Search results for: hybrid control

Authors: Shiuh-Jer Huang, Yu-Chi Liu, Su-Hai Hsiang

Abstract:

A novel low-cost impedance control structure is proposed for monitoring the contact force between end-effector and environment without installing an expensive force/torque sensor. Theoretically, the end-effector contact force can be estimated from the superposition of each joint control torque. There have a nonlinear matrix mapping function between each joint motor control input and end-effector actuating force/torques vector. This new force control structure can be implemented based on this estimated mapping matrix. First, the robot end-effector is manipulated to specified positions, then the force controller is actuated based on the hall sensor current feedback of each joint motor. The model-free fuzzy sliding mode control (FSMC) strategy is employed to design the position and force controllers, respectively. All the hardware circuits and software control programs are designed on an Altera Nios II embedded development kit to constitute an embedded system structure for a retrofitted Mitsubishi 5 DOF robot. Experimental results show that PI and FSMC force control algorithms can achieve reasonable contact force monitoring objective based on this hardware control structure.

Keywords: Robot, impedance control, fuzzy sliding mode control, contact force estimator.

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Authors: A. M. Sagir

Abstract:

In this paper, linear multistep technique using power series as the basis function is used to develop the block methods which are suitable for generating direct solution of the special second order ordinary differential equations with associated initial or boundary conditions. The continuous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain two different four discrete schemes, each of order (5,5,5,5)T, which were used in block form for parallel or sequential solutions of the problems. The computational burden and computer time wastage involved in the usual reduction of second order problem into system of first order equations are avoided by this approach. Furthermore, a stability analysis and efficiency of the block methods are tested on linear and non-linear ordinary differential equations and the results obtained compared favorably with the exact solution.

Keywords: Block Method, Hybrid, Linear Multistep Method, Self – starting, Special Second Order.

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Authors: Petia Georgieva, Sebastião Feyo de Azevedo

Abstract:

This paper is focused on issues of nonlinear dynamic process modeling and model-based predictive control of a fed-batch sugar crystallization process applying the concept of artificial neural networks as computational tools. The control objective is to force the operation into following optimal supersaturation trajectory. It is achieved by manipulating the feed flow rate of sugar liquor/syrup, considered as the control input. A feed forward neural network (FFNN) model of the process is first built as part of the controller structure to predict the process response over a specified (prediction) horizon. The predictions are supplied to an optimization procedure to determine the values of the control action over a specified (control) horizon that minimizes a predefined performance index. The control task is rather challenging due to the strong nonlinearity of the process dynamics and variations in the crystallization kinetics. However, the simulation results demonstrated smooth behavior of the control actions and satisfactory reference tracking.

Keywords: Feed forward neural network, process modelling, model predictive control, crystallization process.

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Authors: Changho Han, Jaemin Lee, Li Hua, Seokkwon Jeong

Abstract:

Design of membership function ranges in fuzzy logic control (FLC) is presented for robust control of a variable speed refrigeration system (VSRS). The criterion values of the membership function ranges can be carried out from the static experimental data, and two different values are offered to compare control performance. Some simulations and real experiments for the VSRS were conducted to verify the validity of the designed membership functions. The experimental results showed good agreement with the simulation results, and the error change rate and its sampling time strongly affected the control performance at transient state of the VSRS.

Keywords: Variable speed refrigeration system, Fuzzy logic control, membership function range, control performance.

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Authors: Wei Dong, Guo-Ying Gu, Xiangyang Zhu, Han Ding

Abstract:

This paper presents preliminary results on modeling and control of a quadrotor UAV. With aerodynamic concepts, a mathematical model is firstly proposed to describe the dynamics of the quadrotor UAV. Parameters of this model are identified by experiments with Matlab Identify Toolbox. A group of PID controllers are then designed based on the developed model. To verify the developed model and controllers, simulations and experiments for altitude control, position control and trajectory tracking are carried out. The results show that the quadrotor UAV well follows the referenced commands, which clearly demonstrates the effectiveness of the proposed approach.

Keywords: Quadrotor UAV, Modeling, Control, Aerodynamics, System Identification.

