In this paper, we propose an analytic solution of state-constrained optimal tracking control problems for continuous-time linear time-invariant (CT-LTI) systems that are based on model-based prediction, the quadratic penalty function, and the variati...
The adaptive regulation of student productivity remains a challenging problem in technology-enhanced learning environments due to the continuous and uncertain nature of cognitive effort, attention, and behavioral fluctuations. While existing educatio...
Knowledge of a direct-drive model with a complex mechanical part is important in the synthesis of control algorithms and in the predictive maintenance of digital twins. The identification of two-mass drive systems with one low mechanical resonance fr...
Public transit subsidization often suffers from a double (or bilateral) moral hazard problem, where both regulators and operators may reduce their efforts due to information asymmetry, thereby compromising service quality despite significant public i...
This study analyzes a stochastic continuous review inventory system (Q,r) using a simulation-based optimization model. The lead time depends on lot size, unit production time, setup time, and a shop floor factor that represents moving, waiting, and l...
Increasing applications of CHP units have turned the problem of finding the best optimization model into a significant subject for scholars. In this respect, this paper is aimed at driving a novel formulation to the multi-objective day-ahead scheduli...
This paper proposes modified mean-variance risk measures for long-term investment portfolios. Two types of portfolios are considered: constant proportion portfolios and increasing amount portfolios. They are widely used in finance for investing asset...
Recognizing the importance of incorporating different risk measures in the portfolio management model, this paper examines the dynamic mean-risk portfolio optimization problem using both variance and value at risk (VaR) as risk measures. By employing...
In this article we suggest a randomized algorithm for the LQR (Linear Quadratic Regulator) optimal-control problem via static-output-feedback. The suggested algorithm is based on the recently introduced randomized optimization method called the Ray-S...
In the field of finance and insurance, addressing the optimal investment and reinsurance issue is a focal point for researchers. This paper contemplates the optimal strategy for insurance companies within a model where wealth dynamics adhere to a jum...
This paper aims to describe a synthesis procedure for discrete-time, energy-based regulators for continuous-time port-Hamiltonian systems. The methodology consists of three steps. The first deals with the definition of a discrete-time approximation o...
A consistent computational framework is presented that integrates Markov chain modeling, decision optimization, and cost–benefit analysis for the life-cycle management of engineering assets. The approach combines deterioration modeling with a c...
This paper investigates discrete-time distributed optimization for multi-agent systems (MASs) with time-varying objective functions. A novel fully distributed event-triggered discrete-time zeroing neural network (ET-DTZNN) algorithm is proposed to ad...
This paper proposes finite-time (FT) and fixed-time (FXT) neurodynamic models with time-varying coefficients for solving inverse quasi-variational inequality problems (IQVIPs). Two projected models with time-dependent gains are developed to enhance c...
Lithium ion (Li-ion) batteries work as the basic energy storage components in modern railway systems, hence estimating and improving battery efficiency is a critical issue in optimizing the energy usage strategy. However, it is difficult to estimate...
We propose a novel hybrid architecture that integrates a continuous-time Liquid Neural Network with an optimized Long Short-Term Memory network for seismic vulnerability state assessment of ancient halls. The proposed system processes multi-source st...
This paper proposes an approximation method to create an optimal continuous-time portfolio strategy based on a combination of neural networks and Monte Carlo, named NNMC. This work is motivated by the increasing complexity of continuous-time models a...
This paper presents a closed-loop continuous-time subspace identification method using prior information. Based on a rational inner function, a generalized orthonormal basis can be constructed, and the transformed noises have ergodicity features. The...
This paper develops a model-driven analytical framework for portfolio optimization under a multidimensional Black–Scholes model with time-varying parameters, where both the drift and volatility functions evolve linearly over time. Within this f...
Dual-loop control enhances the bandwidth of piezo-actuated nanopositioning systems via inner-loop state feedback controller suppressing lightly damped resonance and outer-loop tracking controller eliminating hysteresis nonlinearity. However, the trad...
The conventional approach to intensity-modulated radiation therapy treatment planning involves two distinct strategies: optimizing an evaluation function while accounting for dose constraints, and solving feasibility problems using feasibility-seekin...
Rapid robotic system development has created a demand for multi-disciplinary methods and tools to explore and compare design alternatives. In this paper, we present a collaborative modeling technique that combines discrete-event models of controller...
In cruise ship manufacturing, it is common practice for prefabricated modular cabin units (PMCU) to be assembled in the workshop and transported to a designated installation location on board the ship. This paper proposed a Radau pseudospectral metho...
Environmental air anomaly detection is crucial for ensuring the healthy growth of livestock in smart pig farming systems. This study focuses on four key environmental variables within pig housing: temperature, relative humidity, carbon dioxide concen...
In this paper, an attempt at the energy optimization of perfect control systems is performed. The perfect control law is the maximum-speed and maximum-accuracy procedure, which allows us to obtain a reference value on the plant’s output just af...
