MultiObjective Dynamic Optimization of Investment Portfolio Based on Model Predictive Control

2022 ◽  
Vol 60 (1) ◽  
pp. 104-123
Author(s):  
Maisa Kely de Melo ◽  
Rodrigo T. N. Cardoso ◽  
Tales A. Jesus
2021 ◽  
Vol 2021 ◽  
pp. 1-15
Author(s):  
Yuankai Huang ◽  
Qicai Zhou ◽  
Xiaolei Xiong ◽  
Jiong Zhao

With the development of information technology, intermodal transport research pays more attention to dynamic optimization and multi-role cooperation. The core issue of this paper was to realize container routing with dynamic adjustment, real-time optimization, and multi-role cooperation characteristics in the intermodal transport network. This paper first introduces the Intermodal Transport Cooperation Protocol (ITCP) that describes the operation and analysis of intermodal transport systems with the concept of encapsulation and layering. Then, a new network flow control method was built based on Model Predictive Control (MPC) in the ITCP framework. The method takes real-time information from all ITCP layers as input and generates flow control decisions for containers. To evaluate the method’s effectiveness, a discrete event simulation experiment is applied. The results show that the proposed method outperforms the all-or-nothing method in scenarios with high freight volume, which means the method proposed in this paper can effectively balance the network transport load and reduce network operating costs. The research of this paper may throw some new light on intermodal transport research from the perspectives of digitization, multi-role cooperation, dynamic optimization, and system standardization.


2021 ◽  
Vol 108 ◽  
pp. 55-67
Author(s):  
Preet Joy ◽  
Eduardo S. Schultz ◽  
Fatemeh Ebrahimi ◽  
Umut Turan ◽  
Steffen Casteel ◽  
...  

2018 ◽  
Vol 91 (3) ◽  
pp. 323-335 ◽  
Author(s):  
Wolfgang Gerlinger ◽  
José Maria Asua ◽  
Tomáš Chaloupka ◽  
Johannes M.M. Faust ◽  
Fredrik Gjertsen ◽  
...  

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