Works matching DE "RICCATI equation"

Results: 1603

Nonstandard Finite Difference Predictor Corrector Method for Quadratic Riccati Differential Equation.

Published in:

European Journal of Pure & Applied Mathematics, 2025, v. 18, n. 2, p. 1, doi. 10.29020/nybg.ejpam.v18i2.5703

By:

Rehman, Basit;
Bin Iqbal, Muhammad Abdaal;
Khan, Aziz;
Almutairi, D. K.;
Abdeljawad, Thabet

Publication type:

Article

Soliton solutions and stability analysis to the Hirota-bilinear-like model using the unified Riccati equation expansion approach.

Published in:

Modern Physics Letters B, 2025, v. 39, n. 27, p. 1, doi. 10.1142/S0217984925501386

By:

Nadeem, Muhammad;
Arqub, Omar Abu

Publication type:

Article

Retrieval of optical soliton patterns for time-fractional nonlinear Schrödinger equation integrating Kudryashov's law of refractive index with dual form of nonlocal nonlinearity.

Published in:

Modern Physics Letters B, 2025, v. 39, n. 23, p. 1, doi. 10.1142/S021798492550099X

By:

Raza, Nauman;
Chahlaoui, Younes;
Waqas, H. M.;
Shah, Nehad Ali;
Bekir, Ahmet

Publication type:

Article

Analytical solutions of fractional modified KDV–Zakharov–Kuznetsov model utilized in fluid ions.

Published in:

Modern Physics Letters B, 2025, v. 39, n. 23, p. 1, doi. 10.1142/S021798492550085X

By:

Algolam, Mohamed S.;
Obeidat, Sofian T.;
Albosaily, Sahar;
Ahmed, Athar I;
Mohammed, Wael W.

Publication type:

Article

Exploring soliton patterns and dynamical analysis of the solitary wave form solutions of the (3+1)-dimensional Wazwaz–Benjamin–Bona–Mahony equation.

Published in:

Modern Physics Letters B, 2025, v. 39, n. 24, p. 1, doi. 10.1142/S0217984925501027

By:

Kumar, Dharmendra;
Saharan, Ashwani;
Kumar, Amit

Publication type:

Article

Nash equilibrium strategies for non-zero-sum differential games of SDEs with time-varying coefficient and infinite Markov jumps.

Published in:

Electronic Research Archive, 2025, v. 33, n. 4, p. 1, doi. 10.3934/era.2025112

By:

Liu, Yueying;
Sun, Mengping;
Wang, Zhen;
Lin, Xiangyun;
Zhang, Cuihua

Publication type:

Article

On the optimal Lq-regularity for viscous Hamilton–Jacobi equations with subquadratic growth in the gradient.

Published in:

Communications in Contemporary Mathematics, 2024, v. 26, n. 6, p. 1, doi. 10.1142/S0219199723500190

By:

Goffi, Alessandro

Publication type:

Article

Extended Separation Method of Semi‐Fixed Variables Together With Analytical Method for Solving Time Fractional Equation.

Published in:

Mathematical Methods in the Applied Sciences, 2025, v. 48, n. 9, p. 9934, doi. 10.1002/mma.10856

By:

He, Yinghui;
Rui, Weiguo

Publication type:

Article

Backward differentiation formula method and random forest method to solve continuous‐time differential Riccati equations.

Published in:

Asian Journal of Control, 2025, v. 27, n. 3, p. 1224, doi. 10.1002/asjc.3494

By:

Zhang, Juan;
Zou, Wenwen;
Sui, Chenglin

Publication type:

Article

Conditions for Linearizing Fourth-Order Ordinary Differential Equations through Point Transformation and Applications.

Published in:

IAENG International Journal of Applied Mathematics, 2025, v. 55, n. 5, p. 1377

By:

Supaporn Suksern;
Supakit Tammakun

Publication type:

Article

Nonlinear optimal control of heat pumps in electric vehicles.

Published in:

Science & Technology for the Built Environment, 2025, v. 31, n. 5, p. 563, doi. 10.1080/23744731.2025.2482500

By:

Rigatos, Gerasimos;
Siano, Pierluigi;
Cuccurullo, Gennaro;
Abbaszadeh, Masoud

Publication type:

Article

TRADITION AND FASHION IN CONSUMER CHOICE: BAGGING THE SCOTTISH MUNROS.

