Results 21 to 30 of about 34,677 (208)
Mathematical Methods in the Applied Sciences, EarlyView.A highly accurate numerical method is given for the solution of boundary value problem of generalized Bagley‐Torvik (BgT) equation with Caputo derivative of order 0<β<2$$ 0<\beta <2 $$ by using the collocation‐shooting method (C‐SM). The collocation solution is constructed in the space Sm+1(1)$$ {S}_{m+1}^{(1)} $$ as piecewise polynomials of degree at ...
Suzan Cival Buranay +2 more
wiley +1 more source
Unveiling New Perspectives on the Hirota–Maccari System With Multiplicative White Noise
Mathematical Methods in the Applied Sciences, EarlyView.ABSTRACT In this study, we delve into the stochastic Hirota–Maccari system, which is subjected to multiplicative noise according to the Itô sense. The stochastic Hirota–Maccari system is significant for its ability to accurately model how stochastic affects nonlinear wave propagation, providing valuable insights into complex systems like fluid dynamics
Mohamed E. M. Alngar +3 more
wiley +1 more source
On the Riccati dynamics of 2D Euler-Poisson equations with attractive\n forcing [PDF]
, 2022 Yongki Lee
openalex +1 more source
HyLPD Digital Twin Control for UAV Stability in High‐Wind Conditions
Optimal Control Applications and Methods, EarlyView.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 +2 more
wiley +1 more source
, 2017 A novel recipe for exactly solving in finite terms a class of special differential Riccati equations is reported. Our procedure is entirely based on a successful resolution strategy quite recently applied to quantum dynamical time-dependent SU(2 ...
Grimaudo, R. +3 more
core +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
Unconditionnally stable scheme for Riccati equation
, 2000 We present a numerical scheme for the resolution of matrix Riccati equation used in control problems. The scheme is unconditionnally stable and the solution is definite positive at each time step of the resolution.
Abdelkader Saïdi +3 more
core +1 more source
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
wiley +1 more source
Non-Symmetric Matrix Riccati Equations
Zeitschrift für Analysis und ihre Anwendungen, 1995 We prove a fundamental representation formula for all solutions of the matrix Riccati differential equation and of the corresponding algebraic Riccati equation. This formula contains the complete information on the phase portrait of the matrix equation and on the structure of the set F of all solutions of the corresponding algebraic equation.
Freiling, G., Jank, G.
openaire +2 more sources