Using a Duffing control approach to control the single risk factor in complex social-technical systems
DOI10.1016/J.INS.2022.03.031OpenAlexW4220985673MaRDI QIDQ6199742FDOQ6199742
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Publication date: 28 February 2024
Published in: Information Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ins.2022.03.031
Recommendations
Duffing equationbifurcation response equationscomplex social-technical systemsrisk pulse energysingle risk factor control
Control/observation systems governed by ordinary differential equations (93C15) Risk models (general) (91B05)
Cites Work
- Dynamic mean-variance problem with constrained risk control for the insurers
- Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems
- Antiperiodic solutions for a kind of nonlinear Duffing equations with a deviating argument and time-varying delay
- Rectangular sets of probability measures
- Unemployment risks and optimal retirement in an incomplete market
- Optimal investment and risk control for an insurer with stochastic factor
- On multivalued Duffing equation
- Managing underperformance risk in project portfolio selection
- Augmented Lagrangian methods for solving optimization problems with stochastic-order constraints
- Fractional-order bidirectional associate memory (BAM) neural networks with multiple delays: the case of Hopf bifurcation
- A valuation-based system approach for risk assessment of belief rule-based expert systems
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