Results 61 to 70 of about 1,929 (184)
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
H2−H∞ control of discrete-time nonlinear systems using the state-dependent Riccati equation approach
Systems Science & Control Engineering, 2017 A novel H2−H∞ State-dependent Riccati equation control approach is presented for providing a generalized control framework to discrete-time nonlinear system.
Xin Wang +3 more
doaj +1 more source
New exact solutions for Kudryashov–Sinelshchikov equation
Advances in Difference Equations, 2018 In this paper, we firstly change the auxiliary second order ordinary differential equation in the G′G $\frac{G'}{G}$-polynomial expansion method to the Riccati equation.
Junliang Lu
doaj +1 more source
Market Making With Fads, Informed, and Uninformed Traders
Mathematical Finance, EarlyView.ABSTRACT We characterize the solution to a continuous‐time optimal liquidity provision problem in a market populated by informed and uninformed traders. In our model, the asset price exhibits fads —these are short‐term deviations from the fundamental value of the asset.
Emilio Barucci +2 more
wiley +1 more source
International Journal of Robust and Nonlinear Control, Volume 36, Issue 14, Page 6856-6876, 25 September 2026.ABSTRACT Designing safe control laws for nonlinear systems is challenging, especially when ensuring stability under actuator saturation and state constraints. A key aspect is embedding controllers with a Region of Attraction (ROA), which defines initial conditions guaranteeing convergence to a stable equilibrium point (EP).
Bhaskar Biswas +3 more
wiley +1 more source
A hidden Markov model and reinforcement learning‐based strategy for fault‐tolerant control
The Canadian Journal of Chemical Engineering, Volume 104, Issue 8, Page 4322-4336, August 2026.Abstract This study introduces a data‐driven control strategy integrating hidden Markov models (HMM) and reinforcement learning (RL) to achieve resilient, fault‐tolerant operation against persistent disturbances in nonlinear chemical processes. Called hidden Markov model and reinforcement learning (HMMRL), this strategy is evaluated in two case studies
Tamera Leitao +2 more
wiley +1 more source
Integrability of doubly-periodic Riccati equation
International Journal of Mathematics and Mathematical Sciences, 1998 By the structure of solvable subgroup of SL(2,ℂ) (see [1]), the integrability and properties of solutions of a Riccati equation with an elliptic function coefficient, which is related to a Fuchsian equation on the torus T2,is studied.
Ma Ling, Guan Ke-Ying
doaj +1 more source
Atmospheric Constituent Data Assimilation in NASA's Goddard Earth Observing System
Earth and Space Science, Volume 13, Issue 8, August 2026.Abstract Many of today's most significant and urgent scientific questions, including those about the impact of human activity on air quality and radiative forcing, require the synthesis of observations of atmospheric constituents and scientific theory.
B. Weir +11 more
wiley +1 more source
On integration of a matrix Riccati equation
Sibirskii zhurnal industrial'noi matematiki, 2020 We execute the complete integration of the simplest matrix Riccati equation in the two- and three-dimensional cases for an arbitrary linear differential operator. The solution is constructed in terms of the Jordan form of an unknown matrix and the corresponding similarity matrix.
Neshchadim, M. V., Chupakhin, A. P.
openaire +2 more sources