Results 61 to 70 of about 28,358 (207)
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
Formulas For Solutions Of The Riccati’s Equation
MANAS: Journal of Engineering, 2017 In this paper we obtained the formula for the common solution of Riccati equations. Here Riccati equations was solved for common cases. Results obtained have been compared with the conventional ones and a comment has been made on them.
A. Asanov, E. Hazar, R. Asanov
doaj
Numerical Solutions of Matrix Differential Models using Cubic Matrix Splines II
, 2006 This paper presents the non-linear generalization of a previous work on matrix differential models. It focusses on the construction of approximate solutions of first-order matrix differential equations Y'(x)=f(x,Y(x)) using matrix-cubic splines.
A. Hervás +21 more
core +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 +3 more
wiley +1 more source
Legendre Wavelet Operational Matrix Method for Solution of Riccati Differential Equation
International Journal of Mathematics and Mathematical Sciences, 2014 A Legendre wavelet operational matrix method (LWM) is presented for the solution of nonlinear fractional-order Riccati differential equations, having variety of applications in quantum chemistry and quantum mechanics.
S. Balaji
doaj +1 more source
Nonlinear boudary value problem in the case of parametric resonance [PDF]
Компьютерные исследования и моделирование, 2015 We construct necessary and sufficient conditions for the existence of solution of seminonlinear matrix boundary value problem for a parametric excitation system of ordinary differential equations.
Sergey Mikhaylovich Chujko +2 more
doaj +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
Boundary Value Problems, 2010 We used what we called extended Fan's sub-equation method and a new compound Riccati equations rational expansion method to construct the exact travelling wave solutions of the Davey-Stewartson (DS) equations. The basic idea of the proposed extended Fan'
Zedan Hassan
doaj
The Riccati System and a Diffusion-Type Equation [PDF]
, 2011 We discuss a method of constructing solution of the initial value problem for duffusion-type equations in terms of solutions of certain Riccati and Ermakov-type systems.
Suazo, Erwin +2 more
core
, 2008 In this paper we treat the time evolution of unitary elements in the N level system and consider the reduced dynamics from the unitary group U(N) to flag manifolds of the second type (in our terminology). Then we derive a set of differential equations of
Daoud M. +4 more
core +1 more source