Published in:

Scottish Journal of Political Economy, 2009, v. 56, n. 3, p. 371, doi. 10.1111/j.1467-9485.2009.00489.x

By:

Bentley, Alex;
Ormerod, Paul

Publication type:

Article

Preview control for continuous-time singular stochastic systems.

Published in:

International Journal of Wavelets, Multiresolution & Information Processing, 2019, v. 17, n. 5, p. N.PAG, doi. 10.1142/S0219691319500371

By:

Wu, Jiang;
Liao, Fucheng;
Xu, Zhengguang;
Tang, Yuan Yan;
Xu, Yujie

Publication type:

Article

Expected Power Utility Maximization of Insurers.

Published in:

Asia-Pacific Financial Markets, 2024, v. 31, n. 3, p. 543, doi. 10.1007/s10690-023-09425-8

By:

Hata, Hiroaki;
Yasuda, Kazuhiro

Publication type:

Article

Risk-sensitive Portfolio Optimization with Two-factor Having a Memory Effect.

Published in:

Asia-Pacific Financial Markets, 2011, v. 18, n. 4, p. 385, doi. 10.1007/s10690-010-9136-y

By:

Hayashi, Tadashi;
Sekine, Jun

Publication type:

Article

Distributed admissible consensus control for singular swarm systems with switching topologies.

Published in:

International Journal of Robust & Nonlinear Control, 2015, v. 25, n. 15, p. 2816, doi. 10.1002/rnc.3234

By:

Xi, Jianxiang;
Liu, Hao;
Yao, Zhicheng;
Yang, Xiaogang;
Liu, Guangbin

Publication type:

Article

Closed-form solution to finite-horizon suboptimal control of nonlinear systems.

Published in:

International Journal of Robust & Nonlinear Control, 2015, v. 25, n. 15, p. 2687, doi. 10.1002/rnc.3222

By:

Heydari, Ali;
Balakrishnan, S. N.

Publication type:

Article

Output-based H<sub>2</sub> optimal controllers for a class of discrete-time stochastic linear systems with periodic coefficients.

Published in:

International Journal of Robust & Nonlinear Control, 2015, v. 25, n. 13, p. 1897, doi. 10.1002/rnc.3173

By:

Dragan, Vasile;
Morozan, Toader;
Stoica, Adrian Mihail

Publication type:

Article

On computing the stabilizing solution of a class of discrete-time periodic Riccati equations.

Published in:

International Journal of Robust & Nonlinear Control, 2015, v. 25, n. 7, p. 1066, doi. 10.1002/rnc.3131

By:

Dragan, Vasile;
Aberkane, Samir;
Ivanov, Ivan G.

Publication type:

Article

Decentralized state feedback robust H<sup> ∞ </sup> control using a differential evolution algorithm.

Published in:

International Journal of Robust & Nonlinear Control, 2014, v. 24, n. 2, p. 247, doi. 10.1002/rnc.2884

By:

Harno, Hendra G.;
Petersen, Ian R.

Publication type:

Article

Cooperative observers and regulators for discrete-time multiagent systems.

Published in:

International Journal of Robust & Nonlinear Control, 2013, v. 23, n. 14, p. 1545, doi. 10.1002/rnc.2840

By:

Hengster‐Movric, Kristian;
Lewis, Frank

Publication type:

Article

Planar Lyapunov Algebras.

Published in:

Algebra Colloquium, 2020, v. 27, n. 3, p. 433, doi. 10.1142/S1005386720000358

By:

Mencinger, Matej;
Zalar, Borut

Publication type:

Article

Robust design of coordinated decentralized damping controllers for power systems.

Published in:

International Journal of Advanced Manufacturing Technology, 2018, v. 99, n. 5-8, p. 2035, doi. 10.1007/s00170-018-2646-x

By:

Bento, Murilo E. C.;
Dotta, Daniel;
Kuiava, Roman;
Ramos, Rodrigo A.

Publication type:

Article

Integrated damping parameter and control design in structural systems for <img src="/fulltext-image.asp?format=htmlnonpaginated&src=N8L94K073V439X3W_html\158_2008_284_Article_IEq1.gif" border="0" alt="$\bf{\mathcal{H}^2}$" /> and <img src="/fulltext-image.asp?format=htmlnonpaginated&src=N8L94K073V439X3W_html\158_2008_284_Article_IEq2.gif" border="0" alt="${\mathcal{H}^{\infty}}$" /> specifications

Published in:

Structural & Multidisciplinary Optimization, 2009, v. 38, n. 4, p. 377, doi. 10.1007/s00158-008-0284-x

By:

Javad Mohammadpour Velni;
Mona Meisami-Azad;
Karolos Grigoriadis

Publication type:

Article

Analysis of Nonlinear Active Noise Behavior of Fuzzy Controller Using Non-Perturbation Methods.