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Authors: Achuthsankar S. Nair, J. S. Jayasudha

Abstract:

The ever increasing use of World Wide Web in the existing network, results in poor performance. Several techniques have been developed for reducing web traffic by compressing the size of the file, saving the web pages at the client side, changing the burst nature of traffic into constant rate etc. No single method was adequate enough to access the document instantly through the Internet. In this paper, adaptive hybrid algorithms are developed for reducing web traffic. Intelligent agents are used for monitoring the web traffic. Depending upon the bandwidth usage, user-s preferences, server and browser capabilities, intelligent agents use the best techniques to achieve maximum traffic reduction. Web caching, compression, filtering, optimization of HTML tags, and traffic dispersion are incorporated into this adaptive selection. Using this new hybrid technique, latency is reduced to 20 – 60 % and cache hit ratio is increased 40 – 82 %.

Keywords: Bandwidth, Congestion, Intelligent Agents, Prefetching, Web Caching.

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Authors: Hang-cheong Wong, Pak-kin Wong, Chi-man Vong, Zhengchao Xie, Shaojia Huang

Abstract:

Automotive engine air-ratio plays an important role of emissions and fuel consumption reduction while maintains satisfactory engine power among all of the engine control variables. In order to effectively control the air-ratio, this paper presents a model predictive fuzzy control algorithm based on online least-squares support vector machines prediction model and fuzzy logic optimizer. The proposed control algorithm was also implemented on a real car for testing and the results are highly satisfactory. Experimental results show that the proposed control algorithm can regulate the engine air-ratio to the stoichiometric value, 1.0, under external disturbance with less than 5% tolerance.

Keywords: Air-ratio, Fuzzy logic, online least-squares support vector machine, model predictive control.

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Authors: T. Sanches, K. Bousson

Abstract:

As part of the development of a 4D autopilot system for unmanned aerial vehicles (UAVs), i.e. a time-dependent robust trajectory generation and control algorithm, this work addresses the problem of optimal path control based on the flight sensors data output that may be unreliable due to noise on data acquisition and/or transmission under certain circumstances. Although several filtering methods, such as the Kalman-Bucy filter or the Linear Quadratic Gaussian/Loop Transfer Recover Control (LQG/LTR), are available, the utter complexity of the control system, together with the robustness and reliability required of such a system on a UAV for airworthiness certifiable autonomous flight, required the development of a proper robust filter for a nonlinear system, as a way of further mitigate errors propagation to the control system and improve its ,performance. As such, a nonlinear algorithm based upon the LQG/LTR, is validated through computational simulation testing, is proposed on this paper.

Keywords: Autonomous flight, LQG/LTR, nonlinear state estimator, robust flight control and stability.

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Authors: Parkpoom Ch., Narongkorn D.

Abstract:

This paper presents the system identification by physical-s law method and designs the controller for the Azimuth Angle Control of the Platform of the Multi-Launcher Rocket System (MLRS) by Root Locus technique. The plant mathematical model was approximated using MATLAB for simulation and analyze the system. The controller proposes the implementation of PID Controller using Programmable Logic Control (PLC) for control the plant. PID Controllers are widely applicable in industrial sectors and can be set up easily and operate optimally for enhanced productivity, improved quality and reduce maintenance requirement. The results from simulation and experiments show that the proposed a PID Controller to control the elevation angle that has superior control performance by the setting time less than 12 sec, the rise time less than 1.6 sec., and zero steady state. Furthermore, the system has a high over shoot that will be continue development.

Keywords: Azimuth angle control, PID Controller, The platform of Multi-Launcher Rocket System.

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Authors: Philip Doganis, Eleni Aggelogiannaki, Haralambos Sarimveis

Abstract:

Model Predictive Control has been previously applied to supply chain problems with promising results; however hitherto proposed systems possessed no information on future demand. A forecasting methodology will surely promote the efficiency of control actions by providing insight on the future. A complete supply chain management framework that is based on Model Predictive Control (MPC) and Time Series Forecasting will be presented in this paper. The proposed framework will be tested on industrial data in order to assess the efficiency of the method and the impact of forecast accuracy on overall control performance of the supply chain. To this end, forecasting methodologies with different characteristics will be implemented on test data to generate forecasts that will serve as input to the Model Predictive Control module.

Keywords: Forecasting, Model predictive control, production planning.

