Publikationen für einzelne Jahre

2021

Baumann, Michael Heinrich
On Feedback Trading, Stochastic Differential Equations, and Fubini’s Theorem
2021
The 2021 INFORMS Annual Meeting, Anaheim, California, United States, online

Baumann, Michael Heinrich; Janischewski, Anja
What are Asset Price Bubbles? A Survey on Definitions of Financial Bubbles
2021
AMASES Annual Conference 2021, Department of Law, Economics and Human Sciences (DIGIES) of the University of Reggio Calabria / online

Janischewski, Anja; Baumann, Michael Heinrich
What Are Asset Price Bubbles? A Survey on Definitions of Financial Bubbles
2021
33rd Annual EAEPE Conference (EAEPE 2021) - European Association for Evolutionary Political Economy, Online

Janischewski, Anja; Baumann, Michael Heinrich
What Are Asset Price Bubbles? A Survey on Definitions of Financial Bubbles
2021
Tinbergen Summer School in Behavioral Macro and Complexity, Online

Baumann, Michael Heinrich; Janischewski, Anja
What are Asset Price Bubbles? A Survey on Definitions of Financial Bubbles
2021
25nd Annual International Conference on Macroeconomic Analysis and International Finance (ICMAIF), University of Crete, Rethymno, Greece / online

Schaller, Manuel
Sensitivity Analysis and Goal Oriented Error Estimation for Model Predictive Control
Bayreuth, 2021. - IX, 185 S.
doi:10.15495/EPub_UBT_00005538 ...
(Dissertation, 2021, )

Baumann, Michael Heinrich; Janischewski, Anja
Price bubble definitions and strict local martingales
2021
Maths in the Social Sciences Research Group, Online

Grüne, Lars; Schaller, Manuel; Schiela, Anton
Abstract nonlinear sensitivity and turnpike analysis and an application to semilinear parabolic ...
In: ESAIM : Control, Optimisation and Calculus of Variations Bd. 27 (2021)
doi:10.1051/cocv/2021030 ...

Sproll, Tobias; Schiela, Anton
An adjoint approach to identification in Electromyography : Modeling and first order optimality ...
In: Inverse Problems Bd. 37 (2021) Heft 12
doi:10.1088/1361-6420/ac362c ...

Wu, Chengshuai; Grüne, Lars; Kriecherbauer, Thomas; Margaliot, Michael
Behavior of totally positive differential systems near a periodic solution
Proceedings of the 2021 IEEE Conference on Decision and Control (CDC)
Austin, Texas, USA , 2021. - S. 3160-3165
doi:10.1109/CDC45484.2021.9683061 ...

Grüne, Lars
Computing Lyapunov functions using deep neural networks
In: Journal of Computational Dynamics Bd. 8 (2021) Heft 2. - S. 131-152
doi:10.3934/jcd.2021006 ...

Grüne, Lars; Muff, David; Schaller, Manuel
Conditions for strict dissipativity of infinite-dimensional generalized linear-quadratic proble ...
In: IFAC-PapersOnLine Bd. 54 (2021) Heft 19. - S. 302-306
doi:10.1016/j.ifacol.2021.11.094 ...
7th IFAC Workshop on Lagrangian and Hamiltonian Methods for Nonlinear Control, Berlin, Germany

Baumann, Michael Heinrich; Grüne, Lars
Does the effort of Monte Carlo pay off? : A case study on stochastic MPC
In: IFAC-PapersOnLine Bd. 54 (2021) Heft 6. - S. 70-75
doi:10.1016/j.ifacol.2021.08.526 ...
7th IFAC Conference on Nonlinear Model Predictive Control 2021, Bratislava, Slovakia

Braun, Philipp; Grüne, Lars; Kellett, Christopher M.
(In-)Stability of Differential Inclusions : Notions, Equivalences, and Lyapunov-like Characteri ...
Cham : Springer, 2021. - IX, 116 S. . - (Springer Briefs in Mathematics)
doi:10.1007/978-3-030-76317-6 ...

Faulwasser, Timm; Grüne, Lars; Humaloja, Jukka-Pekka; Schaller, Manuel
Inferring the adjoint turnpike property from the primal turnpike property
Proceedings of the 2021 IEEE Conference on Decision and Control (CDC)
Austin, Texas, USA , 2021. - S. 2578-2583
doi:10.1109/CDC45484.2021.9683079 ...

Grüne, Lars; Krügel, Lisa
Local turnpike analysis using local dissipativity for discrete time discounted optimal control
In: Applied Mathematics and Optimization Bd. 84 (2021) Heft Suppl. 2. - S. 1585-1606
doi:10.1007/s00245-021-09805-4 ...

