Results 61 to 70 of about 28,579 (204)
, 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
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
Nonlinear Engineering, 2018 In this paper, the fractional derivatives in the sense of modified Riemann–Liouville and the Riccati-Bernoulli Sub-ODE method are used to construct exact solutions for some nonlinear partial fractional differential equations via the nonlinear fractional ...
Abdelrahman Mahmoud A.E.
doaj +1 more source
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
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
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
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
On the Convergence of the Modified Riccati Equation [PDF]
ISRN Signal Processing, 2012 The modified Riccati equation arises in the implementation of Kalman filter in target tracking under measurement uncertainty and it cannot be transformed into an equation of the form of the Riccati equation. An iterative solution algorithm of the modified Riccati equation is proposed.
Assimakis, Nicholas, Adam, Maria
openaire +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