The paper develops the adaptive dynamic programming toolbox (ADPT), which is a MATLAB-based software package and computationally solves optimal control problems for continuous-time control-affine systems. ADPT produces approximate feedback controls by employing technique solving Hamilton–Jacobi–Bellman equation approximately. A novel implementation method derived to optimize memory consumption ...

This paper addresses the Tardy/Lost penalty minimization with common due dates on a single machine. According to this performance measure, if the tardiness of a job exceeds a predefined value, the job will be lost and penalized by a fixed value. Initially, we present a 2-approximation algorithm and examine its worst case ratio bound. Then, a pseudo-polynomial dynamic programming algorithm is de...

collateralized mortgage obligations are derivatives securities based on mortgage loans which issued in different maturities, interest rates and credit ratings. in iran attention to decision authorities for the first time allowed iran melli bank and maskan bank to issue this kind of securities. one of the main questions in issuing this kind of securities is maximizing the issuer profit by choosi...

 In this paper, a new Dynamic Geometric Genetic Programming (DGGP) technique is applied to empirical analysis of financial ratios and bankruptcy prediction. Financial ratios are indeed desirable for prediction of corporate bankruptcy and identification of firms’ impending failure for investors, creditors, borrowing firms, and governments. By the time, several methods have been attempted in...

Data envelopment analysis (DEA) is a common technique in measuring the relative efficiency of a set of decision making units (DMUs) with multiple inputs and multiple outputs. ‎‎Standard DEA models are ‎‎quite limited models‎, ‎in the sense that they do not consider a DMU ‎‎at different times‎. ‎To resolve this problem‎, ‎DEA models with dynamic ‎‎structures have been proposed‎.‎In a recent pape...

In this paper, convex semi-infinite programming is converted to an optimal control model of neural networks and the optimal control model is solved by iterative dynamic programming method. In final, numerical examples are provided for illustration of the purposed method.

the present study sustainable management of guilan saravan sylvan park was planned. the used method in the form of decision support model in three10-year period was studied for parks of various states and with considering the economic, ecological and social criteria during the years 2008 to 2038. by using hierarchical fuzzy analysis method, the reaching to an optimal level of economic, ecologic...

A special class of the knapsack problem is called the separable nonlinear knapsack problem. This problem has received considerable attention recently because of its numerous applications. Dynamic programming is one of the basic approaches for solving this problem. Unfortunately, the size of state-pace will dramatically increase and cause the dimensionality problem. In this paper, an efficient a...