The robustification of trading strategies is of particular interest in financial market applications. In this paper we robustify a portfolio strategy recently introduced in the literature against model errors in the sense of a worst case design. As it turns out, the resulting optimization problem can be solved by a sequence of linear and nonlinear semidefinite programs (SDP/NSDP), where the non...

This paper proposes a Distributed Second Order Sliding Mode (D-SOSM) control strategy for Optimal Load Frequency Control (OLFC) in power networks, where besides frequency regulation also minimization of generation costs is achieved. Because of unknown load dynamics and possible network parameters uncertainties, the sliding mode control methodology is particularly appropriate for the considered ...

This paper provides a new hedge fund replication method, which extends Kat and Palaro (2005) and Papageorgiou, Remillard and Hocquard (2008) to multiple trading assets with both long and short positions. The method generates a target payoff distribution by the cheapest dynamic portfolio. It is regarded as an extension of Dybvig (1988) to continuous-time framework and dynamic portfolio optimizat...

In order to further improve the whole vehicle economy of a novel plug-in hybrid electric vehicle (PHEV), considering two main factors, which are the driving working conditions and the driving distance, influencing the whole vehicle economy, a control strategy based on fuzzy self-adaptive online recognition is provided. A fuzzy working condition recognition algorithm is designed to online recogn...

In wireless sensor network generally people concentrate on minimization of energy consumption. Also, on reducing end-to-end delay and energy saving. This paper also proposes a TDMA-based protocol scheme that will balance energy saving and end-to-end delay. This is achieved by path scheduling assigned by graph coloring method. Our approach consist of three phases: in first phase, we have used Ge...

There is no doubt that the most challenging aspect in wireless sensor networks (WSN) lifetime, due to limitations their energy. WSN depends on a specific group of nodes gather data from other and forward it base station (BS). These are called cluster heads. Having reliable head’s (CH) means longer life network. In this paper, versatile calculation has been acquainted analyzed for selecting CH m...

Recently Cherchye et al. (2011) reformulated the Walrasian equilibrium inequalities, introduced by Brown and Matzkin (1996), as an integer programming problem and proved that solving the Walrasian equilibrium inequalities is NPhard. Brown and Shannon (2002) derived an equivalent system of equilibrium inequalities ,i.e., the dual Walrasian equilibrium inequalities. That is, the Walrasian equilib...

The building system is one of key energy consumption sector in the market, and low-carbon will make a significant contribution for worldwide carbon emission reduction. multiple systems including renewable generations, hydrogen storage perspective answer to net-zero system. However, research gap lies synergy power management among renewable, flexible loads, batteries systems, at same time, takin...