Control Theory Commons^™

A 10-Point Approximating Subdivision Scheme Based On Least Squares Technique, Ghulam Mustafa, Muhammad T. Iqbal

Applications and Applied Mathematics: An International Journal (AAM)

In this paper, a 10-point approximating subdivision scheme is presented. Least squares technique for fitting the polynomial of degree 9 to data is used to develop this scheme. The proposed strategy can be used to generate a family of schemes. The important characteristics of the scheme are also discussed. Graphical efficiency of the scheme is shown by applying it on different types of data.

A Numerical Scheme For Generalized Fractional Optimal Control Problems, N. Singha, C. Nahak

Applications and Applied Mathematics: An International Journal (AAM)

This paper introduces a generalization of the Fractional Optimal Control Problem (GFOCP). Proposed generalizations differ in terms of explaining the constraint involved in the dynamical system of the control problem. We assume the constraint as an arbitrary function of fractional derivatives and fractional integrals. By this assumption the restriction on constraint, to be of some prescribed function of fractional operators, is removed. Deduction of necessary optimality conditions followed by particular cases and examples has been provided. Additionally, we construct a solution scheme for the suggested class of (GFOCP)’s. The formulation of this scheme is done by implementing the Adomian decomposition …

Optimal Control Of Vaccination Rate In An Epidemiological Model Of Clostridium Difficile Transmission, Brittany Stephenson

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Delay-Independent Stability Analysis Of Linear Time-Delay Systems Based On Frequency, Xianwei Li, Huijun Gao, Keqin Gu

SIUE Faculty Research, Scholarship, and Creative Activity

This paper studies strong delay-independent stability of linear time-invariant systems. It is known that delay-independent stability of time-delay systems is equivalent to some frequency-dependent linear matrix inequalities. To reduce or eliminate conservatism of stability criteria, the frequency domain is discretized into several sub-intervals, and piecewise constant Lyapunov matrices are employed to analyze the frequency-dependent stability condition. Applying the generalized Kalman–Yakubovich–Popov lemma, new necessary and sufficient criteria are then obtained for strong delay-independent stability of systems with a single delay. The effectiveness of the proposed method is illustrated by a numerical example.

On Approximately Controlled Systems, Nazim I. Mahmudov, Mark A. Mckibben

Mathematics Faculty Publications

No abstract provided.

Anthrax Models Involving Immunology, Epidemiology And Controls, Buddhi Raj Pantha

Doctoral Dissertations

This dissertation is divided in two parts. Chapters 2 and 3 consider the use of optimal control theory in an anthrax epidemiological model. Models consisting system of ordinary differential equations (ODEs) and partial differential differential equations (PDEs) are considered to describe the dynamics of infection spread. Two controls, vaccination and disposal of infected carcasses, are considered and their optimal management strategies are investigated. Chapter 4 consists modeling early host pathogen interaction in an inhalational anthrax infection which consists a system of ODEs that describes early dynamics of bacteria-phagocytic cell interaction associated to an inhalational anthrax infection.

First we consider a …

Self-Correcting Kelly Strategies For Skeptical Traders, Aaron C. Brown

International Conference on Gambling & Risk Taking

The Kelly criterion gives the appropriate bet size in idealized situations with known parameters. In financial trading situations parameters are generally unknown and the mathematical assumptions underlying the Kelly proof are not met precisely. Moreover a risk manager typically must cooperate with a trader who may be skeptical about both the Kelly criterion specifically and the concept of mathematical optimization of bet size in general.

This presentation tackles the problem of designing a Kelly-based system for setting trade risk management parameters that is both self-correcting (the system delivers good results even if initial parameter are misestimated or parameters change) and …

On Local Asymptotic Stability Of Q-Fractional Nonlinear Dynamical Systems, Ilknur Koca, Elif Demirci

Applications and Applied Mathematics: An International Journal (AAM)

In this paper, locally asymptotic stability of q-fractional order nonlinear dynamical systems is introduced and studied. The sufficient conditions for local stability of such dynamical systems are obtained. Also, useful definitions of fractional order q-integrals and q-derivatives are recalled. Finally, a q-fractional order nonlinear dynamical model is considered.

Toward Adaptive Control Of Acute Inflammation, Judy D. Day, Seddik M. Djouadi, Ouassim Bara, Gregory L. Zitelli

Biology and Medicine Through Mathematics Conference

No abstract provided.

Procesy Cieplne I Aparaty (Lab), Wojciech M. Budzianowski

Wojciech Budzianowski

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Inżynieria Chemiczna Lab., Wojciech M. Budzianowski

Wojciech Budzianowski

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Optimal Control And Its Application To The Life-Cycle Savings Problem, Tracy A. Taylor

Theses and Dissertations

Throughout the course of this thesis, we give an introduction to optimal control theory and its necessary conditions, prove Pontryagin's Maximum Principle, and present the life-cycle saving under uncertain lifetime optimal control problem. We present a very involved sensitivity analysis that determines how a change in the initial wealth, discount factor, or relative risk aversion coefficient may affect the model the terminal depletion of wealth time, optimal consumption path, and optimal accumulation of wealth path. Through simulation of the life-cycle saving under uncertain lifetime model, we are not only able to present the model dynamics through time, but also to …