Zobrazeno 1 - 10
of 95
pro vyhledávání: '"Sie Long Kek"'
Publikováno v:
Data Science in Finance and Economics, Vol 2, Iss 4, Pp 356-370 (2022)
In this paper, a financial risk model, which is formulated from the risk management process of financial markets, is studied. By considering the presence of Gaussian white noise, the financial risk model is reformulated as a stochastic optimal contro
Externí odkaz:
https://doaj.org/article/b60f1b55399247de914a1b9ecf176ca1
Publikováno v:
Results in Control and Optimization, Vol 4, Iss , Pp 100022- (2021)
In this paper, the testing of linear models with different parameter values is conducted for solving the optimal control problem of a second-order dynamical system. The purpose of this testing is to provide the solution with the same structure but di
Externí odkaz:
https://doaj.org/article/9d8e8acae34345efae0b281da97890f0
Publikováno v:
Advances in Technology Innovation. 8:150-161
This study aims to optimally control the level of a four-tank system at the steady state in the random disturbance environment using the stochastic approximation (SA) approach. Firstly, the stochastic optimal control problem of an equivalent discrete
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4c01dac051b330e6b91b044395d41f87
https://doi.org/10.46604/aiti.2023.11232
https://doi.org/10.46604/aiti.2023.11232
Autor:
Stephanie S. W. Su, Sie Long Kek
Publikováno v:
Journal of Mathematics, Vol 2021 (2021)
In this paper, the current variant technique of the stochastic gradient descent (SGD) approach, namely, the adaptive moment estimation (Adam) approach, is improved by adding the standard error in the updating rule. The aim is to fasten the convergenc
Externí odkaz:
https://doaj.org/article/66cb556a62aa42b489ab00042cfe6896
Publikováno v:
Applied Computing and Intelligence. 3:79-92
In this paper, optimal control of an inverted pendulum on a cart system is studied. Since the nonlinear structure of the system is complex, and in the presence of random disturbances, optimization and control of the motion of the system become more c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e0b27047e069533da7c7c1e53a2799e4
https://doi.org/10.3934/aci.2023005
https://doi.org/10.3934/aci.2023005
Publikováno v:
Journal of Hunan University Natural Sciences. 49:120-128
This article examines an economic growth model that expresses the interaction between production, technology stock, and research and development (R&D) investments. The goal of this study is to maximize production. Considering the presence of Gaussian
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c0c4309497faec20a4872acb92099eef
https://doi.org/10.55463/issn.1674-2974.49.6.13
https://doi.org/10.55463/issn.1674-2974.49.6.13
Publikováno v:
Global Journal of Researches in Engineering. :1-7
In this paper, an unconstrained quadratic programming problem with uncertain parameters is discussed. For this purpose, the basic idea of optimizing the unconstrained quadratic programming problem is introduced. The solution method of solving linear
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::352723f945428b78b95fcef5b2df2b21
https://doi.org/10.34257/gjreivol21is1pg1
https://doi.org/10.34257/gjreivol21is1pg1
Publikováno v:
Numerical Algorithms. 86:1225-1241
This paper presents a class of low memory quasi-Newton methods with standard backtracking line search for large-scale unconstrained minimization. The methods are derived by means of least change updating technique analogous to that for the DFP method
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::263b145db926bc6208889edf4a3e1c75
https://doi.org/10.1007/s11075-020-00930-9
https://doi.org/10.1007/s11075-020-00930-9
Autor:
Siong Kai Chien, Sy Yi Sim, Wahyu Mulyo Utomo, Sie Long Kek, Farahiyah Mustafa, Nor Aira Zambri, Alvin John Lim Meng Siang, Gia Yi Sim
Direct torque control (DTC) is a method applied in induction motor (IM) drives to control the speed and torque of IM accurately and independently without feedback signal. However, in fast fourier transform (FFT) analysis, the total harmonic distortio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::93793d6b969d16b00704a7d9b9073e7c
https://zenodo.org/record/6613993
https://zenodo.org/record/6613993
Publikováno v:
Spreadsheets in Education, Vol 8, Iss 2 (2015)
Motivated by the work of Richardson’s extrapolation spreadsheet calculator up to level 4 to approximate definite differentiation, we have developed a Romberg integral spreadsheet calculator to approximate definite integral. The main feature of this
Externí odkaz:
https://doaj.org/article/1e942ec3fc674e99a27641f198b48e6a