We detail in this article the development of a delay-robust stabilizing state feedback control law for an underactuated network of two subsystems of heterodirectional linear first-order …
The present monograph contains new results and findings on control and estimation problems for financial systems and for statistical validation of computational tools used for …
G Rigatos, P Siano, A Melkikh, N Zervos - Intelligent Industrial Systems, 2017 - Springer
The paper proves that the PDE dynamic model of the highway traffic is a differentially flat one and by applying spatial discretization it shows that the model's transformation into an …
G Rigatos, P Siano - International Journal of Financial Engineering, 2016 - World Scientific
A method for feedback control of the multi-asset Black–Scholes PDE is developed. By applying semi-discretization and a finite differences scheme the multi-asset Black–Scholes …
H Mounier, L Greco - 22nd International Symposium on …, 2016 - centralesupelec.hal.science
We examine two distributed parameter models for strings of generators connected to a wind farm. We show that these models boil down to delay systems either with or without …
The control of infinite dimensional systems with constraints is a notoriously difficult task. We consider a general class of linear systems governed by partial differential equations with …
Stabilization of option price dynamics is studied and a feedback control method is developed for the Black-Scholes PDE. It is shown that the procedure for numerical solution …
G Rigatos, P Siano, A Melkikh - Intelligent Industrial Systems, 2016 - Springer
Abstract The Fokker–Planck PDE describes the dynamics of several biochemical and biological processes, as well as of phenomena at molecular scale. In this paper, the problem …
G Rigatos, P Siano - Intelligent Industrial Systems, 2016 - Springer
Control of the heat diffusion in the welded metal is of primary importance for successful welding of high quality (the latter being a prerequisite for efficient ship building). The paper …