Results 71 to 80 of about 9,613,117 (241)
Quantum mechanical spectral engineering by scaling intertwining
, 2001 Using the concept of spectral engineering we explore the possibilities of building potentials with prescribed spectra offered by a modified intertwining technique involving operators which are the product of a standard first-order intertwiner and a ...
Boya L J +13 more
core +1 more source
A reduction technique for generalised Riccati difference equations arising in linear-quadratic optimal control [PDF]
2012 IEEE 51st IEEE Conference on Decision and Control (CDC), 2012 In this paper we develop a reduction technique for the generalised Riccati difference equation arising in optimal control and optimal filtering. This technique relies on a decomposition method for the generalised Riccati difference equation that isolates its nilpotent part, which becomes constant in a number of iteration steps equal to the nilpotency ...
FERRANTE, AUGUSTO, L. Ntogramatzidis
openaire +2 more sources
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
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
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
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
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
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
doaj +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
doaj +1 more source
Darboux parameter for empty FRW quantum universes and quantum cosmological singularities
, 1998 I present the factorization(s) of the Wheeler-DeWitt equation for vacuum FRW minisuperspace universes of arbitrary Hartle-Hawking factor ordering, including the so-called strictly isospectral supersymmetric method.
Darboux G., HARET C. ROSU, Hartle J.
core +2 more sources