Results 61 to 70 of about 542 (185)

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

Control with Fault Detection of the DC Microgrids Using SDRE-Controller-Observer

Journal of Applied Science and Engineering
In the present work, using the State-Dependent Riccati Equation approach, the optimal optimizer-controller is designed for a small DC network isolated from the network. The objectives are to control the output voltage of the solar cell, as well as output
Linchao Ma, Jingkui Mao
doaj   +1 more source

LMI-Based Model Predictive Control for Underactuated Surface Vessels with Input Constraints

Abstract and Applied Analysis, 2014
A nonlinear model predictive control (MPC) is proposed for underactuated surface vessel (USV) with constrained inputs. Aimed at the special structure of USV, a state-dependent coefficient (SDC) under the given USV is constructed in terms of ...
Lutao Liu, Zhilin Liu, Jun Zhang
doaj   +1 more source

Disturbance attenuation control for LVRT capability enhancement of doubly fed wind generators

IET Generation, Transmission & Distribution, 2021
Low voltage ride through (LVRT) requires wind generation systems (WGS) to maintain continuous operation and provide reactive power support under grid voltage dips.
Boyu Qin, Ruowei Zhang, Hengyi Li, Tao Ding, Wansong Liu   +4 more
doaj   +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, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +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, Philippe Bergault, Leandro Sánchez‐Betancourt   +2 more
wiley   +1 more source

Nonlinear State Estimation and Control for Chaos Suppression in MEMS Resonator

Shock and Vibration, 2013
During the last decade the chaotic behavior in MEMS resonators have been reported in a number of works. Here, the chaotic behavior of a micro-mechanical resonator is suppressed.
Angelo Marcelo Tusset, Átila Madureira Bueno, Claudinor Bitencourt Nascimento, Mauricio dos Santos Kaster, José Manoel Balthazar   +4 more
doaj   +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, Adrien Mathieu, Leandro Sánchez‐Betancourt   +2 more
wiley   +1 more source

Test Mass Capture Control for Drag-Free Satellite Based on State-Dependent Riccati Equation Method

Actuators
The drag-free satellite plays an important role in the space-based gravitational wave observatory. The capture control of test mass after release is a crucial technology that can affect the success of the mission.
Yingjie Chen, Yankai Wang, Ti Chen, Zhengtao Wei, Javad Tayebi   +4 more
doaj   +1 more source

On the Design of Terminal Ingredients in Periodic Model Predictive Path‐Following

Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.
ABSTRACT Establishing recursive feasibility and convergence for nonlinear model predictive path‐following control (MPPFC) is a non‐trivial task, particularly when following periodic reference paths. We propose a procedure for the design of terminal ingredients in MPPFC for constrained nonlinear systems.
Mohamed Abou‐Taleb, Julian Berberich, Melanie Zeilinger, Andrea Carron   +3 more
wiley   +1 more source