相关论文: Generalization of Affine Feedback Stock Trading Re…
The present work extends recent results by second author concerning sampled-data feedback stabilization for affine in the control of nonlinear systems with nonzero drift term, under the presence of a generalized control Lyapunov function…
For a general class of dynamical systems (of which the canonical continuous and uniform discrete versions are but special cases), we prove that there is a state feedback gain such that the resulting closed-loop system is uniformly…
We present a generalization of the Simultaneous Long-Short (SLS) trading strategy described in recent control literature wherein we allow for different parameters across the short and long sides of the controller; we refer to this new…
Recent developments in data-driven control have revived interest in the behavioral approach to systems theory, where systems are defined as sets of trajectories rather than being described by a specific model or representation. However,…
The starting point of this paper is the so-called Robust Positive Expectation (RPE) Theorem, a result which appears in literature in the context of Simultaneous Long-Short stock trading. This theorem states that using a combination of two…
The purpose of this article is to introduce the original results which devoted with the nonlinear control system problems involves of nonlinear differential equations of fractional orders. Thus, this system is described with a mixed of…
Sufficient conditions are established for sampled-data feedback global asymptotic stabilization for nonlinear autonomous systems. One of our main results is an extension of the well known Artstein-Sontag theorem on feedback stabilization…
We obviate the use of observers for the purpose of output feedback tracking control of Lagrangian systems and solve some long-standing yet well-documented open problems. As often implemented in control practice, we replace unavailable…
The objective of this document is to design continuous feedback controls for global asymptotic stabilization (GAS) of affine systems, with control restricted to a compact and convex set (CVS). This stabilization problem is solved based on a…
This paper proposes an optimization with penalty-based feedback design framework for safe stabilization of control affine systems. Our starting point is the availability of a control Lyapunov function (CLF) and a control barrier function…
Prediction-based transformation is applied to control-affine systems with distributed input delays. Transformed system state is calculated as a prediction of the system's future response to the past input with future input set to zero.…
Real-world control applications in complex and uncertain environments require adaptability to handle model uncertainties and robustness against disturbances. This paper presents an online, output-feedback, critic-only, model-based…
A new model for stock price fluctuations is proposed, based upon an analogy with the motion of tracers in Gaussian random fields, as used in turbulent dispersion models and in studies of transport in dynamically disordered media. Analytical…
Feedback optimization is a control paradigm that enables physical systems to autonomously reach efficient operating points. Its central idea is to interconnect optimization iterations in closed-loop with the physical plant. Since iterative…
This paper addresses the consensus of a class of uncertain nonlinear fractional-order multi-agent systems (FOMAS). First a fractional non-fragile dynamic output feedback controller is put forward via the output measurements of neighboring…
A feedback controller is proposed to perform output reference tracking with prescribed performance for nonlinear continuous-time systems of relative degree two. The controller is of sampled-data type, i.e., measurements are available only…
In this paper, we consider an infinite horizon, continuous-review, stochastic inventory system in which cumulative customers' demand is price-dependent and is modeled as a Brownian motion. Excess demand is backlogged. The revenue is earned…
Using a large-scale Deep Learning approach applied to a high-frequency database containing billions of electronic market quotes and transactions for US equities, we uncover nonparametric evidence for the existence of a universal and…
This paper studies the design of a finite-dimensional output feedback controller for the stabilization of a reaction-diffusion equation in the presence of a sector nonlinearity in the boundary input. Due to the input nonlinearity, classical…
Optimal control models for limit order trading often assume that the underlying asset price is a Brownian motion since they deal with relatively short time scales. The resulting optimal bid and ask limit order prices tend to track the…