In this paper, we relate the feedback canonical form \textbf{FNCF} of differential-algebraic control systems (DACSs) with famous Morse \textbf{MCF} ordinary differential equation (ODECSs). First, a procedure called an explicitation (with driving variables) is proposed to connect two above categories by attaching DACS class ODECSs kinds inputs (the original input $u$ and vector variables $v$). T...

corrective feedback (cf) and its different types have long absorbed many scholars and practitioners. as ellis (2009) mentioned some experimental studies need to be carefully designed to discover the relative effectiveness of each of these cf techniques. the goal of this qualitative study was to discover whether the employment of different cf strategies could bring about an attitudinal shift. to...

This paper studies the technique of the composite nonlinear feedback (CNF) control for a class of cascade nonlinear systems with input saturation. The objective of this paper is to improve the transient performance of the closed-loop system by designing a CNF control law such that the output of the system tracks a step input rapidly with small overshoot and at the same time maintains the stabil...

Identification of the certainty of events is an important text mining problem. In particular, biomedical texts report medical conditions or findings that might be factual, hedged or negated. Identification of negation and its scope over a term of interest determines whether a finding is reported and is a challenging task. Not much work has been performed for Spanish in

The paper presents a nancial market model that generates stochastic volatility using a minimal set of factors These factors formed by transformations of square root processes model the dynamics of di erent denominations of a benchmark portfolio Benchmarked prices are assumed to be local martin gales Numerical results for the pricing and hedging of basic derivatives on indices are described for ...

This paper studies competitive equilibria in economies where agents trade in markets for standardized, non-exclusive financial contracts, under conditions of asymmetric information (both of the moral hazard and the adverse selection type). The problems for the existence of competitive equilibria in this framework are identified, and shown to be essentially the same under different forms of asym...

We analyze the pricing and hedging of catastrophe put options under stochastic interest rates with losses generated by a compound Poisson process. Asset prices are modeled through a jump-diffusion process which is correlated to the loss process. We obtain explicit closed form formulae for the price of the option, and the hedging parameters Delta, Gamma and Rho. The effects of stochastic interes...

The paper presents a nancial market model that generates stochastic volatility using a minimal set of factors. These factors, formed from transformations of square root processes, model the dynamics of di erent denominations of a benchmark portfolio. Benchmarked prices are assumed to be local martingales. Numerical results for the pricing and hedging of basic derivatives on indices are describe...

linear state bisection is introduced as a new method to find time-invariant state feedback control laws for a special form of underactuated nonlinear systems. the specialty of the systems considered is that every unactuated state should be coupled with at least two directly actuated states. the basic idea is based on bisecting actuated states and using linear combinations with adjustable parame...

This paper considers a utility maximization and optimal asset allocation problem in the presence of stochastic endowment that cannot be fully hedged through trading financial market. We rely on dynamic programming approach to solve optimization problem. The properties value function, particularly homogeneity, are used reduce HJB equation by one dimension. Furthermore, strategy is derived, its a...