Relevant bibliographies by topics / Time-optimal

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Time-optimal'

Author: Grafiati
Published: 4 June 2021
Last updated: 4 February 2022

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Journal articles on the topic "Time-optimal"

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Iurchenko, Maryna Evheniivna, and Natalia Andriivna Marchenko. "MODEL OF DETERMINING THE OPTIMAL SUPPLY TIME OF PRODUCTS." SCIENTIFIC BULLETIN OF POLISSIA 2, no. 1(13) (2018): 60–63. http://dx.doi.org/10.25140/2410-9576-2018-2-1(13)-60-63.

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Mostafa, El-Sayed M. E. "COMPUTATIONAL DESIGN OF OPTIMAL DISCRETE-TIME OUTPUT FEEDBACK CONTROLLERS." Journal of the Operations Research Society of Japan 51, no. 1 (2008): 15–28. http://dx.doi.org/10.15807/jorsj.51.15.

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Çoşkun, Filiz, Zeynep Ceyda Sayalı, Emine Gürbüz, and Fuat Balcı. "Optimal time discrimination." Quarterly Journal of Experimental Psychology 68, no. 2 (February 2015): 381–401. http://dx.doi.org/10.1080/17470218.2014.944921.

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In the temporal bisection task, participants categorize experienced stimulus durations as short or long based on their similarity to previously acquired reference durations. Reward maximization in this task requires integrating endogenous timing uncertainty as well as exogenous probabilities of the reference durations into temporal judgements. We tested human participants on the temporal bisection task with different short and long reference duration probabilities (exogenous probability) in two separate test sessions. Incorrect categorizations were not penalized in Experiment 1 but were penalized in Experiment 2, leading to different levels of stringency in the reward functions that participants tried to maximize. We evaluated the judgements within the framework of optimality. Our participants adapted their choice behaviour in a nearly optimal fashion and earned nearly the maximum possible expected gain they could attain given their level of endogenous timing uncertainty and exogenous probabilities in both experiments. These results point to the optimality of human temporal risk assessment in the temporal bisection task. The long categorization response times (RTs) were overall faster than short categorization RTs, and short but not long categorization RTs were modulated by reference duration probability manipulations. These observations suggested an asymmetry between short and long categorizations in the temporal bisection task.
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Gallice, Andrea. "Optimal stealing time." Theory and Decision 80, no. 3 (June 2, 2015): 451–62. http://dx.doi.org/10.1007/s11238-015-9507-y.

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Huang, Yung-Fu. "Optimal Cycle Time and Optimal Payment Time under Supplier Credit." Journal of Applied Sciences 4, no. 4 (September 15, 2004): 630–35. http://dx.doi.org/10.3923/jas.2004.630.635.

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Zheng, S. Q., and M. Sun. "Constructing optimal search trees in optimal time." IEEE Transactions on Computers 48, no. 7 (July 1999): 738–43. http://dx.doi.org/10.1109/12.780881.

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Makimoto, Naoki. "OPTIMAL TIME TO INVEST UNDER UNCERTAINTY WITH A SCALE CHANGE." Journal of the Operations Research Society of Japan 51, no. 3 (2008): 225–40. http://dx.doi.org/10.15807/jorsj.51.225.

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Chen, Rong, and Yuanguo Zhu. "AN OPTIMAL CONTROL MODEL FOR UNCERTAIN SYSTEMS WITH TIME-DELAY." Journal of the Operations Research Society of Japan 56, no. 4 (2013): 243–56. http://dx.doi.org/10.15807/jorsj.56.243.

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Ullah, Najeeb, Faizullah Khan, Abdul Ali Khan, Surat Khan, Abdul Wahid Tareen, Muhammad Saeed, and Akbar Khan. "Optimal Real-time Static and Dynamic Air Quality Monitoring System." Indian Journal of Science and Technology 13, no. 1 (January 20, 2020): 1–12. http://dx.doi.org/10.17485/ijst/2020/v13i01/148375.

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Gitizadeh, R., I. Yaesh, and J. Z. Ben-Asher. "Discrete-Time Optimal Guidance." Journal of Guidance, Control, and Dynamics 22, no. 1 (January 1999): 171–75. http://dx.doi.org/10.2514/2.7622.