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Authors: Magdi M. Nabi, Ding-Li Yu

Abstract:

This paper presents a neural network based model predictive control (MPC) strategy to control a strongly exothermic reaction with complicated nonlinear kinetics given by Chylla-Haase polymerization reactor that requires a very precise temperature control to maintain product uniformity. In the benchmark scenario, the operation of the reactor must be guaranteed under various disturbing influences, e.g., changing ambient temperatures or impurity of the monomer. Such a process usually controlled by conventional cascade control, it provides a robust operation, but often lacks accuracy concerning the required strict temperature tolerances. The predictive control strategy based on the RBF neural model is applied to solve this problem to achieve set-point tracking of the reactor temperature against disturbances. The result shows that the RBF based model predictive control gives reliable result in the presence of some disturbances and keeps the reactor temperature within a tight tolerance range around the desired reaction temperature.

Keywords: Chylla-Haase reactor, RBF neural network modelling, model predictive control.

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Authors: Ö. Tolga Altınöz

Abstract:

The adaptive backstepping controller for inverted pendulum is designed by using the general motion control model. Backstepping is a novel nonlinear control technique based on the Lyapunov design approach, used when higher derivatives of parameter estimation appear. For easy parameter adaptation, the mathematical model of the inverted pendulum converted into the motion control model. This conversion is performed by taking functions of unknown parameters and dynamics of the system. By using motion control model equations, inverted pendulum is simulated without any information about not only parameters but also measurable dynamics. Also these results are compare with the adaptive backstepping controller which extended with integral action that given from [1].

Keywords: Adaptive backstepping, inverted pendulum, nonlinear adaptive control.

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Authors: Taiki Baba, Tomoaki Hashimoto

Abstract:

The random dither quantization method enables us to achieve much better performance than the simple uniform quantization method for the design of quantized control systems. Motivated by this fact, the stochastic model predictive control method in which a performance index is minimized subject to probabilistic constraints imposed on the state variables of systems has been proposed for linear feedback control systems with random dither quantization. In other words, a method for solving optimal control problems subject to probabilistic state constraints for linear discrete-time control systems with random dither quantization has been already established. To our best knowledge, however, the feasibility of such a kind of optimal control problems has not yet been studied. Our objective in this paper is to investigate the feasibility of stochastic model predictive control problems for linear discrete-time control systems with random dither quantization. To this end, we provide the results of numerical simulations that verify the feasibility of stochastic model predictive control problems for linear discrete-time control systems with random dither quantization.

Keywords: Model predictive control, stochastic systems, probabilistic constraints, random dither quantization.

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Authors: Soltani Amir, Hu Jiaxin

Abstract:

Determination of optimal parameters of a passive  control system device is the primary objective of this study.  Expanding upon the use of control devices in wind and earthquake  hazard reduction has led to development of various control systems.  The advantage of non-linearity characteristics in a passive control  device and the optimal control method using LQR algorithm are  explained in this study. Finally, this paper introduces a simple  approach to determine optimum parameters of a nonlinear viscous  damper for vibration control of structures. A MATLAB program is  used to produce the dynamic motion of the structure considering the  stiffness matrix of the SDOF frame and the non-linear damping  effect. This study concluded that the proposed system (variable  damping system) has better performance in system response control  than a linear damping system. Also, according to the energy  dissipation graph, the total energy loss is greater in non-linear  damping system than other systems.

 

Keywords: Passive Control System, Damping Devices, Viscous Dampers, Control Algorithm.

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Authors: Yi-Chang Chen, Shan-Lin Chang, Chia-Chun Wu

Abstract:

Unlike this study focused extensively on trading behavior of option market, those researches were just taken their attention to model-driven option pricing. For example, Black-Scholes (B-S) model is one of the most famous option pricing models. However, the arguments of B-S model are previously mentioned by some pricing models reviewing. This paper following suggests the importance of the dynamic character for option pricing, which is also the reason why using the genetic algorithm (GA). Because of its natural selection and species evolution, this study proposed a hybrid model, the Genetic-BS model which combining GA and B-S to estimate the price more accurate. As for the final experiments, the result shows that the output estimated price with lower MAE value than the calculated price by either B-S model or its enhanced one, Gram-Charlier garch (G-C garch) model. Finally, this work would conclude that the Genetic-BS pricing model is exactly practical.

Keywords: genetic algorithm, Genetic-BS, option pricing model.

