In recent years, the problem of capacity allocation for a label switched patch (LSP) in a multiprotocol label switched (MPLS) network has received great attention due to its relevance in the context of traffic control. In this paper, the problem of capacity allocation is formulated as an optimal control problem and its solution is obtained by assuming the knowledge of the bandwidth requests on ...

‎In this paper‎, ‎we consider the optimal asset control of a financial company which can control its liquid reserves by paying dividends and by issuing new equity‎. ‎We assume that the liquid surplus of the company in the absence of control is modeled by the diffusion model‎. ‎It is a hot topic to maximize the expected present value of dividends payout minus equity issuance until the time of ba...

For discrete-time systems, an H 2 suboptimal control problem is deened and analyzed. Then an algorithm called`H 2 suboptimal state feedback gain sequence' (H 2 SOSFGS) algorithm is developed. Rather than utilizing a `perturbation method' which is numerically stii and computationally prohibitive, the H 2 SOSFGS algorithm utilizes a direct eigenvalue assignment method to come up with a sequence o...

This paper presents the central finite-dimensional H∞ filter for nonlinear polynomial systems, that is suboptimal for a given threshold γ with respect to a modified BolzaMeyer quadratic criterion including the attenuation control term with the opposite sign. In contrast to the previously obtained results, the paper reduces the original H∞ filtering problem to the corresponding optimal H2 filter...

‎The controlled harmonic oscillator with retarded damping‎, ‎is an important class of optimal control problems which has an important role in oscillating phenomena in nonlinear engineering systems‎. ‎In this paper‎, ‎to solve this problem‎, ‎we presented an analytical method‎. ‎This approach is based on the homotopy perturbation method‎. ‎The solution procedure becomes easier‎, ‎simpler and mor...