Control Strategy of Proportional Reinsurance with Dividend Process

2014 ◽  
Vol 488-489 ◽  
pp. 1301-1305
Author(s):  
Shi Liang Sun ◽  
Xiao Qian Huang ◽  
Lu Lian
Keyword(s):  
Optimal Control ◽  
Variational Inequality ◽  
Control Strategy ◽  
Proportional Reinsurance ◽  
Insurance Company ◽  
Optimal Control Strategy ◽  
Return Function ◽  
Existence Of Optimal Control

This paper is concerned with the problem of proportional reinsurance control strategy with dividend process in insurance company. The existence of optimal control strategy is proved by variational inequality,and the specific construct of optimal control strategy and the explicit structure of optimal return function are derived.

scholarly journals Optimal Control Techniques on a Mathematical Model for the Dynamics of Tungiasis in a Community

2017 ◽  
Vol 2017 ◽  
pp. 1-19 ◽  
Author(s):  
Jairos Kahuru ◽  
Livingstone S. Luboobi ◽  
Yaw Nkansah-Gyekye
Keyword(s):  
Mathematical Model ◽  
Optimal Control ◽  
Control Strategy ◽  
Control Strategies ◽  
Control Process ◽  
Control Measures ◽  
Human Beings ◽  
Optimal Control Strategy ◽  
Control Techniques ◽  
Existence Of Optimal Control

Tungiasis is a permanent penetration of female sand flea“Tunga penetrans”into the epidermis of its host. It affects human beings and domestic and sylvatic animals. In this paper, we apply optimal control techniques to a Tungiasis controlled mathematical model to determine the optimal control strategy in order to minimize the number of infested humans, infested animals, and sand flea populations. In an attempt to reduce Tungiasis infestation in human population, the control strategies based on personal protection, personal treatment, educational campaign, environmental sanitation, and insecticidal treatments on the affected parts as well as on animal fur are considered. We prove the existence of optimal control problem, determine the necessary conditions for optimality, and then perform numerical simulations. The numerical results showed that the control strategy comprises all five control measures and that which involves the three control measures of insecticide control, insecticidal dusting on animal furs, and environmental hygiene has the significant impact on Tungiasis transmission. Therefore, fighting against Tungiasis infestation in endemic settings, multidimensional control process should be employed in order to achieve the maximum benefits.

OPTIMAL HARVESTING PROBLEM FOR AN AGE-DEPENDENT n-DIMENSIONAL COMPETING SYSTEM WITH DIFFUSION

2008 ◽  
Vol 01 (02) ◽  
pp. 133-145 ◽  
Author(s):  
ZHIXUE LUO ◽  
ZE-RONG HE
Keyword(s):  
Optimal Control ◽  
Control Strategy ◽  
Existence And Uniqueness ◽  
Spatial Diffusion ◽  
Optimal Harvesting ◽  
Negative Solution ◽  
Optimal Control Strategy ◽  
Age Dependent ◽  
The Fixed Point Theorem ◽  
Existence Of Optimal Control

In this work, optimal harvesting policy for an age-dependent and spatial diffusion n-dimensional competing species is discussed. The existence and uniqueness of non-negative solution to the system are investigated by using the fixed point theorem. The existence of optimal control strategy is discussed and optimality conditions are obtained. Our results extend some known criteria.

Mathematical analysis of a variational inequality modelling perpetual executive stock options

2015 ◽  
Vol 26 (2) ◽  
pp. 193-213 ◽  
Author(s):  
XIN LAI ◽  
XINFU CHEN ◽  
MINGXIN WANG ◽  
CONG QIN ◽  
WANGHUI YU
Keyword(s):  
Optimal Control ◽  
Variational Inequality ◽  
Free Boundary ◽  
Control Strategy ◽  
Existence And Uniqueness ◽  
Stock Options ◽  
Executive Stock Options ◽  
Optimal Control Strategy ◽  
Degenerate Parabolic ◽  
Basic Graph

In this paper, we establish the existence and uniqueness of a classical solution of a degenerate parabolic variational inequality of which a strong solution was shown to exist by Song and Yu [21]. The problem arises from optimal stochastic control of exercising continuously perpetual executive stock options (ESOs). We also characterize the basic graph, continuity, and monotonicity properties of the free boundary from which the optimal control strategy can be described precisely.

Application of Optimal Control Strategy to Converter Gas Recovery System

2012 ◽  
Vol 38 (6) ◽  
pp. 1017 ◽  
Author(s):  
Jia-Yan ZHANG ◽  
Zhong-Hai MA ◽  
Xiao-Bin QIAN ◽  
Shao-Ming LI ◽  
Jia-Hong LANG
Keyword(s):  
Optimal Control ◽  
Control Strategy ◽  
Optimal Control Strategy ◽  
Gas Recovery ◽  
Recovery System ◽  
Converter Gas

Optimal control strategy for cancer remission using combinatorial therapy: A mathematical model-based approach

2021 ◽  
Vol 145 ◽  
pp. 110789
Author(s):  
Parthasakha Das ◽  
Samhita Das ◽  
Pritha Das ◽  
Fathalla A. Rihan ◽  
Muhammet Uzuntarla ◽  
...  
Keyword(s):  
Mathematical Model ◽  
Optimal Control ◽  
Control Strategy ◽  
Optimal Control Strategy ◽  
Combinatorial Therapy ◽  
Model Based ◽  
Cancer Remission

scholarly journals Development of an Optimal Start Control Strategy for a Variable Refrigerant Flow (VRF) System

Energies ◽  
2021 ◽  
Vol 14 (2) ◽  
pp. 271
Author(s):  
Yusung Lee ◽  
Woohyun Kim
Keyword(s):  
Optimal Control ◽  
Control Strategy ◽  
Predictive Performance ◽  
Building Energy ◽  
Data Driven ◽  
Energy Usage ◽  
Optimal Control Strategy ◽  
Save Energy ◽  
Time Required ◽  
Optimal Control Methods

In this study, an optimal control strategy for the variable refrigerant flow (VRF) system is developed using a data-driven model and on-site data to save the building energy. Three data-based models are developed to improve the on-site applicability. The presented models are used to determine the length of time required to bring each zone from its current temperature to the set point. The existing data are used to evaluate and validated the predictive performance of three data-based models. Experiments are conducted using three outdoor units and eight indoor units on site. The experimental test is performed to validate the performance of proposed optimal control by comparing between conventional and optimal control methods. Then, the ability to save energy wasted for maintaining temperature after temperature reaches the set points is evaluated through the comparison of energy usage. Given these results, 30.5% of energy is saved on average for each outdoor unit and the proposed optimal control strategy makes the zones comfortable.

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