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CDC
2009
IEEE
111views Control Systems» more  CDC 2009»
14 years 2 months ago
An optimal investment problem with randomly terminating income
Abstract— We investigate an optimal consumption and investment problem where we receive a certain fixed income stream that is terminated at a random time. It turns out that the ...
Michel H. Vellekoop, Mark Davis
EVOW
2010
Springer
14 years 3 months ago
Memory Design for Constrained Dynamic Optimization Problems
A proposal for a memory design is given that is suitable for solving constrained dynamic optimization problems by an evolutionary m. Based on ideas from abstract memory, two scheme...
Hendrik Richter
AUTOMATICA
2004
128views more  AUTOMATICA 2004»
13 years 10 months ago
A convex optimization approach to the mode acceleration problem
The purpose of this note is to introduce an alternative procedure to the mode acceleration method when the underlying structure model includes damping. We will show that the probl...
S. O. Reza Moheimani, Dunant Halim
ATAL
2010
Springer
13 years 11 months ago
A quantified distributed constraint optimization problem
In this paper, we propose a Quantified Distributed Constraint Optimization problem (QDCOP) that extends the framework of Distributed Constraint Optimization problems (DCOPs). DCOP...
Toshihiro Matsui, Hiroshi Matsuo, Marius-Calin Sil...
ASC
2006
13 years 11 months ago
Optimal phase shifter coordination: A multidimensional problem
In a liberalized electricity market, the use of phase shifting transformers or other power flow controlling devices allows the transmission system operator to utilize the availabl...
Jody Verboomen, Dirk Van Hertem, Ronnie Belmans, P...