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Dissertations / Theses on the topic "Time-optimal"

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Guo, Gaoyue. "Continuous-time Martingale Optimal Transport and Optimal Skorokhod Embedding." Thesis, Université Paris-Saclay (ComUE), 2016. http://www.theses.fr/2016SACLX038/document.

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Cette thèse présente trois principaux sujets de recherche, les deux premiers étant indépendants et le dernier indiquant la relation des deux premières problématiques dans un cas concret.Dans la première partie nous nous intéressons au problème de transport optimal martingale dans l’espace de Skorokhod, dont le premier but est d’étudier systématiquement la tension des plans de transport martingale. On s’intéresse tout d’abord à la semicontinuité supérieure du problème primal par rapport aux distributions marginales. En utilisant la S-topologie introduite par Jakubowski, on dérive la semicontinuité supérieure et on montre la première dualité. Nous donnons en outre deux problèmes duaux concernant la surcouverture robuste d’une option exotique, et nous établissons les dualités correspondantes, en adaptant le principe de la programmation dynamique et l’argument de discrétisation initie par Dolinsky et Soner.La deuxième partie de cette thèse traite le problème du plongement de Skorokhod optimal. On formule tout d’abord ce problème d’optimisation en termes de mesures de probabilité sur un espace élargi et ses problèmes duaux. En utilisant l’approche classique de la dualité; convexe et la théorie d’arrêt optimal, nous obtenons les résultats de dualité. Nous rapportons aussi ces résultats au transport optimal martingale dans l’espace des fonctions continues, d’où les dualités correspondantes sont dérivées pour une classe particulière de fonctions de paiement. Ensuite, on fournit une preuve alternative du principe de monotonie établi par Beiglbock, Cox et Huesmann, qui permet de caractériser les optimiseurs par leur support géométrique. Nous montrons à la fin un résultat de stabilité qui contient deux parties: la stabilité du problème d’optimisation par rapport aux marginales cibles et le lien avec un autre problème du plongement optimal.La dernière partie concerne l’application de contrôle stochastique au transport optimal martingale avec la fonction de paiement dépendant du temps local, et au plongement de Skorokhod. Pour le cas d’une marginale, nous retrouvons les optimiseurs pour les problèmes primaux et duaux via les solutions de Vallois, et montrons en conséquence l’optimalité des solutions de Vallois, ce qui regroupe le transport optimal martingale et le plongement de Skorokhod optimal. Quand au cas de deux marginales, on obtient une généralisation de la solution de Vallois. Enfin, un cas spécial de plusieurs marginales est étudié, où les temps d’arrêt donnés par Vallois sont bien ordonnés
This PhD dissertation presents three research topics, the first two being independent and the last one relating the first two issues in a concrete case.In the first part we focus on the martingale optimal transport problem on the Skorokhod space, which aims at studying systematically the tightness of martingale transport plans. Using the S-topology introduced by Jakubowski, we obtain the desired tightness which yields the upper semicontinuity of the primal problem with respect to the marginal distributions, and further the first duality. Then, we provide also two dual formulations that are related to the robust superhedging in financial mathematics, and we establish the corresponding dualities by adapting the dynamic programming principle and the discretization argument initiated by Dolinsky and Soner.The second part of this dissertation addresses the optimal Skorokhod embedding problem under finitely-many marginal constraints. We formulate first this optimization problem by means of probability measures on an enlarged space as well as its dual problems. Using the classical convex duality approach together with the optimal stopping theory, we obtain the duality results. We also relate these results to the martingale optimal transport on the space of continuous functions, where the corresponding dualities are derived for a special class of reward functions. Next, We provide an alternative proof of the monotonicity principle established in Beiglbock, Cox and Huesmann, which characterizes the optimizers by their geometric support. Finally, we show a stability result that is twofold: the stability of the optimization problem with respect to target marginals and the relation with another optimal embedding problem.The last part concerns the application of stochastic control to the martingale optimal transport with a payoff depending on the local time, and the Skorokhod embedding problem. For the one-marginal case, we recover the optimizers for both primal and dual problems through Vallois' solutions, and show further the optimality of Vallois' solutions, which relates the martingale optimal transport and the optimal Skorokhod embedding. As for the two-marginal case, we obtain a generalization of Vallois' solution. Finally, a special multi-marginal case is studied, where the stopping times given by Vallois are well ordered
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Crawley, David George. "Time optimal arithmetic for VLSI." Thesis, University of Cambridge, 1991. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.239081.

