Results 21 to 30 of about 149,154 (261)
On Boundary Controllability for the Higher-Order Nonlinear Schrödinger Equation
Axioms, 2023 A control problem with final overdetermination is considered for the higher-order nonlinear Schrödinger equation on a bounded interval. The boundary condition on the space derivative is chosen as the control.
Andrei V. Faminskii
doaj +1 more source
THE AVERAGING METHOD OF BOUNDARY-VALUE PROBLEMS IN CONTROL OF FAST AND SLOW VARIABLES WITH DELAY
Міжнародний науково-технічний журнал "Проблеми керування та інформатики", 2007 Initial problem of terminal control with delay and variables with velocity orders of unity and small parameter in view of necessary optimality condition is reduced to perturbed boundary-value problem with deviating arguments.
V.P. Zholtikov, V.V. Efendiev
doaj +1 more source
Cooperative Intercepting Guidance Law for Large Maneuvering Target with Impact Angle Constraint
Xibei Gongye Daxue Xuebao, 2020 A distributed multi-missile cooperative guidance law based on the finite time theory is proposed to solve the terminal guidance problem of three-dimensional multi-missiles cooperative interception of large maneuvering target. According to the finite time
doaj +1 more source
Real‐time simulation multi‐point decoupling method of power systems based on terminal resistor
IET Generation, Transmission & Distribution, 2022 Traditional decoupling methods in real‐time simulation of complex power systems are poor in stability and unsatisfactory in use. In order to solve this problem, an improved decoupling method based on a terminal resistor is proposed.
Xiaoliang Hao +3 more
doaj +1 more source
A New Approach to Shooting Methods for Terminal Value Problems of Fractional Differential Equations
Journal of Scientific Computing, 2023 AbstractFor terminal value problems of fractional differential equations of order $$\alpha \in (0,1)$$ α ∈ ( 0 , 1 ) that use Caputo derivatives, shooting ...
Kai Diethelm, Frank Uhlig
openaire +3 more sources
Dynamic Optimal Mean-Variance Portfolio Selection with a 3/2 Stochastic Volatility
Risks, 2021 This paper considers a mean-variance portfolio selection problem when the stock price has a 3/2 stochastic volatility in a complete market. Specifically, we assume that the stock price and the volatility are perfectly negative correlated.
Yumo Zhang
doaj +1 more source
Optimal dividend problem with a terminal value for spectrally positive Lévy processes [PDF]
Insurance: Mathematics and Economics, 2013 In this paper we consider a modified version of the classical optimal dividends problem of de Finetti in which the dividend payments subject to a penalty at ruin. We assume that the risk process is modeled by a general spectrally positive Levy process before dividends are deducted.
Chuancun Yin, Yuzhen Wen
openaire +2 more sources
IEEE Access, 2021 In this paper, a practical model predictive control (MPC) for tracking desired reference trajectories is demonstrated for controlling a class of nonlinear systems subject to constraints, which comprises diverse mechanical applications.
Hossam S. Abbas +4 more
doaj +1 more source
Reinsurance Policy under Interest Force and Bankruptcy Prohibition
Axioms, 2023 In this paper, we solve an optimal reinsurance problem in the mathematical finance area. We assume that the surplus process of the insurance company follows a controlled diffusion process and the constant interest rate is involved in the financial model.
Yangmin Zhong, Huaping Huang
doaj +1 more source
Discrete Dynamics in Nature and Society, 2017 In this paper, we consider the optimization problem of dividends for the terminal bankruptcy model, in which some money would be returned to shareholders at the state of terminal bankruptcy, while accounting for the tax rate and transaction cost for ...
Peimin Chen, Bo Li
doaj +1 more source