Results 41 to 50 of about 3,034,167 (207)
Mathematical 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
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Pontryagin maximum principle for Rydberg-blockaded state-to-state transfers: A semianalytic approach
Physical Review ResearchWe 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
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Chattering phenomenon in quantum optimal control
New 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
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On The Pontryagin Maximum Principle For Optimal Control Problems [PDF]
, 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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Optimal Breeding Strategy for Livestock with a Dynamic Price
Mathematics, 2022 China’s livestock output has been growing, but domestic livestock products such as beef, mutton and pork have been unable to meet domestic consumers’ demands. The imbalance between supply and demand causes unstable livestock prices and affects profits on
Leishi Wang +3 more
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A Review of Energy Management Strategies for Hybrid Electric Vehicles
Energy Science &Engineering, Volume 14, Issue 9, Page 4058-4076, September 2026.This review systematically categorizes energy management strategies (EMS) for hybrid electric vehicles, highlighting rule‐based, optimization‐based, learning‐based, and emerging algorithm‐mixing approaches. It provides a comprehensive roadmap for developing intelligent control systems to enhance energy efficiency and promote sustainable transportation.
Song Gao +9 more
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Optimal Control Applications and Methods, Volume 47, Issue 5, Page 1083-1100, September/October 2026.Schematic representation of the proposed disease transmission model incorporating vertical transmission, saturated incidence, and nonlinear treatment. The study combines theoretical analysis, bifurcation and stability investigations, and optimal control techniques to evaluate prevention and treatment interventions.
Oludolapo A. Olanrewaju +1 more
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Energy Efficient and Safe Control Strategy for Electric Vehicles Including Driver Preference
IEEE 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
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Toward Robust Optimal Control of Chromatographic Separation Processes With Controlled Flow Reversal
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 3, September 2026.ABSTRACT Column liquid chromatography is an important technique applied in the production of biopharmaceuticals, specifically for the separation of biological macromolecules such as proteins. When setting up process conditions, it is crucial that the purity of the product is sufficiently high, even in the presence of perturbations in the process ...
Dominik H. Cebulla +2 more
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Continuous-Time Portfolio Selection: A Cursory Survey
Frontiers in Applied Mathematics and Statistics, 2020 In this article we provide a short survey on continuous-time portfolio selection. We explain the pioneering contribution of Merton and the use of dynamic programming.
Se Yung Bae, Junkee Jeon, Hyeng Keun Koo
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