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Authors: Kyi Lin Lin Kyaw

Abstract:

Nowadays, we are facing with network threats that cause enormous damage to the Internet community day by day. In this situation, more and more people try to prevent their network security using some traditional mechanisms including firewall, Intrusion Detection System, etc. Among them honeypot is a versatile tool for a security practitioner, of course, they are tools that are meant to be attacked or interacted with to more information about attackers, their motives and tools. In this paper, we will describe usefulness of low-interaction honeypot and high-interaction honeypot and comparison between them. And then we propose hybrid honeypot architecture that combines low and high -interaction honeypot to mitigate the drawback. In this architecture, low-interaction honeypot is used as a traffic filter. Activities like port scanning can be effectively detected by low-interaction honeypot and stop there. Traffic that cannot be handled by low-interaction honeypot is handed over to high-interaction honeypot. In this case, low-interaction honeypot is used as proxy whereas high-interaction honeypot offers the optimal level realism. To prevent the high-interaction honeypot from infections, containment environment (VMware) is used.

Keywords: Low-interaction honeypot, High-interactionhoneypot, VMware, Proxy

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Authors: Marwan Abukhaled, Ibrahim Sadek

Abstract:

This paper presents the vibrations suppression of a thermoelastic beam subject to sudden heat input by a distributed piezoelectric actuators. An optimization problem is formulated as the minimization of a quadratic functional in terms of displacement and velocity at a given time and with the least control effort. The solution method is based on a combination of modal expansion and variational approaches. The modal expansion approach is used to convert the optimal control of distributed parameter system into the optimal control of lumped parameter system. By utilizing the variational approach, an explicit optimal control law is derived and the determination of the corresponding displacement and velocity is reduced to solving a set of ordinary differential equations.

Keywords: Optimal control, Thermoelastic beam, variational approach, modal expansion approach

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Authors: Kyoung-Jae Kim, Hyunchul Ahn

Abstract:

This study proposes novel hybrid social network analysis and collaborative filtering approach to enhance the performance of recommender systems. The proposed model selects subgroups of users in Internet community through social network analysis (SNA), and then performs clustering analysis using the information about subgroups. Finally, it makes recommendations using cluster-indexing CF based on the clustering results. This study tries to use the cores in subgroups as an initial seed for a conventional clustering algorithm. This model chooses five cores which have the highest value of degree centrality from SNA, and then performs clustering analysis by using the cores as initial centroids (cluster centers). Then, the model amplifies the impact of friends in social network in the process of cluster-indexing CF.

Keywords: Social network analysis, Recommender systems, Collaborative filtering, Customer relationship management

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Authors: Ei Ei Moe, Zaw Min Aung, Kyawt Khin

Abstract:

This paper puts forward one kind of air-fuel ratio control method with PI controller. With the help of MATLAB/SIMULINK software, the mathematical model of air-fuel ratio control system for distributorless CNG engine is constructed. The objective is to maintain cylinder-to-cylinder air-fuel ratio at a prescribed set point, determined primarily by the state of the Three- Way-Catalyst (TWC), so that the pollutants in the exhaust are removed with the highest efficiency. The concurrent control of airfuel under transient conditions could be implemented by Proportional and Integral (PI) controller. The simulation result indicates that the control methods can easily eliminate the air/fuel maldistribution and maintain the air/fuel ratio at the stochiometry within minimum engine events.

Keywords: Distributorless CNG Engine, Mathematical Modelof Air-fuel control, MATLAB/SIMULINK, PI controller

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Authors: Alexander G. Yushchenko

Abstract:

From a multi-science point of view, we analyze threats to security resulting from globalization of international information space and information and communication aggression of Russia. A definition of Ruschism is formulated as an ideology supporting aggressive actions of modern Russia against the Euro-Atlantic community. Stages of the hybrid war Russia is leading against Ukraine are described, including the elements of subversive activity of the special services, the activation of the military phase and the gradual shift of the focus of confrontation to the realm of information and communication technologies. We reveal an emergence of a threat for democratic states resulting from the destabilizing impact of a target state’s mass media and social networks being exploited by Russian secret services under freedom-of-speech disguise. Thus, we underline the vulnerability of cyber- and information security of the network society in regard of hybrid war. We propose to define the latter a synergetic war. Our analysis is supported with a long-term qualitative monitoring of representation of top state officials on popular TV channels and Facebook. From the memetics point of view, we have detected a destructive psycho-information technology used by the Kremlin, a kind of information catastrophe, the essence of which is explained in detail. In the conclusion, a comprehensive plan for information protection of the public consciousness and mentality of Euro-Atlantic citizens from the aggression of the enemy is proposed.

