Sufficient Stochastic Maximum Principle for the Optimal Control of Jump Diffusions and Applications to Finance

We give a verification theorem by employing Arrow's generalization of the Mangasarian sufficient condition to a general jump diffusion setting and show the connections of adjoint processes to dynamic programming. The result is applied to financial optimization problems.     

An existence theorem for neutral variational problems of Bolza

This note proves an existence theorem for a generalized Bolza-type problem that has time delays in both the state and velocity variables. The assumptions are stated in terms of a modification of the classical Hamiltonian, and extend ideas of Rockafellar to the delay case.     

基于FPGA的42英寸全色PDP存贮控制电路的实现

从等离子体平板显示器(PDP)的发光原理出发，分析和研究了存贮控制电路的工作原理，提出基于FPGA的电路设计方案，并给出数据整理电路和驱动信号产生电路的具体电路框图，最后给出部分仿真波形．     

Robust Output Tracking Control of an Uncertain Linear System via a Modified Optimal Linear-Quadratic Method

This study investigates the robust output tracking problem for a class of uncertain linear systems. The uncertainties are assumed to be time invariant and to satisfy the matching conditions. According to the selected nominal parameters, an optimal solution with a prescribed degree of stability is determined. Then, an auxiliary input via the use of an adapting factor, connected to the nominal optimal control, is introduced to guarantee the robustness and prescribed degree of stability for the output tracking control of the uncertain linear systems. This method is very simple and effective and can reject bounded uncertainties imposed on the states. A maglev vehicle model example is given to show its effectiveness.     

年龄相关的种群扩散系统的最优分布控制

本文讨论年龄相关的种群扩散系统的最优分布控制 ,证明了最优分布控制的存在性 ,得到了分布控制为最优的充分必要条件及确定最优控制的最优性组 .     

Security Applications of Optical Face Recognition System: Access Control in E-Learning

The educational system has gradually shifted from a face-to-face to an e-learning system, which has become prevalent in advanced countries with the advance of information technology, and connection of global networks. Accordingly, a growing demand is emerging for more reliable individual certification with technical precision in order to measure and record learning achievements and credentials of participants. The present system has a limit in terms of registration capacity, therefore, its accuracy has often been questioned. Against this background, an individual certification system is proposed particularly for access control in e-learning. Under our proposed system, a compact optical correlator for facial recognition is employed. This correlator was previously tested for of biometrics authentication accuracy and proved highly reliable, having recorded remarkably low error rates (below 1%). The recorded error rate is sufficiently robust that the system itself can be regarded as a valid and practical viable attestation system.     

Active control and a simple estimation method for the onset of Rayleigh-Bénard convection in temperature-dependent-viscosity liquids

Active feedback control for the onset of Rayleigh-Bénard Convection in temperature-dependent-viscosity liquids is investigated. In this paper, three major problems are addressed: (1) The results of Tang-Bau control are improved by considering the effects of temperature-dependent viscosity; (2) A more efficient two-plate control strategy is presented. A phenomenon of coalescence of the unstable modes is observed as the controller gain is large enough; (3) A simple way to estimate the critical Rayleigh number under the effects of temperature-dependent viscosity is described. Numerical results show that the effects of temperature-dependent viscosity on the critical Rayleigh number should be taken into account in some cases and the onset of Rayleigh-Bénard convection can be effectively delayed or advanced by the active feedback control strategies studied here.     

Robust H∞ control for linear Markovian jump systems with unknown nonlinearities

This paper studies the problem of stochastic stability and disturbance attenuation for a class of linear continuous-time uncertain systems with Markovian jumping parameters. The uncertainties are assumed to be nonlinear and state, control and external disturbance dependent. A sufficient condition is provided to solve the above problem. An H_∞ controller is designed such that the resulting closed-loop system is stochastically stable and has a disturbance attenuation γ for all admissible uncertainties. It is shown that the control law is in terms of the solutions of a set of coupled Riccati inequalities. A numerical example is included to demonstrate the potential of the proposed technique.     

TERAHERTZ QUALITY CONTROL OF POLYMERIC PRODUCTS

We report on experiments that evaluate the potential of terahertz (THz) time-domain spectroscopy (TDS) for quality control of polymeric compounds. We investigate specimens out of a polyethylene compound with silver-coated titanium dioxide nanospheres and a glass-fiber reinforced epoxy composite. We further examine an industrial polymer product produced by injection molding. Our data demonstrates that THz imaging is a powerful tool for contactless quality control in the polymer industry.     

Long-range predictive adaptive fuzzy relational control

A class of long-range predictive adaptive fuzzy relational controllers is presented. The plant behavior is described over an extended time horizon by a fuzzy relational model which is identified based on input-output closed-loop observations of the plant variables. In this class of adaptive controllers the control law attempts to minimize a quadratic cost over an extended control horizon. When used with linear models, this approach has revealed a significant potential for overcoming the limitations of one-step ahead schemes, such as the stabilization of non-minimum phase plants. Here, a uniform framework is adopted for implementing both the fuzzy model and the fuzzy controller, namely distributed fuzzy relational structures gaining from their massive parallel processing features and from the learning capabilities typical of the connectivist approaches. Issues such as maintenance during the adaptation process of the meaning of linguistic terms used at both fuzzy systems interfaces are addressed, namely by introducing a new design methodology for on-line fuzzy systems interface adaptation. The examples presented reinforce the claim of the usefulness of this new approach.