Results 91 to 100 of about 4,737,365 (276)
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
Comparison theorems for Riccati inequalities arising in the theory of PDE's with p-Laplacian
Electronic Journal of Differential Equations, 2011 In this article, we study a Riccati inequality that appears in the theory of partial differential equations with p-Laplacian. Our results allow to compare existence and nonexistence of positive solutions for Riccati type inequalities which are ...
Ondrej Dosly +2 more
doaj
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
Generalized Riccati equations arising in stochastic games [PDF]
, 2006 We study a class of rational matrix differential equations that generalize the Riccati differential equations. The generalization involves replacing positive definite “weighting” matrices in the usual Riccati equations with either semidefinite or ...
McAsey, Michael, Mou, Libin
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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
Riccati differential equations /
, 1972 Includes bibliographical references and index.Front Cover; Riccati Differential Equations; Copyright Page; Contents; Preface; Chapter One. Scalar Riccati Differential Equations; Chapter Two.
Reid, William T.(William Thomas),1907 October 4-1977.
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Abstract and Applied Analysis, 2013 Some new oscillation criteria for a general class of second-order differential equations with nonlinear damping are shown. Except some general structural assumptions on the coefficients and nonlinear terms, we additionally assume only one sufficient ...
Mervan Pašić
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A Riccati solution for Burgers’ equation [PDF]
Quarterly of Applied Mathematics, 1970 In the last few years a one-dimensional, time-dependent and nonlinear approximation to the Navier-Stokes equations, (1) below, has found applications in fields as diverse as number theory, gas dynamics, heat conduction, elasticity, etc. Probably the most important reason for this is that the complete and explicit solution of this equation became known ...
openaire +2 more sources
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
Wind Energy, Volume 29, Issue 10, October 2026.ABSTRACT This study investigates control strategies for large‐scale floating offshore wind turbines using the semi‐submersible IEA 15‐MW turbine as a benchmark. A gain‐scheduled PI (GSPI) controller is firstly established as the baseline for collective pitch control (CPC).
Dongxiao Bai +3 more
wiley +1 more source