Optimization/control problems with change of filtartions have been studied in various context of mathematical finance. This paper studies optimal stopping problems for general diffusion processes with an uncertain time horizon and under different filtrations. Corresponding value functions are first compared and related explicitly to their counterparts without the time uncertainty. To further an...

Apple growers, private consultants, and extension specialists have all noted that bitter rot is increasingly common and is causing sporadic but economically significant losses throughout the northeastern and north central apple growing regions of North America. Forty years ago, bitter rot was considered a “southern disease” and apples with bitter rot were rarely observed in northern production ...

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In this contribution, we derive the optimal power allocation policy in the case of an uplink multiuser system under quality of service constraints. Interestingly, using asymptotic results (in the number of users and dimensions) of random matrix theory and under the assumption of Minimum Mean Square Error Successive Interference Cancellation (MMSE-SIC) at the base station, the results show that ...

In this paper a novel direct adaptive fuzzy system is proposed to control flexible-joints robot including actuator dynamics. The design includes two interior loops: the inner loop controls the motor position using proposed approach while the outer loop controls the joint angle of the robot using a PID control law. One novelty of this paper is the use of a PSO algorithm for optimizing the contro...

Time-optimal controls for 2-link robots are often of bang-bang type. Many algorithms to solve timeoptimal robot control problems a-priori assume the optimal control to be bang-bang. Industrial robot,s very often have 5 or 6 links and then the associated time-optimal controls are usually singular. This paper presents a new algorithm that enables computation of both bang-bang and singular time-op...

The recently created IETF 6TiSCH working group combines the high reliability and low-energy consumption of IEEE 802.15.4e Time Slotted Channel Hopping with IPv6 for industrial Internet of Things. We propose a distributed link scheduling algorithm, called Local Voting, for 6TiSCH networks that adapts the schedule to the network conditions. The algorithm tries to equalize the link load (defined a...

Nowadays, because of the need to decrease fuel consumption and greenhouse gas emissions and also their capability of exchanging power with the grid and regulating the frequency and voltage of the grid at different times of the day, electric vehicles are used more than before all across the world. It is highly important to pay attention to the efficiency, and decrease in the weight and volume of...