Determining optimal input–output properties: A data-driven approach

Optimal Control of Unknown Nonlinear System From Inputoutput Data

a benchmarking approach to optimal asset allocation for insurers and pension funds

uncertainty in the financial market will be driven by underlying brownian motions, while the assets are assumed to be general stochastic processes adapted to the filtration of the brownian motions. the goal of this study is to calculate the accumulated wealth in order to optimize the expected terminal value using a suitable utility function. this thesis introduced the lim-wong’s benchmark fun...

Data-driven Optimal Transport

The problem of optimal transport between two distributions ρ(x) and μ(y) is extended to situations where the distributions are only known through a finite number of samples {xi} and {yj}. A weak formulation is proposed, based on the dual of Kantorovitch’s, with two main modifications: replacing the expected values in the objective function by their empirical means over the {xi} and {yj}, and re...

Forecasting Ozone Density in Tehran Air Using a Smart Data-Driven Approach

Introduction: As a metropolitan area in Iran, Tehran is exposed to damage from air pollution due to its large population and pollutants from various sources. Accordingly, research on damage induced by air pollution in this city seems necessary. The main purpose of this study was to forecast ozone in the city of Tehran. Considering the hazards of ozone (O3) gas on human health and the environmen...

An approach for simultaneously determining the optimal trajectory and control of a cancerous model

The main attempt of this article is extension the method so that it generallywould be able to consider the classical solution of the systems and moreover,produces the optimal trajectory and control directly at the same time. There-fore we consider a control system governed by a bone marrow cancer equation.Next, by extending the underlying space, the existence of the solution is con-sidered and ...