Keywords: Cyber and information security, psycho-information technology, hybrid war, synergetic war, WWIII, Ruschism.

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Authors: Parisut Jitpakdee, Pakinee Aimmanee, Bunyarit Uyyanonvara

Abstract:

Color Image quantization (CQ) is an important problem in computer graphics, image and processing. The aim of quantization is to reduce colors in an image with minimum distortion. Clustering is a widely used technique for color quantization; all colors in an image are grouped to small clusters. In this paper, we proposed a new hybrid approach for color quantization using firefly algorithm (FA) and K-means algorithm. Firefly algorithm is a swarmbased algorithm that can be used for solving optimization problems. The proposed method can overcome the drawbacks of both algorithms such as the local optima converge problem in K-means and the early converge of firefly algorithm. Experiments on three commonly used images and the comparison results shows that the proposed algorithm surpasses both the base-line technique k-means clustering and original firefly algorithm.

Keywords: Clustering, Color quantization, Firefly algorithm, Kmeans.

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Authors: S. Leghmizi, S. Liu, F. Naeim

Abstract:

This paper presents a fuzzy control system for a three degree of freedom (3-DOF) stabilized platform with explicit decoupling scheme. The system under consideration is a system with strong interactions between three channels. By using the concept of decentralized control, a control structure is developed that is composed of three control loops, each of which is associated with a single-variable fuzzy controller and a decoupling unit. Takagi-Sugeno (TS) fuzzy control algorithm is used to implement the fuzzy controller. The decoupling units design is based on the adaptive theory reasoning. Simulation tests were established using Simulink of Matlab. The obtained results have demonstrated the feasibility and effectiveness of the proposed approach. Simulation results are represented in this paper.

Keywords: 3-DOF platform of a ship carried antenna, the concept of decentralized control, Takagi-Sugeno (TS) fuzzy control algorithm, Simulink.

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Authors: B. Moaveni, S. Morovati

Abstract:

In recent years, increasing the usage of railway transportations especially in developing countries caused more attention to control systems railway vehicles. Consequently, designing and implementing the modern control systems to improve the operating performance of trains and locomotives become one of the main concerns of researches. Dynamic braking systems is an important safety system which controls the amount of braking torque generated by traction motors, to keep the adhesion coefficient between the wheel-sets and rail road in optimum bound. Adhesion force has an important role to control the braking distance and prevent the wheels from slipping during the braking process. Cascade control structure is one of the best control methods for the wide range of industrial plants in the presence of disturbances and errors. This paper presents cascade control structure based on two forward simple controllers with two feedback loops to control the slip ratio and braking torque. In this structure, the inner loop controls the angular velocity and the outer loop control the longitudinal velocity of the locomotive that its dynamic is slower than the dynamic of angular velocity. This control structure by controlling the torque of DC traction motors, tries to track the desired velocity profile to access the predefined braking distance and to control the slip ratio. Simulation results are employed to show the effectiveness of the introduced methodology in dynamic braking system.

Keywords: Cascade control, dynamic braking system, DC traction motors, slip control.

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Authors: Markus Reichhartinger, Martin Horn

Abstract:

In this paper, the application of sliding-mode control to a permanent-magnet synchronous motor (PMSM) is presented. The control design is based on a generic mathematical model of the motor. Some dynamics of the motor and of the power amplification stage remain unmodelled. This model uncertainty is estimated in realtime. The estimation is based on the differentiation of measured signals using the ideas of robust exact differentiator (RED). The control law is implemented on an industrial servo drive. Simulations and experimental results are presented and compared to the same control strategy without uncertainty estimation. It turns out that the proposed concept is superior to the same control strategy without uncertainty estimation especially in the case of non-smooth reference signals.

Keywords: sliding-mode control, Permanent-magnet synchronous motor, uncertainty estimation, robust exact differentiator.

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Authors: Jan Erik Stellet

Abstract:

This article presents a detailed analysis and comparative performance evaluation of model reference adaptive control systems. In contrast to classical control theory, adaptive control methods allow to deal with time-variant processes. Inspired by the works [1] and [2], two methods based on the MIT rule and Lyapunov rule are applied to a linear first order system. The system is simulated and it is investigated how changes to the adaptation gain affect the system performance. Furthermore, variations in the reference model parameters, that is changing the desired closed-loop behaviour are examinded.

Keywords: Adaptive control systems, Adaptation gain, MIT rule, Lyapunov rule, Model reference adaptive control.

