While chemotherapy is an effective method for treating cancers such as colorectal cancer, its effectiveness may be dampened by the drug resistance and it may have significant side effects due to the destruction of normal cells during the treatment. As a result, there is a need for research on choosing an optimal chemotherapy treatment plan that minimizes the number of cancerous cells while ensu...

This paper presents a review of the developments in the field of efficiency optimization of scalar controlled drives through optimal control and design techniques. Optimal control covers both the broad approaches namely, loss model control (LMC) and search control (SC). Optimal design covers the design modifications of materials and construction in order to optimize efficiency of the motor.

Abstract Paired comparisons are a popular tool for questionnaires in psychological marketing research. The quality of the statistical analysis of the responses heavily depends on the design, i.e. the choice of the alternatives in the comparisons. In this paper we show that the structure of locally optimal designs changes substantially with the parameters in the underlying utility. This fact is ...

Optimal control problems involve the difficult task of determining time-varying profiles through dynamic optimization. Such problems become even more complex in practical situations where handling time dependent uncertainties becomes an important issue. Approaches to stochastic optimal control problems have been reported in the finance literature and are based on real option theory, combining I...

D-optimal regression designs under random block-e ects models are considered. In addition to selecting design points, an experimenter also needs to specify how they are grouped into blocks. We rst consider minimum-support designs, which are supported on the minimum number of design points. In this case, it is shown that a D-optimal design can be obtained by combining a D-optimal block design (f...

This paper studies the properties of discrete time stochastic optimal control problems associated with portfolio selection. We investigate if optimal continuous time strategies can be used effectively for a discrete time market after a straightforward discretization. We found that Merton’s strategy approximates the performance of the optimal strategy in a discrete time model with the sufficient...

This paper builds a new theoretical connection between singular control of finite variation and optimal switching problems. This correspondence provides a novel method for solving high-dimensional singular control problems, and enables us to extend the theory of reversible investment: sufficient conditions are derived for the existence of optimal controls and for the regularity of value functio...

The principle of load balancing is examined for dynamic resource allocation subject to certain constraints The emphasis is on the performance of simple allocation strategies which can be implemented on line Either nite capacity constraints on resources or migration of load can be incorporated into the setup The load balancing problem is formulated as a stochastic optimal control problem Variant...

In advancing our prior work on a unified theory for pseudospectral (PS) optimal control, we present new results for PS methods over arbitrary grids. These results provide a way to compare performances among different PS methods and suggest guidelines to choose the proper grids and discretization approaches for solving optimal control problems. The new unified ideas reveal hidden properties of d...

In this paper the problem of determining optimal designs for least squares estimation is considered in the common linear regression model with correlated observations. Our approach is based on the determination of ‘nearly’ universally optimal designs, even in the case where the universally optimal design does not exist. For this purpose we introduce a new optimality criterion which reflects the...