Published in:

Fluctuation & Noise Letters, 2021, v. 20, n. 4, p. N.PAG, doi. 10.1142/S0219477521500334

By:

Rani, Monika;
Goyal, Rakesh;
Singh, Vikramjeet

Publication type:

Article

Time-inconsistent linear quadratic optimal control problem for forward–backward stochastic differential equations.

Published in:

ESAIM: Control, Optimisation & Calculus of Variations, 2024, v. 30, p. 1, doi. 10.1051/cocv/2024064

By:

Lü, Qi;
Ma, Bowen

Publication type:

Article

Constrained mean-variance investment-reinsurance under the Cramér–Lundberg model with random coefficients.

Published in:

ESAIM: Control, Optimisation & Calculus of Variations, 2024, v. 30, p. 1, doi. 10.1051/cocv/2024050

By:

Shi, Xiaomin;
Quan Xu, Zuo

Publication type:

Article

Local well-posedness of the mortensen observer.

Published in:

ESAIM: Control, Optimisation & Calculus of Variations, 2024, v. 30, p. 1, doi. 10.1051/cocv/2024046

By:

Breiten, T.;
Schröder, J.

Publication type:

Article

Linear-quadratic two-person differential game: Nash game versus stackelberg game, local information versus global information.

Published in:

ESAIM: Control, Optimisation & Calculus of Variations, 2024, v. 30, p. 1, doi. 10.1051/cocv/2024037

By:

Feng, Xinwei;
Hu, Ying;
Huang, Jianhui

Publication type:

Article

Lagrangian dual method for solving stochastic linear quadratic optimal control problems with terminal state constraints.

Published in:

ESAIM: Control, Optimisation & Calculus of Variations, 2024, v. 30, p. 1, doi. 10.1051/cocv/2024003

By:

Zhang, Haisen;
Zhang, Xianfeng

Publication type:

Article

Mean-variance portfolio selection with non-linear wealth dynamics and random coefficients.

Published in:

ESAIM: Control, Optimisation & Calculus of Variations, 2024, v. 30, p. 1, doi. 10.1051/cocv/2024033

By:

Ji, Shaolin;
Jin, Hanqing;
Shi, Xiaomin

Publication type:

Article

Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems.

Published in:

ESAIM: Control, Optimisation & Calculus of Variations, 2023, v. 29, p. 1, doi. 10.1051/cocv/2023033

By:

Sun, Jingrui;
Wu, Zhen;
Xiong, Jie

Publication type:

Article

Kernel representation of Kalman observer and associated H-matrix based discretization.

Published in:

ESAIM: Control, Optimisation & Calculus of Variations, 2022, v. 28, p. 1, doi. 10.1051/cocv/2022071

By:

Aussal, Matthieu;
Moireau, Philippe

Publication type:

Article

General indefinite backward stochastic linear-quadratic optimal control problems.

Published in:

ESAIM: Control, Optimisation & Calculus of Variations, 2022, v. 28, p. 1, doi. 10.1051/cocv/2022030

By:

Sun, Jingrui;
Wen, Jiaqiang;
Xiong, Jie

Publication type:

Article

A mean-field stochastic linear-quadratic optimal control problem with jumps under partial information.

Published in:

ESAIM: Control, Optimisation & Calculus of Variations, 2022, v. 28, p. 1, doi. 10.1051/cocv/2022039

By:

Yang, Yiyun;
Tang, Maoning;
Meng, Qingxin

Publication type:

Article

Constrained stochastic LQ control on infinite time horizon with regime switching.

Published in:

ESAIM: Control, Optimisation & Calculus of Variations, 2022, v. 28, p. 1, doi. 10.1051/cocv/2021110

By:

Hu, Ying;
Shi, Xiaomin;
Xu, Zuo Quan

Publication type:

Article

Dynamic optimization problems for mean-field stochastic large-population systems.

Published in:

ESAIM: Control, Optimisation & Calculus of Variations, 2022, v. 28, p. 1, doi. 10.1051/cocv/2022044

By:

Li, Min;
Li, Na;
Wu, Zhen

Publication type:

Article

The difference and unity of irregular LQ control and standard LQ control and its solution.

