The T-calculus is a typed functional extension of the tiled signal algebra previously defined for handling, with advanced synchronization feature, audio or musical finite signals. Primarily designed for programing interactive music systems, the T-calculus can also be seen as a multi-purpose programing language proposal that addresses the difficult problem of globally asynchronous and locally sy...

An optimization-based approach to fault diagnosis for nonlinear stochastic dynamic models is developed. An optimal diagnosis problem is formulated according to a receding-horizon strategy. This approach leads to a functional optimization problem (also called ‘infinite optimization problem’), whose admissible solutions belong to a function space. As in such a context, the tools from mathematical...

This paper reviews applications of optimization techniques connected with reservoir simulation models to search for optimal rule curves. The literature reporting the suitable curves is discussed and examined. development searching processes are investigated by focusing on fitness function constraints. There five groups algorithms that have been applied find curves: trial error technique model, ...

this paper presents dynamic portfolio model based on the merton's optimal investment-consumption model, which combines dynamic synthetic put option using risk-free and risky assets. this paper is extended version of methodological paper published by yuan yao (2012) cite{26}. because of the long history of the development of foreign financial market, with a variety of financial derivatives, the ...

planning robot trajectory is a complex task that plays a significant role in design and application of robots in task space. the problem is formulated as a trajectory optimization problem which is fundamentally a constrained nonlinear optimization problem. open-loop optimal control method is proposed as an approach for trajectory optimization of cable parallel manipulator for a given two-end-po...

Merton’s portfolio optimization problem in the presence of transaction costs for multiple assets has been an important and challenging problem in both theory and practice. Most existing work suffers from curse of dimensionality and encounters with the difficulty of generalization. In this paper, we develop an approximate dynamic programing method of synergistically combining the Löwner-John ell...

In a companion paper [6] we presented theoretical analysis of an analog network for fixed-point computation. This paper applies these results to several applications from numerical analysis and combinatorial optimization, in particular: 1) solving systems of linear equations; 2) nonlinear programming; 3) dynamic programing; and 4) network flow computations. Schematic circuits are proposed for r...