Explicit and numerical methods for finding optimal therapeutics

An Explicit Single-step Method for Numerical Solution of Optimal Control Problems

In this research we used forward-backward sweep method(FBSM) in order to solve optimal control problems. In this paper, one hybrid method based on ERK method of order 4 and 5 are proposed for the numerical approximation of the OCP. The convergence of the new method has been proved .This method indicate more accurate numerical results compared with those of ERK method of order 4 and 5 for solvin...

Optimal Control Lecture 9 : Numerical Methods for Deterministic Optimal Control

Lecturer: Marin Kobilarov Consider the general setting where we are minimizing J = φ(x(t f), t f) + t f t 0 L(x(t), u(t), t)dt, (1) subject to: x(t 0) = x 0 , x(t f) and t f free (2) ˙ x(t) = f (x(t), u(t), t) (3) c(x(t), u(t), t) ≤ 0, for all t ∈ [t 0 , t f ] (4) ψ(x(t f), t f) ≤ 0, (5) We will consider three families of numerical methods for solving the optimal control problem: • dynamic prog...

islanding detection methods for microgrids

امروزه استفاده از منابع انرژی پراکنده کاربرد وسیعی یافته است . اگر چه این منابع بسیاری از مشکلات شبکه را حل می کنند اما زیاد شدن آنها مسائل فراوانی برای سیستم قدرت به همراه دارد . استفاده از میکروشبکه راه حلی است که علاوه بر استفاده از مزایای منابع انرژی پراکنده برخی از مشکلات ایجاد شده توسط آنها را نیز منتفی می کند . همچنین میکروشبکه ها کیفیت برق و قابلیت اطمینان تامین انرژی مشترکان را افزایش ...

Numerical Methods for Embedded Optimization and Optimal Control — Exercises —

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...