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Olanders, David. "Optimal Time-Varying Cash Allocation." Thesis, KTH, Matematisk statistik, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-273626.

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A payment is the most fundamental aspect of a trade that involves funds. In recent years, the development of new payment services has accelerated significantly as the world has moved further into the digital era. This transition has led to an increased demand of digital payment solutions that can handle trades across the world. As trades today can be agreed at any time wherever the payer and payee are located, the party that mediates payments must at any time to be available in order to mediate an agreed exchange. This requires the payment service provider to always have funds available in the required countries and currencies in order for trades to always be available. This thesis concerns how a payment service provider can reallocate capital in a cost efficient way in order for trades to always be available. Traditionally, the reallocation of capital is done in a rule-based manner, which discard the cost dimension and thereby only focus on the reallocation itself. This thesis concerns methods to optimally reallocate capital focusing on the cost of transferring capital within the network. Where the concerned methods has the potential of transferring capital in a far more cost efficient way. When mathematically formulating the reallocation decisions as an optimization problem, the cost function is formulated as a linear program with both Boolean and real constraints. This impose non-feasibility of locating the optimal solution using traditional methods for linear programs, why developed traditional and more advanced methods were used. The model was evaluated based on a large number of simulations in comparison with the performance of a rule-based reallocation system. The developed model provides a significant cost reduction compared to the rule-based approach and thereby outperforms the traditional reallocation system. Future work should focus on expanding the model by broadening the available transfer options, by increasing the considered uncertainty via a bayesian treatment and finally by considering all cost aspects of the network.
En betalning är den mest fundamentala aspekten av handel som involverar kapital. De senaste åren har utvecklingen av nya betalmedel ökat drastiskt då världen fortsatt att utvecklas genom digitaliseringen. Utvecklingen har lett till en ökad efterfrågan på digitala betalningslösningar som kan hantera handel över hela världen. Då handel idag kan ske när som helst oberoende av var betalaren och betalningsmottagaren befinner sig, måste systemet som genomför betalningen alltid vara tillgängligt för att kunna förmedla handel mellan olika parter. Detta kräver att betalningssystemet alltid måste ha medel tillgängligt i efterfrågade länder och valutor för att handeln ska kunna genomföras. Den här uppsatsen fokuserar på hur kapital kostnadseffektivt kan omallokeras i ett betalsystem för att säkerställa att handel alltid är tillgängligt. Traditionellt har omallokeringen av kapital gjorts på ett regelbaserat sätt, vilket inte tagit hänsyn till kostnadsdimensionen och därigenom enbart fokuserat på själva omallokeringen. Den här uppsatsen använder metoder för att optimalt omallokera kapital baserat på kostnaderna för omallokeringen. Därigenom skapas en möjlighet att flytta kapital på ett avsevärt mer kostnadseffektivt sätt. När omallokeringsbesluten formuleras matematiskt som ett optimeringsproblem är kostnadsfunktionen formulerad som ett linjärt program med både Booleska och reella begränsningar av variablerna. Detta gör att traditionella lösningsmetoder för linjära program inte är användningsbara för att finna den optimala lösningen, varför vidareutveckling av tradtionella metoder tillsammans med mer avancerade metoder använts. Modellen utvärderades baserat på ett stort antal simuleringar som jämförde dess prestanda med det regelbaserade systemet. Den utvecklade modellen presterar en signfikant kostnadsreduktion i jämförelse med det regelbaserade systemet och överträffar därigenom det traditionellt använda systemet. Framtida arbete bör fokusera på att expandera modellen genom att utöka de potentiella överföringsmöjligheterna, att ta ökad hänsyn till osäkerhet genom en bayesiansk hantering, samt slutligen att integrera samtliga kostnadsaspekter i nätverket.
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Hazell, Andrew. "Discrete-time optimal preview control." Thesis, Imperial College London, 2008. http://hdl.handle.net/10044/1/8472.

