FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2586143455> ?p ?o ?g. }

• W2586143455 abstract "The PDE model of the commodities price dynamics is shown to be equivalent to a multi-asset Black-Scholes PDE. Actually it is a diffusion process evolving in a 2D assets space, where the first asset is the commodity's spot price and the second asset is the convenience yield. By applying semi-discretization and a finite differences scheme this multi-asset PDE is transformed into a state-space model consisting of ordinary nonlinear differential equations. For the local subsystems, into which the commodities PDE is decomposed, it becomes possible to apply boundary-based feedback control. The controller design proceeds by showing that the state-space model of the commodities PDE stands for a differentially flat system. Next, for each subsystem which is related to a nonlinear ODE, a virtual control input is computed, that can invert the subsystem's dynamics and can eliminate the subsystem's tracking error. From the last row of the state-space description, the control input (boundary condition) that is actually applied to the multi-factor commodities' PDE system is found. This control input contains recursively all virtual control inputs which were computed for the individual ODE subsystems associated with the previous rows of the state-space equation. Thus, by tracing the rows of the state-space model backwards, at each iteration of the control algorithm, one can finally obtain the control input that should be applied to the commodities PDE system so as to assure that all its state variables will converge to the desirable setpoints." @default.
• W2586143455 created "2017-02-17" @default.
• W2586143455 creator A5035300094 @default.
• W2586143455 creator A5037990594 @default.
• W2586143455 creator A5047132129 @default.
• W2586143455 creator A5068059152 @default.
• W2586143455 date "2016-10-01" @default.
• W2586143455 modified "2023-09-23" @default.
• W2586143455 title "Differential flatness properties and control of commodities price dynamics" @default.
• W2586143455 cites W145047050 @default.
• W2586143455 cites W1558501364 @default.
• W2586143455 cites W1877697960 @default.
• W2586143455 cites W1964605992 @default.
• W2586143455 cites W1965256718 @default.
• W2586143455 cites W1990739078 @default.
• W2586143455 cites W2024114414 @default.
• W2586143455 cites W2031063637 @default.
• W2586143455 cites W2034568860 @default.
• W2586143455 cites W2060542320 @default.
• W2586143455 cites W2076424721 @default.
• W2586143455 cites W2088284222 @default.
• W2586143455 cites W2136268717 @default.
• W2586143455 cites W2145431502 @default.
• W2586143455 cites W2150181906 @default.
• W2586143455 cites W2157390830 @default.
• W2586143455 cites W2247680864 @default.
• W2586143455 cites W2257066497 @default.
• W2586143455 cites W2290630857 @default.
• W2586143455 cites W2325067522 @default.
• W2586143455 cites W2470369492 @default.
• W2586143455 cites W2487725379 @default.
• W2586143455 cites W2494375706 @default.
• W2586143455 cites W2503349831 @default.
• W2586143455 cites W435377112 @default.
• W2586143455 cites W48920821 @default.
• W2586143455 cites W50045018 @default.
• W2586143455 cites W585700782 @default.
• W2586143455 cites W632623480 @default.
• W2586143455 doi "https://doi.org/10.1109/smc.2016.7844225" @default.
• W2586143455 hasPublicationYear "2016" @default.
• W2586143455 type Work @default.
• W2586143455 sameAs 2586143455 @default.
• W2586143455 citedByCount "0" @default.
• W2586143455 crossrefType "proceedings-article" @default.
• W2586143455 hasAuthorship W2586143455A5035300094 @default.
• W2586143455 hasAuthorship W2586143455A5037990594 @default.
• W2586143455 hasAuthorship W2586143455A5047132129 @default.
• W2586143455 hasAuthorship W2586143455A5068059152 @default.
• W2586143455 hasConcept C105795698 @default.
• W2586143455 hasConcept C121332964 @default.
• W2586143455 hasConcept C126255220 @default.
• W2586143455 hasConcept C134306372 @default.
• W2586143455 hasConcept C154945302 @default.
• W2586143455 hasConcept C158622935 @default.
• W2586143455 hasConcept C2775924081 @default.
• W2586143455 hasConcept C28826006 @default.
• W2586143455 hasConcept C33923547 @default.
• W2586143455 hasConcept C34862557 @default.
• W2586143455 hasConcept C41008148 @default.
• W2586143455 hasConcept C47446073 @default.
• W2586143455 hasConcept C51544822 @default.
• W2586143455 hasConcept C62520636 @default.
• W2586143455 hasConcept C72434380 @default.
• W2586143455 hasConcept C73000952 @default.
• W2586143455 hasConcept C78045399 @default.
• W2586143455 hasConcept C91575142 @default.
• W2586143455 hasConcept C93779851 @default.
• W2586143455 hasConceptScore W2586143455C105795698 @default.
• W2586143455 hasConceptScore W2586143455C121332964 @default.
• W2586143455 hasConceptScore W2586143455C126255220 @default.
• W2586143455 hasConceptScore W2586143455C134306372 @default.
• W2586143455 hasConceptScore W2586143455C154945302 @default.
• W2586143455 hasConceptScore W2586143455C158622935 @default.
• W2586143455 hasConceptScore W2586143455C2775924081 @default.
• W2586143455 hasConceptScore W2586143455C28826006 @default.
• W2586143455 hasConceptScore W2586143455C33923547 @default.
• W2586143455 hasConceptScore W2586143455C34862557 @default.
• W2586143455 hasConceptScore W2586143455C41008148 @default.
• W2586143455 hasConceptScore W2586143455C47446073 @default.
• W2586143455 hasConceptScore W2586143455C51544822 @default.
• W2586143455 hasConceptScore W2586143455C62520636 @default.
• W2586143455 hasConceptScore W2586143455C72434380 @default.
• W2586143455 hasConceptScore W2586143455C73000952 @default.
• W2586143455 hasConceptScore W2586143455C78045399 @default.
• W2586143455 hasConceptScore W2586143455C91575142 @default.
• W2586143455 hasConceptScore W2586143455C93779851 @default.
• W2586143455 hasLocation W25861434551 @default.
• W2586143455 hasOpenAccess W2586143455 @default.
• W2586143455 hasPrimaryLocation W25861434551 @default.
• W2586143455 hasRelatedWork W1032673128 @default.
• W2586143455 hasRelatedWork W145591388 @default.
• W2586143455 hasRelatedWork W1505061624 @default.
• W2586143455 hasRelatedWork W1516492679 @default.
• W2586143455 hasRelatedWork W1531272737 @default.
• W2586143455 hasRelatedWork W1590535836 @default.
• W2586143455 hasRelatedWork W1644344246 @default.
• W2586143455 hasRelatedWork W1698058074 @default.
• W2586143455 hasRelatedWork W1743738760 @default.
• W2586143455 hasRelatedWork W2048322495 @default.
• W2586143455 hasRelatedWork W207571662 @default.

• next