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Department of Mathematics

Chair of Applied Mathematics Prof. Dr. L. Grüne / Prof. Dr. A. Schiela

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Publications for single years

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2021

Köhler, Johannes; Zeilinger, Melanie; Grüne, Lars
Stability and performance analysis of NMPC : Detectable stage costs and general terminal costs
Bayreuth ; Zürich, 2021. - 16 page
https://arxiv.org/pdf/2110.11021.pdf

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

Andrej, Julian; Grüne, Lars; Mechelli, Luca; Meurer, Thomas; Pirkelmann, Simon; Volkwein, Stefan
Parallelized POD-based Suboptimal Economic Model Predictive Control of a State-Constrained Bous ...
in Computers & Mathematics with Applications volume Online First (2021)
doi:10.1016/j.camwa.2021.09.004 ...

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

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 volume 11 (2021) issue 3. - page 579-599
doi:10.3934/mcrf.2021013 ...

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 page
doi:10.15495/EPub_UBT_00005538 ...
(dissertation, 2021, )

Pötzl, Bastian; Schiela, Anton; Jaap, Patrick
Second order semi-smooth proximal Newton methods in Hilbert spaces
Bayreuth, 2021. - 28 page
https://arxiv.org/abs/2103.14344

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 volume 27 (2021)
doi:10.1051/cocv/2021030 ...

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

Sproll, Tobias; Schiela, Anton
An adjoint approach to identification in Electromyography : Modeling and first order optimality ...
in Inverse Problems volume 37 (2021) issue 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. - page 3160-3165
doi:10.1109/CDC45484.2021.9683061 ...

Grüne, Lars
Computing Lyapunov functions using deep neural networks
in Journal of Computational Dynamics volume 8 (2021) issue 2. - page 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 volume 54 (2021) issue 19. - page 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 volume 54 (2021) issue 6. - page 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 page . - (SpringerBriefs 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. - page 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 volume 84 (2021) issue Suppl. 2
doi:10.1007/s00245-021-09805-4 ...

Fleig, Arthur
Model Predictive Control for the Fokker--Planck Equation
Bayreuth, 2021. - VI, 145 page
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 volume 42 (2021)
doi:10.1016/j.est.2021.103056 ...

Riedl, Wolfgang; Baier, Robert; Gerdts, Matthias
Optimization-based subdivision algorithm for reachable sets
in Journal of Computational Dynamics volume 8 (2021) issue 1. - page 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 volume 54 (2021) issue 9. - page 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; Kriecherbauer, Thomas; Margaliot, Michael
Random attraction in the TASEP model
in SIAM Journal on Applied Dynamical Systems volume 20 (2021) issue 1. - page 65-93
doi:10.1137/20M131446X ...
rev.: AMS MatSciNet

Ou, Ruchuan; Baumann, Michael Heinrich; Grüne, Lars; Faulwasser, Timm
A Simulation Study on Turnpikes in Stochastic LQ Optimal Control
in IFAC-PapersOnLine volume 54 (2021) issue 3. - page 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 volume 15 (2021) issue 1. - page 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 volume 11 (2021) issue 4. - page 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 volume 11 (2021) issue 4. - page 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 volume 42 (2021) issue 5. - page 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 volume 42 (2021) issue 5. - page 1410-1440
doi:10.1002/oca.2733 ...

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