Now showing items 1-4 of 4

    • Approximate prediction-based control method for nonlinear oscillatory systems with applications to chaotic systems 

      Chagas, Thiago Pereira das; Bliman, Pierre-Alexandre; Kienitz, Karl Heinz
      2018
      The approximate Prediction-Based Control method (aPBC) is the continuous-time version of the well-known Prediction-Based Chaos Control method applied to stabilize periodic orbits of nonlinear dynamical systems. The method ...
    • Change detection via affine and quadratic detectors 

      Cao, Yang; Nemirovskiĭ, A. S.; Xie, Yao; Guigues, Vincent Gérard Yannick; Juditsky, Anatoli
      2018
      The goal of the paper is to develop a specific application of the convex optimization based hypothesis testing techniques developed in A. Juditsky, A. Nemirovski, “Hypothesis testing via affine detectors,” Electronic Journal ...
    • A class of convex preferences without concave representation 

      Monteiro, Paulo Klinger
      2010-03-01
      I show that continuous convex preference relations that have affine indifference curves do not have a concave representation if there are two indifference curves that are not parallel. In other words a preference relation ...
    • Modeling and forecasting of realized volatility: evidence from Brazil 

      Wink Junior, Marcos Vinício; Pereira, Pedro L. Valls
      2011-12-02
      Using intraday data for the most actively traded stocks of BOVESPA, this work has considered tworecently developed models in the literature of the estimation and forecasting of realized volatility; TheHeterogeneous ...