Results 61 to 70 of about 20,428,698 (185)
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
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
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 +3 more
wiley +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 +3 more
wiley +1 more source
Riccati differential equations /
, 1972 Includes bibliographical references and index.Front Cover; Riccati Differential Equations; Copyright Page; Contents; Preface; Chapter One. Scalar Riccati Differential Equations; Chapter Two.
Reid, William T.(William Thomas),1907 October 4-1977.
core
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 +2 more
wiley +1 more source
, 2023 This archive contains the companion codes, used data and computed results for the paper: J. Heiland, S. W. R. Werner; "Low-complexity linear parameter-varying approximations of incompressible Navier-Stokes equations for truncated state-dependent ...
Werner, Steffen W. R., Heiland, Jan
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Atmospheric Constituent Data Assimilation in NASA's Goddard Earth Observing System
Earth and Space Science, Volume 13, Issue 8, August 2026.Abstract Many of today's most significant and urgent scientific questions, including those about the impact of human activity on air quality and radiative forcing, require the synthesis of observations of atmospheric constituents and scientific theory.
B. Weir +11 more
wiley +1 more source
On computing inner-outer factorizations of periodic systems [PDF]
, 2013 A numerically reliable state space algorithm is proposed for computing inner-outer factorizations of causal periodic descriptor systems. The main computational ingredients are the computation of a special condensed Kronecker-like form of periodic ...
Varga, Andreas, Andreas Varga
core +1 more source