Results 61 to 70 of about 28,299,233 (201)

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

Optimization of the Aedes aegypti Control Strategies for Integrated Vector Management

Journal of Applied Mathematics, 2015
We formulate an infinite-time quadratic functional minimization problem of Aedes aegypti mosquito population. Three techniques of mosquito population management, chemical insecticide control, sterile insect technique control, and environmental carrying ...
Marat Rafikov, Elvira Rafikova, Hyun Mo Yang   +2 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

On solving discrete-time periodic Riccati equations [PDF]

, 2005
Two numerically reliable algorithms to compute the periodic nonnegative definite stabilizing solution ofdiscrete-time periodic Riccati equations are proposed.
A. Varga, Varga, Andras
core   +1 more source

Control Systems Design With Enlarged Stability Domains for Nonlinear Constrained Systems via Sum‐of‐Squares Optimization

International Journal of Robust and Nonlinear Control, Volume 36, Issue 14, Page 6856-6876, 25 September 2026.
ABSTRACT Designing safe control laws for nonlinear systems is challenging, especially when ensuring stability under actuator saturation and state constraints. A key aspect is embedding controllers with a Region of Attraction (ROA), which defines initial conditions guaranteeing convergence to a stable equilibrium point (EP).
Bhaskar Biswas, Dmitry Ignatyev, Argyrios Zolotas, Antonios Tsourdos   +3 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

Probing Strong Coupling in Core–Shell Nanoparticles With Fast Electron Beams

physica status solidi (a), Volume 223, Issue 17, 9 September 2026.
An exact analytic formalism for evaluating electron‐energy loss and cathodoluminescence probabilities for core–shell nanoparticles explored by electron‐beam spectroscopies is derived. The formalism is exploited to understand strong exciton–plasmon and exciton–Mie mode coupling in nanophotonic architectures.
Annika Brandt, Christos Tserkezis, Carsten Rockstuhl, P. Elli Stamatopoulou   +3 more
wiley   +1 more source

CONTROL OF THE DOUBLE INVERTED PENDULUM ON A CART USING THE NATURAL MOTION

Acta Polytechnica, 2013
This paper deals with controlling the swing-up motion of the double pendulum on a cart using a novel control. The system control is based on finding a feasible trajectory connecting the equilibrium positions from which the eigenfrequencies of the system ...
Zdenek Neusser, Michael Valášek
doaj   +1 more source

A hidden Markov model and reinforcement learning‐based strategy for fault‐tolerant control

The Canadian Journal of Chemical Engineering, Volume 104, Issue 8, Page 4322-4336, August 2026.
Abstract This study introduces a data‐driven control strategy integrating hidden Markov models (HMM) and reinforcement learning (RL) to achieve resilient, fault‐tolerant operation against persistent disturbances in nonlinear chemical processes. Called hidden Markov model and reinforcement learning (HMMRL), this strategy is evaluated in two case studies
Tamera Leitao, Debaprasad Dutta, Simant R. Upreti   +2 more
wiley   +1 more source

Discrete-Time Indefinite Stochastic LQ Control via SDP and LMI Methods

Journal of Applied Mathematics, 2012
This paper studies a discrete-time stochastic LQ problem over an infinite time horizon with state-and control-dependent noises, whereas the weighting matrices in the cost function are allowed to be indefinite.
Shaowei Zhou, Weihai Zhang
doaj   +1 more source