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There are many situations in which one can preview future reference signals, or future disturbances. Optimal Preview Control is concerned with designing controllers which use this preview to improve closed-loop performance. In this thesis a general preview control problem is presented which includes previewable disturbances, dynamic weighting functions, output feedback and nonpreviewable disturbances. It is then shown how a variety of problems may be cast as special cases of this general problem; of particular interest is the robust preview tracking problem and the problem of disturbance rejection with uncertainty in the previewed signal. The general preview problem is solved in both the Fh and Beo settings. The H2 solution is a relatively straightforward extension ofpreviously known results, however, our contribution is to provide a single framework that may be used as a reference work when tackling a variety of preview problems. We also provide some new analysis concerning the maximum possible reduction in closed-loop H2 norm which accrues from the addition of preview action. The solution to the Hoo problem involves a completely new approach to Hoo preview control, in which the structure of the associated Riccati equation is exploited in order to find an efficient algorithm for computing the optimal controller. The problem tackled here is also more generic than those previously appearing in the literature. The above theory finds obvious applications in the design of controllers for autonomous vehicles, however, a particular class of nonlinearities found in typical vehicle models presents additional problems. The final chapters are concerned with a generic framework for implementing vehicle preview controllers, and also a'case study on preview control of a bicycle.
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Sezgin, Alp Ozge. "Continuous Time Mean Variance Optimal Portfolios." Phd thesis, METU, 2011. http://etd.lib.metu.edu.tr/upload/12613824/index.pdf.

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The most popular and fundamental portfolio optimization problem is Markowitz'
s one period mean-variance portfolio selection problem. However, it is criticized because of its one period static nature. Further, the estimation of the stock price expected return is a particularly hard problem. For this purpose, there are a lot of studies solving the mean-variance portfolio optimization problem in continuous time. To solve the estimation problem of the stock price expected return, in 1992, Black and Litterman proposed the Bayesian asset allocation method in discrete time. Later on, Lindberg has introduced a new way of parameterizing the price dynamics in the standard Black-Scholes and solved the continuous time mean-variance portfolio optimization problem. In this thesis, firstly we take up the Lindberg'
s approach, we generalize the results to a jump-diffusion market setting and we correct the proof of the main result. Further, we demonstrate the implications of the Lindberg parameterization for the stock price drift vector in different market settings, we analyze the dependence of the optimal portfolio from jump and diffusion risk, and we indicate how to use the method. Secondly, we present the Lagrangian function approach of Korn and Trautmann and we derive some new results for this approach, in particular explicit representations for the optimal portfolio process. In addition, we present the L2-projection approach of Schweizer for the continuous time mean-variance portfolio optimization problem and derive the optimal portfolio and the optimal wealth processes for this approach. While, deriving these results as the underlying model, the market parameterization of Lindberg is chosen. Lastly, we compare these three different optimization frameworks in detail and their attractive and not so attractive features are highlighted by numerical examples.
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Schenker, Walter. "Time-optimal control of mechanical systems /." [S.l.] : [s.n.], 1993. http://e-collection.ethbib.ethz.ch/show?type=diss&nr=10307.

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Ben-Asher, Joseph Z. "Time optimal slewing of flexible spacecraft." Diss., Virginia Polytechnic Institute and State University, 1988. http://hdl.handle.net/10919/53910.

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The time optimal slewing problem for flexible spacecraft is considered. We study single-axis rotational maneuvers for a simple flexible system, consisting of a rigid hub with an elastic appendage. The equations of motions are derived by Hamilton’s Principle, and a discrete nonlinear model is obtained by the assumed modes method. The problem is first solved in a discrete linearized space by parameter optimization. Optimality is verified by Pontryagin’s Maximum Principle. The linear solutions are then used to obtain time optimal solutions for the non-linear problem by a multiple-shooting algorithm. Although this approach is applicable to arbitrary boundary conditions, this work is confined, almost exclusively, to rest-to-rest maneuvers. These maneuvers are shown to possess some interesting symmetric and asymptotic properties. The problem is further analyzed in infinite-dimensional space, and the convergence of the finite-dimensional approximations is studied. Finally, a soft version of the time optimal slewing problem is considered, where the control is bounded only by a penalty term in the cost functional. A perturbation technique is applied to further simplify this problem.
Ph. D.
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Riffer, Jennifer Lynn. "Time-optimal control of discrete-time systems with known waveform disturbances." [Milwaukee, Wis.] : e-Publications@Marquette, 2009. http://epublications.marquette.edu/theses_open/18.

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Kötter, Mirko. "Optimal investment in time inhomogeneous Poisson models." [S.l.] : [s.n.], 2006. http://deposit.ddb.de/cgi-bin/dokserv?idn=979754747.

