one major branch in mathematical sciences, which recently has been given especial attention, is optimization, including various methods such as linear programming, integer programming, and dynamic programming. due to the unique characteristics of air treatment systems, specifically multistage nature of such systems, dynamic programming has been widely applied. the purpose of this paper is to fi...

We consider an approximation scheme using Haar wavelets for solving a class of infinite horizon optimal control problems (OCP's) of nonlinear interconnected large-scale dynamic systems. A computational method based on Haar wavelets in the time-domain is proposed for solving the optimal control problem. Haar wavelets integral operational matrix and direct collocation method are utilized to find ...

in this paper, we investigated the necessity and effects of optimal control methods in the stability and performance of a micro-grid that operates in islanded mode. the micro-gird is consisted of a combine heat and power (chp), a capacitor bank (cb), photovoltaic panel (pv) as power generation sources. in addition, battery and the building electricity and thermal load are placed on the load sid...

This article presents a fuzzy sliding-mode control scheme for a class of Takagi-Sugeno (T-S) fuzzy which are subject to norm-bounded uncertainties in each subsystem. The proposed stabilization method can be adopted to explore T-S uncertain fuzzy systems (TSUFS) with various local control inputs. Firstly, a new design is proposed to transform TSUFS into sliding-mode dynamic systems.In addi...

A class of infinite horizon optimal control problems involving Lp-type cost functionals with 0 < p ≤ 1 is discussed. The existence of optimal controls is studied for both the convex case with p = 1 and the nonconvex case with 0 < p < 1, and the sparsity structure of the optimal controls promoted by the Lp-type penalties is analyzed. A dynamic programming approach is proposed to numerically appr...

in this paper we compared multivariate garch models toestimate value-at-risk. we used a portfolio of weekly indexesincluding tedpix, klse, xu100 during ten years. to estimatevalue-at-risk, first we estimated ccc, dcc of engle, dcc of tseand tsui, dynamic equi correlation models by oxmetrics. then,optimum lags were estimated by minimizing the information criteria.to estimate var, the models accu...

we consider an approximation scheme using haar wavelets for solving a class of infinite horizon optimal control problems (ocp&apos;s) of nonlinear interconnected large-scale dynamic systems. a computational method based on haar wavelets in the time-domain is proposed for solving the optimal control problem. haar wavelets integral operational matrix and direct collocation method are utilized to ...