Published in:

ESAIM: Control, Optimisation & Calculus of Variations, 2021, p. 1, doi. 10.1051/cocv/2020074

By:

Zhang, Huanshui;
Xu, Juanjuan

Publication type:

Article

Multi-time state mean-variance model in continuous time.

Published in:

ESAIM: Control, Optimisation & Calculus of Variations, 2021, p. 1, doi. 10.1051/cocv/2021086

By:

Yang, Shuzhen

Publication type:

Article

The difference and unity of irregular LQ control and standard LQ control and its solution.

Published in:

ESAIM: Control, Optimisation & Calculus of Variations, 2021, v. 27, p. 1, doi. 10.1051/cocv/2020074

By:

Zhang, Huanshui;
Xu, Juanjuan

Publication type:

Article

Stochastic linear quadratic optimal control problems for mean-field stochastic evolution equations.

Published in:

ESAIM: Control, Optimisation & Calculus of Variations, 2020, v. 26, p. 1, doi. 10.1051/cocv/2020081

By:

Buttazzo, G.;
Casas, E.;
de Teresa, L.;
Glowinsk, R.;
Leugering, G.;
Trélat, E.;
Zhang, X.;
Lü, Qi

Publication type:

Article

Local feedback stabilization of time-periodic evolution equations by finite dimensional controls.

Published in:

ESAIM: Control, Optimisation & Calculus of Variations, 2020, v. 26, p. 1, doi. 10.1051/cocv/2020041

By:

Badra, Mehdi;
Mitra, Debanjana;
Ramaswamy, Mythily;
Raymond, Jean-Pierre

Publication type:

Article

Optimal control for controllable stochastic linear systems.

Published in:

ESAIM: Control, Optimisation & Calculus of Variations, 2020, v. 26, p. 1, doi. 10.1051/cocv/2020027

By:

Bi, Xiuchun;
Sun, Jingrui;
Xiong, Jie

Publication type:

Article

Stochastic Linear Quadratic Stackelberg Differential Game with Overlapping Information.

Published in:

ESAIM: Control, Optimisation & Calculus of Variations, 2020, v. 26, p. 1, doi. 10.1051/cocv/2020006

By:

Shi, Jingtao;
Wang, Guangchen;
Xiong, Jie

Publication type:

Article

The effect of the terminal penalty in Receding Horizon Control for a class of stabilization problems.

Published in:

ESAIM: Control, Optimisation & Calculus of Variations, 2020, v. 26, p. 1, doi. 10.1051/cocv/2019037

By:

Kunisch, Karl;
Pfeiffer, Laurent

Publication type:

Article

SUFFICIENCY AND SENSITIVITY FOR NONLINEAR OPTIMAL CONTROL PROBLEMS ON TIME SCALES VIA COERCIVITY.

Published in:

ESAIM: Control, Optimisation & Calculus of Variations, 2018, v. 24, n. 4, p. 1705, doi. 10.1051/cocv/2017070

By:

HILSCHER, ROMAN ŠIMON;
ZEIDAN, VERA

Publication type:

Article

Control strategies for the Fokker−Planck equation.

Published in:

ESAIM: Control, Optimisation & Calculus of Variations, 2018, v. 24, n. 2, p. 741, doi. 10.1051/cocv/2017046

By:

Breiten, Tobias;
Kunisch, Karl;
Pfeiffer, Laurent

Publication type:

Article

MEAN-FIELD STOCHASTIC LINEAR QUADRATIC OPTIMAL CONTROL PROBLEMS: OPEN-LOOP SOLVABILITIES.

Published in:

ESAIM: Control, Optimisation & Calculus of Variations, 2017, v. 23, n. 3, p. 1099, doi. 10.1051/cocv/2016023

By:

JINGRUI SUN

Publication type:

Article

LINEAR QUADRATIC STOCHASTIC TWO-PERSON ZERO-SUM DIFFERENTIAL GAMES IN AN INFINITE HORIZON.

Published in:

ESAIM: Control, Optimisation & Calculus of Variations, 2016, v. 22, n. 3, p. 743, doi. 10.1051/cocv/2015024

By:

JINGRUI SUN;
JIONGMIN YONG;
SHUGUANG ZHANG

Publication type:

Article

Equivalent cost functionals and stochastic linear quadratic optimal control problems.

Published in:

ESAIM: Control, Optimisation & Calculus of Variations, 2013, v. 19, n. 1, p. 78, doi. 10.1051/cocv/2011206

By:

Yu, Zhiyong

Publication type:

Article