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Fedyszak-Koszela, Anna. "On the optimal stopping time of learning." Licentiate thesis, Mälardalen University, School of Education, Culture and Communication, 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-1531.

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 The goal of this thesis is to study the economics of computational learning. Attention is also paid to applications of computational learning models, especially Valiant's so-called `probably approximately correctly' (PAC) learning model, in econometric situations.

Specifically, an economically reasonable stopping time model of learning is the subject of two attached papers. In the rst paper, Paper A, the economics of PAC learning are considered. It is shown how a general form of the optimal stopping time bounds can be achieved using the PAC convergence rates for a `pessimistic-rational' learner in the most standard binary case of passive supervised PAC model of finite Vapnik-Chervonenkis (VC) dimension.

 

The second paper, Paper B, states precisely and improves the ideas introduced in Paper A and tests them in a specific and mathematically simple case. Using the maxmin procedure of Gilboa and Schmeidler the bounds for the stopping time are expressed in terms of the largest expected error of recall, and thus, effectively, in terms of the least expected reward. The problem of locating a real number θ by testing whether xi ≤ θ , with xi drawn from an calculated for a range of term rates, sample costs and rewards/penalties from a recall ae included. The standard econometric situations, such as product promotion, market research, credit risk assessment, and bargaining and tenders, where such bounds could be of interest, are pointed. 

These two papers are the essence of this thesis, and form it togheter with an introduction to the subject of learning.


Målet med denna avhandling är att studera optimering av inlärning när det finns kostnader. Speciellt studerar jag Valiants så kallade PAC-inlärningsmodell  (Probably Approximately Correctly), ofta använd inom datavetenskap. I två artiklar behandlar jag hur länge, ur ekonomisk synvinkel, inlärningsperioden bör fortsätta.

I den första artikeln visar vi hur en generell form av begränsningar av den optimala inlärningsperioden kan fås med hjälp av PAC-konvergenshastigheten för en ’pessimistiskt rationell’ studerande (i det vanligaste binära fallet av passiv PAC-inlärningsmodell med ändlig VC-dimension).

I den andra artikeln fördjupar och förbättrar vi idéerna från den första artikeln, och testar dem i en specifik situation som är matematiskt enkel. Med hjälp av Gilboa – Schmeidlers max - minprocedur  uttrycker vi begränsningarna av den optimala inlärningsperioden som funktion av det största förväntade felet och därmed som funktion av den minsta förväntade belöningen. Vi diskuterar problemet med att hitta ett reellt tal θ genom testning av huruvida xi ≤ θ, där xi dras från en okänd fördelning. Här tar vi också upp exempel på begränsningar av inlärningsperioden, beräknade för en mängd av diskontovärden, stickprovskostnader och belöning/straff för erinran, samt en del vanliga ekonometriska situationer där sådana begränsningar är av intresse, såsom marknadsföring av produkter, marknadsanalys, kreditriskskattning och offertförhandling.

Avhandlingen består i huvuddel av dessa två artiklar samt en kort introduktion till ekonomiska, matematiska och datavetenskapliga inlärningsmodeller.

 

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Books on the topic "Time-optimal"

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Smith, Lones A. Time consistent optimal stopping. Cambridge, Mass: Dept. of Economics, Massachusetts Institute of Technology, 1997.

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Buuren, Stef van. Optimal scaling of time series. Leiden, The Netherlands: DSWO Press, University of Leiden, 1990.

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Romero, Luis F. Jiménez. Optimal control of time-delay systems. Ottawa: National Library of Canada = Bibliothèque nationale du Canada, 1991.

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Wilbaut, Manoëlla. 5 keys to optimal time management. Oxford, UK: Management Books 2000 Ltd, 2013.

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Zhang, Xiaodong. Optimal control of time-delay systems. Ottawa: National Library of Canada, 1994.

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Virk, G. S. A real-time distributed optimal autopilot. Sheffield: University of Sheffield, Dept. ofControl Engineering, 1990.

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Benesty, Jacob, and Jingdong Chen. Optimal Time-Domain Noise Reduction Filters. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-19601-0.

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Wang, Gengsheng, Lijuan Wang, Yashan Xu, and Yubiao Zhang. Time Optimal Control of Evolution Equations. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-95363-2.

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Infinite dimensional linear control systems: The time optimal and norm optimal problems. Amsterdam: Elsevier, 2005.