Learning in higher education is shaped not only by the amount of practice students complete but also by the temporal allocation of practice opportunities. This study presents and retrospectively evaluates a continuous-time framework that connects lea...
To achieve the ability of associating continuous-time laser frames is of vital importance but challenging for hand-held or backpack simultaneous localization and mapping (SLAM). In this study, the complex associating and mapping problem is investigat...
This paper presents a multistable discrete memristor that is based on the discretization of a continuous-time model. It has been observed that the discrete memristor model is capable of preserving the characteristics of the continuous memristor model...
The carbon trading mechanism is proposed to remit global warming and it can be considered in a microgrid. There is a lack of continuous-time methods in a microgrid, so a continuous-time model is proposed and solved by differential evolution (DE) in t...
This paper studies shortfall risk minimization in an incomplete financial market driven by mixed Brownian–fractional Brownian motion. The contingent claim depends on a non-tradable asset, while trading is allowed only in a correlated tradable a...
This paper considers the model-following preview control problem for a class of continuous-time descriptor systems with actuator failures. Firstly, the model-following problem is transformed into an optimal preview control problem by utilizing restri...
Battery parameter identification is a key challenge for battery management systems, as parameterizing lithium-ion batteries is resource-intensive. Electrical circuit models (ECMs) provide an alternative, but their parameters change with physical cond...
In this paper, we investigate
This paper revisits the dynamic MV portfolio selection problem with cone constraints in continuous-time. We first reformulate our constrained MV portfolio selection model into a special constrained LQ optimal control model and develop the optimal por...
This article addresses the problem of optimizing electrical power generation using kite power systems (KPSs). KPSs are airborne wind energy systems that aim to harvest the power of strong and steady high-altitude winds. With the aim of maximizing the...
We consider an optimal control problem with the discounted and average payoff. The reward rate (or cost rate) can be unbounded from above and below, and a Markovian switching stochastic differential equation gives the state variable dynamic. Markovia...
The state of a machine is modeled as a controlled continuous-time Markov chain. Moreover, the machine is being serviced at random times. The aim is to maximize the time until the machine must be repaired, while taking the maintenance costs into accou...
The paper develops the adaptive dynamic programming toolbox (ADPT), which is a MATLAB-based software package and computationally solves optimal control problems for continuous-time control-affine systems. The ADPT produces approximate optimal feedbac...
Continuous-time orthogonal basis functions play a fundamental role in system identification, signal approximation, model reduction, and control, where compact and numerically efficient representations of dynamical systems are required. Most existing...
We develop a continuous-time model of optimal consumption, portfolio allocation, and early retirement that, to our knowledge, is the first to incorporate an implementation delay —a fixed lag
With the rapid expansion of the aviation industry, traditional static scheduling methods have become inadequate to meet the increasingly complex demands of efficient airport operations. To enhance the operational efficiency of multi-runway airports,...
This paper investigates a robust optimal reinsurance and investment problem for an insurance company operating in a Markov-modulated financial market. The insurer’s surplus process is modeled by a diffusion process with jumps, which is correlat...
We study an optimal consumption, leisure, and investment problem over a finite horizon in a continuous-time financial market with partial borrowing constraints. The agent derives utility from consumption and leisure, with preferences represented by a...
Frequency stability becomes more and more important with the increase in inverter-based resources in power systems. To enhance the frequency stability, this paper proposes a novel data-driven method for frequency stability assessment and control for...
A novel formulation for combined scheduling and control of multi-product, continuous chemical processes is introduced in which nonlinear model predictive control (NMPC) and noncyclic continuous-time scheduling are efficiently combined. A decompositio...
Mosquito-borne diseases, such as Dengue fever and malaria, are responsible for over 700,000 deaths annually and lead to a high disease burden worldwide. Releasing Wolbachia-infected male mosquitoes to suppress the wild mosquito population is a novel...
In this paper we consider a mathematical continuous-time model for biodegradation of phenol in the presence of sodium salicylate in a chemostat. The model is described by a system of three nonlinear ordinary differential equations. Based on the dynam...
A novel discrete-time internal model control (IMC) method cascaded with a discrete-time equal-order fractional Butterworth (EFBW) filter is proposed for multivariable systems with time-delay and non-minimum-phase (NMP) zeros. This is the first attemp...
In this paper, we consider a company that wishes to determine the optimal reinsurance strategy minimising the total expected discounted amount of capital injections needed to prevent the ruin. The company’s surplus process is assumed to follow a Brow...
Infection with human immunodeficiency virus type 1 (HIV-1) or human T-lymphotropic virus type I (HTLV-I) or both can lead to mortality. CD4+T cells are the target for both HTLV-I and HIV-1. In addition, HIV-1 can infect macrophages. CD4+T cells and m...
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