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Authors: M. R. Ghasemi, A. Ehsani

Abstract:

In this paper, the optimum weight and cost of a laminated composite plate is seeked, while it undergoes the heaviest load prior to a complete failure. Various failure criteria are defined for such structures in the literature. In this work, the Tsai-Hill theory is used as the failure criterion. The theory of analysis was based on the Classical Lamination Theory (CLT). A newly type of Genetic Algorithm (GA) as an optimization technique with a direct use of real variables was employed. Yet, since the optimization via GAs is a long process, and the major time is consumed through the analysis, Radial Basis Function Neural Networks (RBFNN) was employed in predicting the output from the analysis. Thus, the process of optimization will be carried out through a hybrid neuro-GA environment, and the procedure will be carried out until a predicted optimum solution is achieved.

Keywords: Composite Laminates, GA, Multi-objectiveOptimisation, Neural Networks, RBFNN.

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Authors: Archana S. Nanoty, A. R. Chudasama

Abstract:

Three-phase induction machines are today a standard for industrial electrical drives. Cost, reliability, robustness and maintenance free operation are among the reasons these machines are replacing dc drive systems. The development of power electronics and signal processing systems has eliminated one of the greatest disadvantages of such ac systems, which is the issue of control. With modern techniques of field oriented vector control, the task of variable speed control of induction machines is no longer a disadvantage. The need to increase system performance, particularly when facing limits on the power ratings of power supplies and semiconductors, motivates the use of phase number other than three, In this paper a novel scheme of connecting two, three phase induction motors in parallel fed by two inverters; viz. VSI and CSI and their vector control is presented.

Keywords: Field oriented control, multiphase induction motor, power electronics converter.

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Authors: Nur Aisyah Jalalludin, Arwindra Rizqiawan, Goro Fujita

Abstract:

In this study, we aim to demonstrate a microgrid system experimental simulation for an easy understanding of a large-scale microgrid system. This model is required for industrial training and learning environments. However, in order to create an exact representation of a microgrid system, the laboratory-scale system must fulfill the requirements of a grid-connected inverter, in which power values are assigned to the system to cope with the intermittent output from renewable energy sources. Aside from that, during fluctuations in load capacity, the grid-connected system must be able to supply power from the utility grid side and microgrid side in a balanced manner. Therefore, droop control is installed in the inverter’s control board to maintain a balanced power sharing in both sides. This power control in a stand-alone condition and droop control in a grid-connected condition must be implemented in order to maintain a stabilized system. Based on the experimental results, power control and droop control can both be applied in the system by comparing the experimental and reference values.

Keywords: Droop control, droop characteristic, grid-connected inverter, microgrid, power control.

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Authors: Teh Raihana Nazirah Roslan, Siti Zulaiha Ibrahim, Sharmila Karim

Abstract:

A warrant is a financial contract that confers the right but not the obligation, to buy or sell a security at a certain price before expiration. The standard procedure to value equity warrants using call option pricing models such as the Black–Scholes model had been proven to contain many flaws, such as the assumption of constant interest rate and constant volatility. In fact, existing alternative models were found focusing more on demonstrating techniques for pricing, rather than empirical testing. Therefore, a mathematical model for pricing and analyzing equity warrants which comprises stochastic interest rate and stochastic volatility is essential to incorporate the dynamic relationships between the identified variables and illustrate the real market. Here, the aim is to develop dynamic pricing formulations for hybrid equity warrants by incorporating stochastic interest rates from the Cox-Ingersoll-Ross (CIR) model, along with stochastic volatility from the Heston model. The development of the model involves the derivations of stochastic differential equations that govern the model dynamics. The resulting equations which involve Cauchy problem and heat equations are then solved using partial differential equation approaches. The analytical pricing formulas obtained in this study comply with the form of analytical expressions embedded in the Black-Scholes model and other existing pricing models for equity warrants. This facilitates the practicality of this proposed formula for comparison purposes and further empirical study.

Keywords: Cox-Ingersoll-Ross model, equity warrants, Heston model, hybrid models, stochastic.

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Authors: B. Farhadinia

Abstract:

In this article, it is considered a class of optimal control problems constrained by differential and integral constraints are called canonical form. A modified measure theoretical approach is introduced to solve this class of optimal control problems.

Keywords: control problem, Canonical form, Measure theory.

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