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Bertsekas, Dimitri P. Stochastic optimal control: The discrete time case. Belmont, Mass: Athena Scientific, 1996.

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Book chapters on the topic "Time-optimal"

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Jazar, Reza N. "Time Optimal Control." In Theory of Applied Robotics, 607–40. Boston, MA: Springer US, 2007. http://dx.doi.org/10.1007/978-0-387-68964-7_14.

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Mesterton-Gibbons, Mike. "Time-optimal control." In The Student Mathematical Library, 149–58. Providence, Rhode Island: American Mathematical Society, 2009. http://dx.doi.org/10.1090/stml/050/18.

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Wang, Gengsheng, Lijuan Wang, Yashan Xu, and Yubiao Zhang. "Time Optimal Control Problems." In Time Optimal Control of Evolution Equations, 37–64. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-95363-2_2.

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Agrachev, Andrei A., and Yuri L. Sachkov. "Linear Time-Optimal Problem." In Control Theory from the Geometric Viewpoint, 211–22. Berlin, Heidelberg: Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-662-06404-7_15.

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Jazar, Reza N. "★ Time Optimal Control." In Theory of Applied Robotics, 791–826. Boston, MA: Springer US, 2010. http://dx.doi.org/10.1007/978-1-4419-1750-8_14.

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Georgiev, Svetlin G. "Linear Time-Optimal Control." In Fuzzy Dynamic Equations, Dynamic Inclusions, and Optimal Control Problems on Time Scales, 701–15. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-76132-5_11.

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Ma, Zhongjing, and Suli Zou. "Discrete-Time Optimal Control Problems." In Optimal Control Theory, 277–341. Singapore: Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-33-6292-5_7.

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Chui, Charles K., and Guanrong Chen. "Minimum-Time Optimal Control Problems." In Linear Systems and Optimal Control, 94–105. Berlin, Heidelberg: Springer Berlin Heidelberg, 1989. http://dx.doi.org/10.1007/978-3-642-61312-8_9.

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Zhang, Hehong, Gaoxi Xiao, Yunde Xie, Wenzhong Guo, and Chao Zhai. "Discrete Time Optimal Control Algorithm." In Lecture Notes in Electrical Engineering, 17–33. Singapore: Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-15-9384-0_3.

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Novales, Alfonso, Esther Fernández, and Jesús Ruiz. "Optimal Growth. Continuous Time Analysis." In Economic Growth, 101–54. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-540-68669-9_3.

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Conference papers on the topic "Time-optimal"

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Sassenburg, Hans, and Egon Berghout. "Optimal release time." In the 2006 international workshop. New York, New York, USA: ACM Press, 2006. http://dx.doi.org/10.1145/1137702.1137714.

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Zhou, Ling, and Xiangwen Li. "Optimal, Linear-Time Models." In 2015 International Conference on Mechatronics, Electronic, Industrial and Control Engineering. Paris, France: Atlantis Press, 2015. http://dx.doi.org/10.2991/meic-15.2015.7.

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Van Loock, Wannes, Goele Pipeleers, and Jan Swevers. "Time-optimal quadrotor flight." In 2013 European Control Conference (ECC). IEEE, 2013. http://dx.doi.org/10.23919/ecc.2013.6669253.

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Juan, Y. C., and P. T. Kabamba. "Optimal Discrete Time Tracking." In 1989 American Control Conference. IEEE, 1989. http://dx.doi.org/10.23919/acc.1989.4790460.

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Zhang, Chi, Ari B. Hayes, Longfei Qiu, Yuwei Jin, Yanhao Chen, and Eddy Z. Zhang. "Time-optimal Qubit mapping." In ASPLOS '21: 26th ACM International Conference on Architectural Support for Programming Languages and Operating Systems. New York, NY, USA: ACM, 2021. http://dx.doi.org/10.1145/3445814.3446706.

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Boonlong, Kittipong, Nachol Chaiyaratana, and Suwat Kuntanapreeda. "Time Optimal and Time-Energy Optimal Control of Satellite Attitude Using Genetic Algorithms." In ASME 2002 International Mechanical Engineering Congress and Exposition. ASMEDC, 2002. http://dx.doi.org/10.1115/imece2002-33436.

