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Published in 2017 at "Journal of Mathematical Analysis and Applications"
DOI: 10.1016/j.jmaa.2016.11.083
Abstract: Abstract We consider a backward problem of finding a function u satisfying a nonlinear parabolic equation in the form u t + a ( t ) A u ( t ) = f ( t…
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Keywords:
inverse nonlinear;
nonlinear parabolic;
regularization inverse;
parabolic problem ... See more keywords
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Published in 2021 at "Stochastic Processes and their Applications"
DOI: 10.1016/j.spa.2021.09.009
Abstract: Using a new notion of path-derivative, we study well-posedness of backward stochastic differential equation driven by a continuous martingale $M$ when $f(s,\gamma,y,z)$ is locally Lipschitz in $(y,z)$: \[Y_{t}=\xi(M_{[0,T]})+\int_{t}^{T}f(s,M_{[0,s]},Y_{s-},Z_{s}m_{s})d{\rm tr}[M,M]_{s}-\int_{t}^{T}Z_{s}dM_{s}-N_{T}+N_{t}\] Here, $M_{[0,t]}$ is the path of…
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Keywords:
lipschitz bsde;
driven continuous;
path;
path derivative ... See more keywords
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Published in 2018 at "Optimization"
DOI: 10.1080/02331934.2018.1545123
Abstract: Abstract In this paper, we present a quadratic model for minimizing problems with nonconvex and nonsmooth objective and constraint functions. This method is based on sequential quadratic programming that uses an penalty function to equilibrate…
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Keywords:
sqp method;
minimization locally;
lipschitz functions;
locally lipschitz ... See more keywords
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Published in 2020 at "IEEE Transactions on Neural Networks and Learning Systems"
DOI: 10.1109/tnnls.2019.2951752
Abstract: In this article, the robust trajectory tracking problem of iterative learning control (ILC) for uncertain nonlinear systems is considered, and the effects from locally Lipschitz nonlinearities, input saturations, and nonzero system relative degrees are treated.…
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Keywords:
learning control;
lipschitz nonlinearities;
iterative learning;
convergence analysis ... See more keywords
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Published in 2020 at "IEEE Transactions on Systems, Man, and Cybernetics: Systems"
DOI: 10.1109/tsmc.2017.2780131
Abstract: This paper studies the output tracking control problems for multiple-input, multiple-output (MIMO) locally Lipschitz nonlinear (LLNL) systems subject to iterative operation and uncertain, iteration-varying external disturbances and initial conditions. Under the assumption of a linear,…
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Keywords:
convergence;
learning control;
contraction mapping;
iterative learning ... See more keywords