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math.OC2010★ 20 cited
A mathematical explanation via "intelligent" PID controllers of the strange ubiquity of PIDs
Brigitte D'Andrea Novel, Michel Fliess, Cédric Join +2
The ubiquity of PID controllers in the industry has remained mysterious until now. We provide here a mathematical explanation of this strange phenomenon by comparing their sampling…
q-fin.PR2010★ 7 cited
Delta Hedging in Financial Engineering: Towards a Model-Free Approach
Michel Fliess, Cédric Join
Delta hedging, which plays a crucial rôle in modern financial engineering, is a tracking control design for a "risk-free" management. We utilize the existence of trends in financia…