Search Results - subject:"Lyapunov functions"

Derivation of coordinate descent algorithms from optimal control theory

Ross, Isaac M. - In: Operations research forum 4 (2023) 2, pp. 1-11

Persistent link: https://www.econbiz.de/10014330501

Does a unique solution exist for a nonlinear rational expectation equation with zero lower bound?

Tamura, Takashi - In: Asia Pacific financial markets 27 (2020) 2, pp. 257-289

Persistent link: https://www.econbiz.de/10012222403

Delay analysis of the max-weight policy under heavy-tailed traffic via fluid approximations

Markakis, Mihalis G.; Modiano, Eytan; Tsitsiklis, John N. - In: Mathematics of operations research 43 (2018) 2, pp. 460-493

Persistent link: https://www.econbiz.de/10011868613

Trading strategies generated by Lyapunov functions

Karatzas, Ioannis; Ruf, Johannes - In: Finance and stochastics 21 (2017) 3, pp. 753-787

Persistent link: https://www.econbiz.de/10011944423

Lyapunov functions for time-scale dynamics on Riemannian geometries of the simplex

Harper, Marc; Fryer, Dashiell - In: Dynamic games and applications : DGA 5 (2015) 3, pp. 318-333

Persistent link: https://www.econbiz.de/10011547155

Pinning synchronization of delayed complex dynamical networks with nonlinear coupling

Cheng, Ranran; Peng, Mingshu; Yu, Weibin - In: Physica A: Statistical Mechanics and its Applications 413 (2014) C, pp. 426-431

means of Lyapunov functions and linear matrix inequalities (LMI) to make all nodes reach complete synchronization. Numerical …

Persistent link: https://www.econbiz.de/10010906975

An invariance kernel representation of ISDS Lyapunov functions

Saint-Pierre, Patrick; Grüne, Lars - Université Paris-Dauphine (Paris IX) - 2006

we are able to characterize the epigraphs of minimal ISDS Lyapunov functions as invariance kernels. This characterization … gives new insight into local ISDS properties and provides a basis for a numerical approximation of ISDS and ISS Lyapunov … functions via set oriented numerical methods. …

Persistent link: https://www.econbiz.de/10011073616

An invariance kernel representation of ISDS Lyapunov functions.

Saint-Pierre, Patrick; Grüne, Lars - Université Paris-Dauphine - 2006

Persistent link: https://www.econbiz.de/10008799446

The transition from ergodic to explosive behavior in a family of stochastic differential equations

Birrell, Jeremiah; Herzog, David P.; Wehr, Jan - In: Stochastic Processes and their Applications 122 (2012) 4, pp. 1519-1539

applications to turbulent transport of heavy particles. Using Lyapunov functions, Hörmander’s hypoellipticity theorem, and …

Persistent link: https://www.econbiz.de/10011065081

Uniformly ultimately bounded tracking control of linear differential inclusions with stochastic disturbance

Huang, Jun; Han, Zhengzhi; Cai, Xiushan; Liu, Leipo - In: Mathematics and Computers in Simulation (MATCOM) 81 (2011) 12, pp. 2662-2672

The tracking control of linear differential inclusions with stochastic disturbance is considered. The feedback law is constructed by the convex hull Lyapunov function. The design objective is to make the error system uniformly ultimately bounded in mean square. Finally, a numerical simulation is...

Persistent link: https://www.econbiz.de/10010870156