Results 41 to 50 of about 3,450,581 (206)

Robust Mean–Variance Portfolio Optimization: Mean–Variance–Variance Criterion Versus Mean–Variance–Standard Deviation Criterion

open access: yesMathematical Finance, EarlyView.
ABSTRACT We study a dynamic portfolio optimization problem under the mean–variance–variance (M‐V‐V) criterion proposed by Maccheroni et al. It is an analogue of the Arrow–Pratt approximation to the well‐known smooth ambiguity model. Under the standard Black–Scholes framework, we derive fully explicit equilibrium investment strategies in which a DM's ...
David Landriault, Bin Li, Yuanyuan Zhang
wiley   +1 more source

Pontryagin maximum principle for Rydberg-blockaded state-to-state transfers: A semianalytic approach

open access: yesPhysical Review Research
We study time-optimal state-to-state control for two- and multiqubit operations motivated by neutral-atom quantum processors within the Rydberg blockade regime.
Federico Astolfi   +2 more
doaj   +1 more source

Chattering phenomenon in quantum optimal control

open access: yesNew Journal of Physics, 2022
We present a quantum optimal control problem which exhibits a chattering phenomenon. This is the first instance of such a process in quantum control. Using the Pontryagin Maximum Principle and a general procedure due to V F Borisov and M I Zelikin, we ...
R Robin, U Boscain, M Sigalotti, D Sugny
doaj   +1 more source

Time-Optimal Control Problem of Two Non-Synchronous Oscillators

open access: yesMathematics, 2022
The time-optimal control problem for a system consisting of two non-synchronous oscillators is considered. Each oscillator is controlled with a shared limited scalar control. The objective of the control is to accelerate the oscillatory system to a given
Leonid Berlin   +2 more
doaj   +1 more source

Discrete‐Time Caputo Fractional‐Order Terminal Sliding Mode Control for Uncertain MIMO Systems Using Multi‐Agent Reinforcement Learning With Disturbance Compensation

open access: yesVector: The Journal of Engineering, Volume 2027, Issue 1, January/December 2027.
This paper presents a novel data‐driven discrete‐time fractional‐order control framework for uncertain nonlinear MIMO systems by integrating Caputo fractional‐order terminal sliding mode control, multi‐agent reinforcement learning and reinforcement learning‐based disturbance estimation.
Amir Veisi, Hadi Delavari
wiley   +1 more source

An Optimal Control Framework for Multi‐Species Harvesting in the Southern Black Sea

open access: yesNatural Resource Modeling, Volume 39, Issue 4, November 2026.
ABSTRACT The management of marine fisheries requires balancing ecological sustainability with economic profitability, particularly in ecosystems vulnerable to overexploitation. This study develops a multi‐species optimal control modeling framework for the southern Black Sea, focusing on three key species: horse mackerel (Trachurus mediterraneus) as ...
Maruf A. Lawal   +3 more
wiley   +1 more source

Energy Efficient and Safe Control Strategy for Electric Vehicles Including Driver Preference

open access: yesIEEE Access, 2021
In this manuscript, a control strategy for electric vehicles is developed to optimise the energy consumption while respecting constraints associated with both inter-vehicle safety and comfort, which is a challenge in typical optimal control solution ...
Sepehr G. Dehkordi   +4 more
doaj   +1 more source

Toward Optimal After‐Growth Cooling of a Single Crystal

open access: yesCrystal Research and Technology, Volume 61, Issue 10, October 2026.
A novel and computationally efficient approach to generate optimal after‐growth cooling profiles is presented Optimal strategies for after‐growth cooling of a single crystal are computed for idealized cooling profiles. General scaling laws for maximum cooling rate and total cooling time as function of material and crystal properties are found ...
Markus Zenk   +4 more
wiley   +1 more source

On The Pontryagin Maximum Principle For Optimal Control Problems [PDF]

open access: yes, 2017
학위논문 (석사)-- 서울대학교 대학원 : 수리과학부, 2017. 2. 하승열.The purpose of this thesis is to present a survey on the Pontryagin maximum principle. The main purpose of optimal control theory is to find an optimal control and its corresponding optimal trajectory. However,
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core  

Optimal control of Newton-type problems of minimal resistance [PDF]

open access: yes, 2006
We address Newton-type problems of minimal resistance from an optimal control perspective. It is proven that for Newton-type problems the Pontryagin maximum principle is a necessary and sufficient condition.
Plakhov, A.Yu., Torres, D.F.M.
core   +1 more source

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