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Mathematisches Institut

Lehrstuhl für Angewandte Mathematik Prof. Dr. L. Grüne / Prof. Dr. A. Schiela

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Publikationen für einzelne Jahre

Jahrgang    2022   2021   2020   2019   2018    alle Jahre

2022

Eichfelder, Gabriele; Grüne, Lars; Krügel, Lisa; Schießl, Jonas
Relaxed dissipativity assumptions and a simplified algorithm for multiobjective MPC
In: Computational Optimization and Applications (2022)
doi:10.1007/s10589-022-00398-4 ...

Grüne, Lars; Krügel, Lisa; Müller, Matthias A.
Multiobjective strict dissipativity via a weighted sum approach
Bayreuth ; Hannover, 2022. - 19 S.
doi:10.48550/arXiv.2207.00373 ...

Baumann, Michael Heinrich
On Exchange-Traded Funds, Agent-based Models, and Euler Schemes
2022
Forschungsseminar VWL, TU Chemnitz

Grüne, Lars; Meurer, Thomas
Finite-dimensional output stabilization for a class of linear distributed parameter systems : A ...
In: Systems & Control Letters Bd. 164 (2022)
doi:10.1016/j.sysconle.2022.105237 ...

Baumann, Michael Heinrich; Baumann, Michaela; Herz, Bernhard
Financial Stability and Actively Traded Exchange-Traded Funds
2022
26th Annual International Conference on Macroeconomic Analysis and International Finance (ICMAIF), University of Crete, Rethymno, Greece

Baumann, Michael Heinrich
An illustrative derivation of the sum of fifth powers
In: The Mathematical Gazette Bd. 106 (2022) Heft 565. - S. 68-77
doi:10.1017/mag.2022.11 ...

Grüne, Lars; Philipp, Friedrich; Schaller, Manuel
Strict dissipativity for generalized linear-quadratic problems in infinite dimensions
Bayreuth ; Ilmenau, 2022. - 12 S.
doi:10.48550/arXiv.2202.08178 ...

Baumann, Michael Heinrich
Feedback Trading in Efficient Markets
2022
Working Group on Algorithmic Trading, online

Baumann, Michaela; Baumann, Michael Heinrich
Autoencoder vs. Regression Neural Networks for Detecting Manipulated Wine Ratings
ICCGI 2022, The Seventeenth International Multi-Conference on Computing in the Global Information Technology
Venice, Italy : IARIA, 2022. - S. 7-13
https://www.thinkmind.org/articles/iccgi_2022_2_20 ...

Baumann, Michael Heinrich
Beating the market? A mathematical puzzle for market efficiency
In: Decisions in Economics and Finance Bd. 45 (2022) . - S. 279-325
doi:10.1007/s10203-021-00361-8 ...

Grüne, Lars
Dissipativity and optimal control : Examining the Turnpike Phenomenon
In: IEEE Control Systems Magazine Bd. 42 (2022) Heft 2. - S. 74-87
doi:10.1109/MCS.2021.3139724 ...

Grüne, Lars; Schaller, Manuel; Schiela, Anton
Efficient Model Predictive Control for parabolic PDEs with goal oriented error estimation
In: SIAM Journal on Scientific Computing Bd. 44 (2022) Heft 1. - S. A471-A500
doi:10.1137/20M1356324 ...

Faulwasser, Timm; Grüne, Lars
Turnpike Properties in Optimal Control : An Overview of Discrete-Time and Continuous-Time Resul ...
Handbook of Numerical Analysis : Numerical Control. Part A
Amsterdam : North-Holland, 2022 (Handbook of Numerical Analysis; 23)
doi:10.1016/bs.hna.2021.12.011 ...

Verantwortlich für die Redaktion: Lars Grüne

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