Numerical solution of optimal control problems with constant control delays

We investigate a class of optimal control problems that exhibit constant exogenously given delays in the control in the equation of motion of the differential states. Therefore, we formulate an exemplary optimal control problem with one stock and one control variable and review some analytic properties of an optimal solution. However, analytical considerations are quite limited in case of delayed optimal control problems. In order to overcome these limits, we reformulate the problem and apply direct numerical methods to calculate approximate solutions that give a better understanding of this class of optimization problems. In particular, we present two possibilities to reformulate the delayed optimal control problem into an instantaneous optimal control problem and show how these can be solved numerically with a stateof- the-art direct method by applying Bock’s direct multiple shooting algorithm. We further demonstrate the strength of our approach by two economic examples.

Perfect imaging of three object points with only two analytic lens surfaces in two dimensions

In this work, a new two-dimensional analytic optics design method is presented that enables the coupling of three ray sets with two lens profiles. This method is particularly promising for optical systems designed for wide field of view and with clearly separated optical surfaces. However, this coupling can only be achieved if different ray sets will use different portions of the second lens profile. Based on a very basic example of a single thick lens, the Simultaneous Multiple Surfaces design method in two dimensions (SMS2D) will help to provide a better understanding of the practical implications on the design process by an increased lens thickness and a wider field of view. Fermat?s principle is used to deduce a set of functional differential equations fully describing the entire optical system. The transformation of these functional differential equations into an algebraic linear system of equations allows the successive calculation of the Taylor series coefficients up to an arbitrary order. The evaluation of the solution space reveals the wide range of possible lens configurations covered by this analytic design method. Ray tracing analysis for calculated 20th order Taylor polynomials demonstrate excellent performance and the versatility of this new analytical optics design concept.

Analytic free-form lens design for imaging applications with high aspect ratio

A new three-dimensional analytic optics design method is presented that enables the coupling of three ray sets with only two free-form lens surfaces. Closely related to the Simultaneous Multiple Surface method in three dimensions (SMS3D), it is derived directly from Fermat?s principle, leading to multiple sets of functional differential equations. The general solution of these equations makes it possible to calculate more than 80 coefficients for each implicit surface function. Ray tracing simulations of these free-form lenses demonstrate superior imaging performance for applications with high aspect ratio, compared to conventional rotational symmetric systems.

A Recommendation Framework Based on the Analytic Network Process and its Application in the Semantic Technology Domain

When users face a certain problem needing a product, service, or action to solve it, selecting the best alternative among them can be a dicult task due to the uncertainty of their quality. This is especially the case in the domains where users do not have an expertise, like for example in Software Engineering. Multiple criteria decision making (MCDM) methods are methods that help making better decisions when facing the complex problem of selecting the best solution among a group of alternatives that can be compared according to different conflicting criteria. In MCDM problems, alternatives represent concrete products, services or actions that will help in achieving a goal, while criteria represent the characteristics of these alternatives that are important for making a decision.

DROMO formulation for planar motions: Solution to the Tsien Problem

The two-body problem subject to a constant radial thrust is analyzed as a planar motion. The description of the problem is performed in terms of three perturbation methods: DROMO and two others due to Deprit. All of them rely on Hansen?s ideal frame concept. An explicit, analytic, closed-form solution is obtained for this problem when the initial orbit is circular (Tsien problem), based on the DROMO special perturbation method, and expressed in terms of elliptic integral functions. The analytical solution to the Tsien problem is later used as a reference to test the numerical performance of various orbit propagation methods, including DROMO and Deprit methods, as well as Cowell and Kustaanheimo?Stiefel methods.

Qualitative analysis; an introduction to equilbrium and solution chemistry.

Mode of access: Internet.

An elementary treatise on conic sections and algebraic geometry : with numerous examples and hints for their solution, especially designed for the use of beginners /

Mode of access: Internet.

