aqsha +2 more
wiley +1 more source
A perturbative solution to metadynamics ordinary differential equation
, 2015 Metadynamics is a popular enhanced sampling scheme wherein by periodic application of a repulsive bias, one can surmount high free energy barriers and explore complex landscapes.
Dama, James F. +2 more
core +1 more source
Numerical solution of differential algebraic riccati equations
Linear Algebra and its Applications, 1990 The numerical solution of the matrix differential algebraic Riccati equation (DARE) arising from singular or descriptor control problems is studied. The solvability of such equations under different conditions is discussed. Numerical methods for the solution of the DAREs are applied to these equations after a transformation of the DARE to a form where ...
Kunkel, P., Mehrmann, V.
openaire +1 more source
The Canadian Journal of Chemical Engineering, Volume 104, Issue 6, Page 3018-3037, June 2026.Abstract We develop a delay‐aware estimation and control framework for a non‐isothermal axial dispersion tubular reactor modelled as a coupled parabolic‐hyperbolic PDE system with recycle‐induced state delay. The infinite‐dimensional dynamics are preserved without spatial discretization by representing the delay as a transport PDE and adopting a late ...
Behrad Moadeli, Stevan Dubljevic
wiley +1 more source