Results 71 to 80 of about 20,487,524 (202)
Riccati and Ermakov Equations in Time-Dependent and Time-Independent Quantum Systems
Symmetry, Integrability and Geometry: Methods and Applications, 2008 The time-evolution of the maximum and the width of exact analytic wave packet (WP) solutions of the time-dependent Schrödinger equation (SE) represents the particle and wave aspects, respectively, of the quantum system.
Dieter Schuch
doaj
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
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
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
Control with Fault Detection of the DC Microgrids Using SDRE-Controller-Observer
Journal of Applied Science and EngineeringIn 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 +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 +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
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 +4 more
doaj +1 more source