Solution of the Least Squares Method problem of pairwise comparison matrices

The aim of the paper is to present a new global optimization method for determining all the optima of the Least Squares Method (LSM) problem of pairwise comparison matrices. Such matrices are used, e.g., in the Analytic Hierarchy Process (AHP). Unlike some other distance minimizing methods, LSM is usually hard to solve because of the corresponding nonlinear and non-convex objective function. It is found that the optimization problem can be reduced to solve a system of polynomial equations. Homotopy method is applied which is an efficient technique for solving nonlinear systems. The paper ends by two numerical example having multiple global and local minima.

On Queueinginventory Models – product form solution; reservation, Cancellation and common life time

Queueing theory is the mathematical study of ‘queue’ or ‘waiting lines’ where an item from inventory is provided to the customer on completion of service. A typical queueing system consists of a queue and a server. Customers arrive in the system from outside and join the queue in a certain way. The server picks up customers and serves them according to certain service discipline. Customers leave the system immediately after their service is completed. For queueing systems, queue length, waiting time and busy period are of primary interest to applications. The theory permits the derivation and calculation of several performance measures including the average waiting time in the queue or the system, mean queue length, traffic intensity, the expected number waiting or receiving service, mean busy period, distribution of queue length, and the probability of encountering the system in certain states, such as empty, full, having an available server or having to wait a certain time to be served.

The parallel solution of early-exercise Asian options with stochastic volatility

This paper describes an parallel semi-Lagrangian finite difference approach to the pricing of early exercise Asian Options on assets with a stochastic volatility. A multigrid procedure is described for the fast iterative solution of the discrete linear complementarity problems that result. The accuracy and performance of this approach is improved considerably by a strike-price related analytic transformation of asset prices. Asian options are contingent claims with payoffs that depend on the average price of an asset over some time interval. The payoff may depend on this average and a fixed strike price (Fixed Strike Asians) or it may depend on the average and the asset price (Floating Strike Asians). The option may also permit early exercise (American contract) or confine the holder to a fixed exercise date (European contract). The Fixed Strike Asian with early exercise is considered here where continuous arithmetic averaging has been used. Pricing such an option where the asset price has a stochastic volatility leads to the requirement to solve a tri-variate partial differential inequation in the three state variables of asset price, average price and volatility (or equivalently, variance). The similarity transformations [6] used with Floating Strike Asian options to reduce the dimensionality of the problem are not applicable to Fixed Strikes and so the numerical solution of a tri-variate problem is necessary. The computational challenge is to provide accurate solutions sufficiently quickly to support realtime trading activities at a reasonable cost in terms of hardware requirements.

A cluster analytic approach to identifying predictors and moderators of psychosocial treatment for bipolar depression: results from STEP-BD

Background We sought to address how predictors and moderators of psychotherapy for bipolar depression - identified individually in prior analyses - can inform the development of a metric for prospectively classifying treatment outcome in intensive psychotherapy (IP) versus collaborative care (CC) adjunctive to pharmacotherapy in the Systematic Treatment Enhancement Program (STEP-BD) study. Methods We conducted post-hoc analyses on 135 STEP-BD participants using cluster analysis to identify subsets of participants with similar clinical profiles and investigated this combined metric as a moderator and predictor of response to IP. We used agglomerative hierarchical cluster analyses and k-means clustering to determine the content of the clinical profiles. Logistic regression and Cox proportional hazard models were used to evaluate whether the resulting clusters predicted or moderated likelihood of recovery or time until recovery. Results The cluster analysis yielded a two-cluster solution: 1) "less-recurrent/severe" and 2) "chronic/recurrent." Rates of recovery in IP were similar for less-recurrent/severe and chronic/recurrent participants. Less-recurrent/severe patients were more likely than chronic/recurrent patients to achieve recovery in CC (p=.040, OR=4.56). IP yielded a faster recovery for chronic/recurrent participants, whereas CC led to recovery sooner in the less-recurrent/severe cluster (p=.034, OR=2.62). Limitations Cluster analyses require list-wise deletion of cases with missing data so we were unable to conduct analyses on all STEP-BD participants. Conclusions A well-powered, parametric approach can distinguish patients based on illness history and provide clinicians with symptom profiles of patients that confer differential prognosis in CC vs. IP.