This paper revisits the dynamic MV portfolio selection problem with cone constraints in continuous-time. We first reformulate our constrained model into a special LQ optimal control and develop policy of model. In addition, we provide an alternative method to resolve this constraints. More specifically, instead solving correspondent HJB equation directly, solution for by using properties value ...

A sequential decision process in which an adaptive radar system repeatedly interacts with a finite-state target channel is studied. The capable of passively sensing the spectrum at regular intervals, provides side information for waveform selection process. transmitter uses sequence observations as well feedback from collocated receiver to select waveforms accurately estimate parameters. It sho...

in this paper, an optimal control of quadratic performance index with nonlinear constrained is presented. the sine-cosine wavelet operational matrix of integration and product matrix are introduced and applied to reduce nonlinear differential equations to the nonlinear algebraic equations. then, the newton-raphson method is used for solving these sets of algebraic equations. to present ability ...

This work deals with closed-loop calibration methods where the robot endpoint is constrained to lie on a plane. Previously published calibration approaches are shown to have certain weaknesses. A new solution is given using DH and Hayati notations and standard nonlinear least squares optimization. The procedure is extended via the Implicit Loop Method, which takes input noise into account. Pose...