Fleig, Arthur
Model Predictive Control for the Fokker--Planck Equation
Bayreuth, 2021. - VI, 145 S.
doi:10.15495/EPub_UBT_00005421 ...
(Dissertation, 2021, )

Hahn, Markus; Grüne, Lars; Plank, Christian; Katzer, Felix; Rüther, Tom; Jahn, Leonard; Danzer, Michael A.
Model predictive fast charging control by means of a real-time discrete electrochemical model
In: Journal of Energy Storage Bd. 42 (2021)
doi:10.1016/j.est.2021.103056 ...

Baumann, Michael Heinrich
A new stochastic Fubini-type theorem : On interchanging expectations and Itô integrals
In: Sankhya A Bd. 83 (2021) . - S. 408-420
doi:10.1007/s13171-019-00195-y ...

Grüne, Lars; Guglielmi, Roberto
On the relation between turnpike properties and dissipativity for continuous time linear quadra ...
In: Mathematical Control and Related Fields Bd. 11 (2021) Heft 1. - S. 169-188
doi:10.3934/mcrf.2020032 ...

Riedl, Wolfgang; Baier, Robert; Gerdts, Matthias
Optimization-based subdivision algorithm for reachable sets
In: Journal of Computational Dynamics Bd. 8 (2021) Heft 1. - S. 99-130
doi:10.3934/jcd.2021005 ...

Grüne, Lars
Overcoming the curse of dimensionality for approximating Lyapunov functions with deep neural ne ...
In: IFAC-PapersOnLine Bd. 54 (2021) Heft 9. - S. 317-322
doi:10.1016/j.ifacol.2021.06.152 ...
24th International Symposium on Mathematical Theory of Networks and Systems - MTNS 2020, Cambridge

Grüne, Lars; Mechelli, Luca; Pirkelmann, Simon; Volkwein, Stefan
Performance estimates for economic model predictive control and their application in proper ort ...
In: Mathematical Control and Related Fields Bd. 11 (2021) Heft 3. - S. 579-599
doi:10.3934/mcrf.2021013 ...

Grüne, Lars; Kriecherbauer, Thomas; Margaliot, Michael
Random attraction in the TASEP model
In: SIAM Journal on Applied Dynamical Systems Bd. 20 (2021) Heft 1. - S. 65-93
doi:10.1137/20M131446X ...
Rez.: AMS MatSciNet

Ou, Ruchuan; Baumann, Michael Heinrich; Grüne, Lars; Faulwasser, Timm
A Simulation Study on Turnpikes in Stochastic LQ Optimal Control
In: IFAC-PapersOnLine Bd. 54 (2021) Heft 3. - S. 516-521
doi:10.1016/j.ifacol.2021.08.294 ...

Njoroge, Parmenas; Baumann, Michael Heinrich; Baumann, Michaela; Shevchenko, Dmitry
Stock Price Reactions to Publications of Financial Statements : Evidence from the Moscow Stock ...
In: Journal of Corporate Finance Research = Корпоративные Финансы Bd. 15 (2021) Heft 1. - S. 19-36
doi:10.15495/EPub_UBT_00005594 ...

Fleig, Arthur; Grüne, Lars
Strict dissipativity analysis for classes of optimal control problems involving probability den ...
In: Mathematical Control and Related Fields Bd. 11 (2021) Heft 4. - S. 935-964
doi:10.3934/mcrf.2020053 ...

Grüne, Lars; Müller, Matthias A.; Kellett, Christopher M.; Weller, Steven R.
Strict dissipativity for discrete time discounted optimal control problems
In: Mathematical Control and Related Fields Bd. 11 (2021) Heft 4. - S. 771-796
doi:10.3934/mcrf.2020046 ...

Yegorov, Ivan; Dower, Peter M.; Grüne, Lars
Synthesis of control Lyapunov functions and stabilizing feedback strategies using exit‐time opt ...
In: Optimal Control Applications and Methods Bd. 42 (2021) Heft 5. - S. 1385-1409
doi:10.1002/oca.2732 ...

Yegorov, Ivan; Dower, Peter M.; Grüne, Lars
Synthesis of control Lyapunov functions and stabilizing feedback strategies using exit‐time opt ...
In: Optimal Control Applications and Methods Bd. 42 (2021) Heft 5. - S. 1410-1440
doi:10.1002/oca.2733 ...

Grüne, Lars; Morris, Kirsten Anna
Mini-Workshop : Analysis of Data-driven Optimal Control
In: Oberwolfach Reports Bd. 18 (2021) Heft 2. - S. 1209-1257
doi:10.4171/OWR/2021/23 ...
Oberwolfach Mini Workshop on Analysis of Data-driven Optimal Control, Mathematisches Forschungsinstitut Oberwolfach