Using the differential-geometric control theory, we present in this note a necessary and sufficient condition under which an affine system is locally feedback equivalent to, via a change of coordinates and restricted smooth state feedback, a generalized normal form called —normal form, which includes Brunovsky canonical form and feedback linearizable systems in a lower-triangular form as its sp...

Wireless sensor network (WSN) has been widely used in industrial technology, national defense, robotic system [1], medical and health field. But it is hedged about in various fields due to its security problem. Through the analysis of the characteristics of Bluetooth WSN and its security architecture, this paper gives out a security scheme for Bluetooth WSN including piconet and scatternet. Thi...

We present an algorithm producing a dynamic non-self-financing hedging strategy in an incomplete market corresponding to investor-relevant risk criterion. The optimization is a two stage process that first determines admissible model parameters that correspond to the market price of the option being hedged. The second stage applies various merit functions to bootstrapped samples of model residu...

In this paper we study a classical option-based portfolio strategy which minimizes the Value-at-Risk of the hedged position in a continuous time, regime-switching jump-diffusion market, by using Fourier Transform methods. However, the analysis of this hedging strategy, as well as the computational technique for its implementation, is fairly general, i.e. it can be applied to any dynamical model...

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

New control procedures for finite-time stabilization of discrete-time nonlinear systems in the strict-feedback form are proposed. The proposed designs enjoy properties being dependent on one design parameter and ability to bring state vector origin finite time. Moreover, settling-time functions estimated terms initial unique that regulates rate convergence. Finally, a trajectory-tracking algori...