Nonlinear Optimal Control and Filtering for Financial Systems

State-Space Approaches for Modelling and Control in Financial Engineering - Intelligent Systems Reference Library ◽

10.1007/978-3-319-52866-3_5 ◽

2017 ◽

pp. 109-124

Author(s):

Gerasimos G. Rigatos

Keyword(s):

Optimal Control ◽

Nonlinear Optimal Control ◽

Financial Systems

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Improved Gauss Pseudospectral Method for Solving Nonlinear Optimal Control Problem with Complex Constraints

ACTA AUTOMATICA SINICA ◽

10.3724/sp.j.1004.2013.00672 ◽

2014 ◽

Vol 39 (5) ◽

pp. 672-678 ◽

Cited By ~ 1

Author(s):

Yong SUN ◽

Mao-Rui ZHANG ◽

Xiao-Ling LIANG

Keyword(s):

Optimal Control ◽

Optimal Control Problem ◽

Control Problem ◽

Pseudospectral Method ◽

Nonlinear Optimal Control ◽

Gauss Pseudospectral Method ◽

Complex Constraints ◽

Nonlinear Optimal Control Problem

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Multi-stage linear Gauss pseudospectral method for piecewise continuous nonlinear optimal control problems

IEEE Transactions on Aerospace and Electronic Systems ◽

10.1109/taes.2021.3054074 ◽

2021 ◽

pp. 1-1

Author(s):

Yang Li ◽

Wanchun Chen ◽

Liang Yang

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Pseudospectral Method ◽

Nonlinear Optimal Control ◽

Control Problems ◽

Multi Stage ◽

Gauss Pseudospectral Method ◽

Piecewise Continuous

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Nonlinear optimal control of coupled time-delayed models of economic growth

Decisions in Economics and Finance ◽

10.1007/s10203-021-00327-w ◽

2021 ◽

Author(s):

G. Rigatos ◽

P. Siano ◽

M. Abbaszadeh ◽

T. Ghosh

Keyword(s):

Economic Growth ◽

Optimal Control ◽

Nonlinear Optimal Control

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Nonlinear Optimal Control of a Two Wheeled Self Balancing Robot

2020 5th IEEE International Conference on Recent Advances and Innovations in Engineering (ICRAIE) ◽

10.1109/icraie51050.2020.9358385 ◽

2020 ◽

Author(s):

B Karthika ◽

V.R. Jisha

Keyword(s):

Optimal Control ◽

Nonlinear Optimal Control ◽

Balancing Robot

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Nonlinear Optimal Control of Two-Level Large-Scale Systems; Part I - Interaction Prediction Principle

2005 International Conference on Industrial Electronics and Control Applications ◽

10.1109/icieca.2005.1644371 ◽

2006 ◽

Cited By ~ 2

Author(s):

N. Sadati ◽

A.R. Momeni

Keyword(s):

Optimal Control ◽

Large Scale ◽

Nonlinear Optimal Control ◽

Large Scale Systems ◽

Interaction Prediction

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Solution of nonlinear optimal control problems using modified Hopfield neural networks

10.1117/12.174238 ◽

1994 ◽

Author(s):

Daniel J. Stech

Keyword(s):

Neural Networks ◽

Optimal Control ◽

Optimal Control Problems ◽

Nonlinear Optimal Control ◽

Hopfield Neural Networks ◽

Control Problems

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An online single-network adaptive algorithm for continuous-time nonlinear optimal control

2013 13th International Conference on Control, Automation and Systems (ICCAS 2013) ◽

10.1109/iccas.2013.6704205 ◽

2013 ◽

Author(s):

Jae Young Lee ◽

Jin Bae Park ◽

Yoon Ho Choi ◽

Keun Uk Lee

Keyword(s):

Optimal Control ◽

Continuous Time ◽

Adaptive Algorithm ◽

Nonlinear Optimal Control

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A chattering control based algorithm for nonlinear optimal control problems with control-constraints

Proceedings of 1995 American Control Conference - ACC'95 ◽

10.1109/acc.1995.531268 ◽

2005 ◽

Author(s):

J. Imae

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Nonlinear Optimal Control ◽

Control Problems ◽

Control Constraints

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Numerical Computational Improvement of the Stable-Manifold Method for Nonlinear Optimal Control * *This work is supported by the JSPS Kakenhi Grant Number JP15K06157 and the Nanzan University Pache Research Subsidy I-A-2 for the academic years 2016 and 2017.

IFAC-PapersOnLine ◽

10.1016/j.ifacol.2017.08.777 ◽

2017 ◽

Vol 50 (1) ◽

pp. 5103-5108

Author(s):

Yasuaki Oishi ◽

Noboru Sakamoto

Keyword(s):

Optimal Control ◽

Stable Manifold ◽

Nonlinear Optimal Control

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System equivalence in a class of nonlinear optimal control problems

IEEE Transactions on Automatic Control ◽

10.1109/tac.1971.1099676 ◽

1971 ◽

Vol 16 (2) ◽

pp. 189-194 ◽

Cited By ~ 5

Author(s):

W. Rugh

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Nonlinear Optimal Control ◽

Control Problems ◽

System Equivalence

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