Results 81 to 90 of about 1,692 (206)
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
A decomposition-based warm-start method for stochastic programming
, 2013 In this paper we propose a warm-start technique for interior point methods applicable to multi-stage stochastic linear programming problems. The main idea is to generate an initial point by decomposing the problem at the second stage and using an ...
Colombo, Marco +3 more
core +1 more source
Iterative solution of a nonsymmetric algebraic riccati equation [PDF]
, 2005 We study the nonsyinmetric algebraic Riccati equation whose four coefficient matrices are the blocks of a nonsingular M-matrix or an irreducible singular M-matrix M. The solution of practical interest is the minimal nonnegative solution.
Higham, Nicholas J. +2 more
core +1 more source
Measured‐State Conditioned Recursive Feasibility for Stochastic Model Predictive Control
International Journal of Robust and Nonlinear Control, Volume 36, Issue 11, Page 5964-5981, 25 July 2026.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
Riccati-type Pseudopotentials and Their Applications
, 1992 This chapter discusses Riccati-type pseudopotentials and their applications. This type of pseudopotential generates the Lax equations, auto-Backlund transformation, and singularity manifold equation of the corresponding nonlinear evolution (NLE) equation
M.C. Nucci, NUCCI, Maria Clara
core +1 more source
International Journal of Robust and Nonlinear Control, Volume 36, Issue 10, Page 5619-5634, 10 July 2026.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
The Canadian Journal of Chemical Engineering, Volume 104, Issue 6, Page 3018-3037, June 2026.Abstract We develop a delay‐aware estimation and control framework for a non‐isothermal axial dispersion tubular reactor modelled as a coupled parabolic‐hyperbolic PDE system with recycle‐induced state delay. The infinite‐dimensional dynamics are preserved without spatial discretization by representing the delay as a transport PDE and adopting a late ...
Behrad Moadeli, Stevan Dubljevic
wiley +1 more source
Engineering Reports, Volume 8, Issue 6, June 2026.This study investigates a nonlinear Navier‐Stokes‐type model for elastic cylindrical vessels. Exact solutions are derived via the Bäcklund transformation and the ϕ6$$ {\phi}^6 $$‐expansion method, and dynamical behaviors are analyzed using bifurcation and chaos tools, revealing diverse wave structures and parameter‐dependent propagation characteristics.
Sheikh Zain Majid +2 more
wiley +1 more source
Low-dimensional dynamics of globally coupled complex Riccati equations: Exact firing-rate equations for spiking neurons with clustered substructure [PDF]
We report on an exact theory for ensembles of globally coupled, heterogeneous complex Riccati equations. A drastic dimensionality reduction to a few ordinary differential equations is achieved for Lorentzian heterogeneity.
Cestnik, Rok +2 more
core +1 more source
A New Oscillation Criterion for Forced Second-Order Quasilinear Differential Equations
Discrete Dynamics in Nature and Society, 2011 By using the generalized variational principle and Riccati technique, a new oscillation criterion is established for second-order quasilinear differential equation with an oscillatory forcing term, which improves and generalizes some of new results in ...
Shao Jing
doaj +1 more source