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Abstract:
This paper presents the use of genetic algorithms for solving time optimal and time-energy optimal control problems in a satellite attitude control system. The satellite attitude control system is a multi-input/multi-output non-linear system at which its continuous attitude-related states are driven by discrete-valued command torque input. The problems investigated cover the time optimal control with two-state input (−u, +u) and three-state input (−u, 0, u) and the time-energy optimal control with three-state input. With the use of two-state input, the control problem has been formulated as a multi-objective optimisation problem where the decision variables are composed of the time where an input-state switching occurs while the objectives consist of the final state errors and the trajectory time. A multi-objective genetic algorithm (MOGA) has been successfully used to obtain the time optimal solution which is superior to that generated by linearising the system and utilising a bang-bang control law. In contrast, with the use of three-state input, the control problems are reduced to single-objective optimisation problems. In the case of time optimal control, the objective is the trajectory time while a time-energy cost is used as the search objective in the time-energy optimal control. A single-objective genetic algorithm has been successfully used to generate the optimal control solutions for both problems. In addition, the effects of diversity control on the genetic algorithm performances in the control problems have also been identified.
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Meilander, Will C. "Optimal real-time DB management." In Southeastcon 2008. IEEE, 2008. http://dx.doi.org/10.1109/secon.2008.4494304.

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Bu, Dan, Yufan Liu, Jinzhong Guo, Qinghua Chen, and Tao Zheng. "Optimal Holding Time in Telemarketing." In 2010 International Conference on Management and Service Science (MASS 2010). IEEE, 2010. http://dx.doi.org/10.1109/icmss.2010.5575591.

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Ziolko, Pietrzyk, and Dyras. "Time-optimal control of hemodialysis." In Proceedings of IEEE International Conference on Control and Applications CCA-94. IEEE, 1994. http://dx.doi.org/10.1109/cca.1994.381464.

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Awerbuch, Baruch, Shay Kutten, Yishay Mansour, Boaz Patt-Shamir, and George Varghese. "Time optimal self-stabilizing synchronization." In the twenty-fifth annual ACM symposium. New York, New York, USA: ACM Press, 1993. http://dx.doi.org/10.1145/167088.167256.

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Reports on the topic "Time-optimal"

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Bianchi, Javier, and Enrique Mendoza. Optimal Time-Consistent Macroprudential Policy. Cambridge, MA: National Bureau of Economic Research, December 2013. http://dx.doi.org/10.3386/w19704.

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Chien, YiLi, and Yi Wen. Time-Inconsistent Optimal Quantity of Debt. Federal Reserve Bank of St. Louis, 2020. http://dx.doi.org/10.20955/wp.2020.037.

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Chari, V. V., and Patrick Kehoe. Bailouts, Time Inconsistency, and Optimal Regulation. Cambridge, MA: National Bureau of Economic Research, June 2013. http://dx.doi.org/10.3386/w19192.

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Debortoli, Davide, Ricardo Nunes, and Pierre Yared. Optimal Time-Consistent Government Debt Maturity. Cambridge, MA: National Bureau of Economic Research, October 2014. http://dx.doi.org/10.3386/w20632.

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Reister, D. B., and S. M. Lenhart. Time optimal paths for high speed maneuvering. Office of Scientific and Technical Information (OSTI), January 1993. http://dx.doi.org/10.2172/6836048.

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Reister, D. B., and S. M. Lenhart. Time optimal paths for high speed maneuvering. Office of Scientific and Technical Information (OSTI), January 1993. http://dx.doi.org/10.2172/10116250.

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Firestone, Ryan Michael. Optimal Real-time Dispatch for Integrated Energy Systems. Office of Scientific and Technical Information (OSTI), May 2007. http://dx.doi.org/10.2172/918499.

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Calvo, Guillermo, and Maurice Obstfeld. Optimal Time-Consistent Fiscal Policy with Uncertain Lifetimes. Cambridge, MA: National Bureau of Economic Research, March 1985. http://dx.doi.org/10.3386/w1593.

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Reister, D. Time optimal trajectories for a two wheeled robot. Office of Scientific and Technical Information (OSTI), May 1990. http://dx.doi.org/10.2172/6924295.

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Zinn, Ben T., Eugene Lubarsky, and Yedidia Neumeier. Real-Time Control for Optimal Liquid Rocket Combustor Performance. Fort Belvoir, VA: Defense Technical Information Center, December 2005. http://dx.doi.org/10.21236/ada443134.

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