Results 61 to 70 of about 10,898,866 (197)
Conditions for the Oscillation of Solutions to Neutral Differential Equations of Higher Order
Mathematics, 2023 In this research, we applied three techniques—the comparison technique, the Riccati technique, and the integral averages technique to analyze and establish various conditions and properties associated with the oscillatory behavior of even-order neutral ...
Maryam Al-Kandari
doaj +1 more source
Journal of Engineering Advancements, 2021 We propose an efficient sparsity-preserving reduced-order modelling approach for index-1 descriptor systems extracted from large-scale power system models through two-sided projection techniques.
M. Uddin, M. Uddin, M. Khan, M. Hossain
semanticscholar +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
Forced oscillation of second order nonlinear dynamic equations on time scales
Electronic Journal of Qualitative Theory of Differential Equations, 2008 By means of the Kartsatos technique and generalized Riccati transformation techniques, we establish some new oscillation criteria for a second order nonlinear dynamic equations with forced term on time scales in terms of the coefficients.
M. Huang, W. Feng
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The Shifting Technique for Solving a Nonsymmetric Algebraic Riccati Equation
, 2011 This paper analyzes a special instance of nonsymmetric algebraic matrix Riccati equations arising from transport theory. Traditional approaches for finding the minimal nonnegative solution of the matrix Riccati equations are based on the fixed point iteration and the speed of the convergence is linear.
Chiang, Chun-Yueh, Lin, Matthew M.
openaire +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
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
Abstract and Applied Analysis, 2011 Using the generalized variational principle and the Riccati technique, new oscillation criteria are established for the forced second-order nonlinear differential equation, which improves and generalizes some of the new results in literature.
Jing Shao, Fanwei Meng
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Journal of Taibah University for Science, 2020 This article applied the Riccati–Bernoulli (RB) sub-ODE method in order to get new exact solutions for the long–short-wave interaction (LS) equations.
Yousef F. Alharbi +3 more
semanticscholar +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