Search results for " OPTIMA"

showing 10 items of 220 documents

Existence and Optimality of Nash Equilibria in Inventory Games

2005

Abstract This paper studies the stability and optimality of a distributed consensus protocol for n -player repeated non cooperative games under incomplete information. At each stage, the players choose binary strategies and incur in a payoff monotonically decreasing with the number of active players. The game is specialized to an inventory application, where fixed costs are shared among all retailers, interested in whether reordering or not from a common warehouse. The authors focus on Pareto optimality as a measure of coordination of reordering strategies, proving that there exists a unique Pareto optimal Nash equilibrium that verifies certain stability conditions.

TheoryofComputation_MISCELLANEOUSComputer Science::Computer Science and Game TheoryNon-cooperative gameMathematical optimizationStochastic gameTheoryofComputation_GENERALInventory control Stability Optimality Nash equilibriumInventory control; Nash equilibrium; Optimality; Stability;symbols.namesakeNash equilibriumBest responseRepeated gamesymbolsEconomicsCoordination gameEpsilon-equilibriumRisk dominanceMathematical economics
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Sustainability and tourist flow networks: a mean field bi-level optimization approach

The widespread acknowledgement of tourism as a strategic pillar for economic growth and development has boosted competitiveness among tourist destinations. This concept has been greatly emphasized during the current COVID-19 pandemic crisis. Nevertheless, the massive presence of tourists imposes the challenge of adopting sustainable tourism practices to balance economic prosperity opportunities with potential threats to the environment and local communities. There are many definitions for sustainability, but the most effective one is ``the capacity to endure'' [Emel et al, 1997]: from an economic perspective this leads to find an equilibrium between short and long-term objectives so that to…

Tourism Sustainable ManagementSustainabilityBi-level OptimizationNetwork Flow Optimal ControlMean Field Game.
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A computational method to optimal control of a wind turbine system using wavelets

2011

Author's version of a chapter in the book: Proceedings of the IEEE International Syposium on Computer-Aided Control System Design (2011). Also avaliable from the publisher at: http://dx.doi.org/10.1109/CACSD.2011.6044551 This paper deals with a computational optimization approach to the problem of state-feedback control design for a wind turbine system. The first step of the study is to develop a reduced order model for the system by considering the most important physical phenomena of aerodynamics and structural dynamics. Moreover, the behavior of the system can be influenced by the coupled dynamics between the tower motions and the blade pitch and turbine speed which can cause instabiliti…

VDP::Mathematics and natural science: 400::Mathematics: 410::Applied mathematics: 413Engineeringbusiness.industryBlade pitchWavelet transformAerodynamicsOptimal controlTurbineSystem dynamicsAlgebraic equationWaveletControl theoryaerodynamics blades equations mathematical model optimal control poles and towers wind turbinesVDP::Technology: 500::Materials science and engineering: 520business
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What really causes large price changes?

2003

We study the cause of large fluctuations in prices in the London Stock Exchange. This is done at the microscopic level of individual events, where an event is the placement or cancellation of an order to buy or sell. We show that price fluctuations caused by individual market orders are essentially independent of the volume of orders. Instead, large price fluctuations are driven by liquidity fluctuations, variations in the market's ability to absorb new orders. Even for the most liquid stocks there can be substantial gaps in the order book, corresponding to a block of adjacent price levels containing no quotes. When such a gap exists next to the best price, a new order can remove the best q…

Volume-weighted average priceQuantitative Finance - Trading and Market MicrostructureFinancial economicsMid priceFOS: Physical sciencesTrading and Market Microstructure (q-fin.TR)Market liquidityFOS: Economics and businessCondensed Matter - Other Condensed MatterExecution Commerce optimal liquidationMarket depthOrder (exchange)EconomicsOrder bookEconometricsPrice levelGeneral Economics Econometrics and FinanceFinanceLimit priceOther Condensed Matter (cond-mat.other)Quantitative Finance
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The cost advantage of Sicilian wine farms

2013

This study presents the results of research carried out on a Sicilian wine farm in order to demonstrat e the economic convenience of the mechanized harvest. After the determination of the minimum optimal farm size that justifies the introduction of grape harve ster in the farm, it has been estimated production cost and the relative profitability of two wine grape cultiv ars (Chardonnay and Nero d’Avola), comparing three hypotheses of harvest: manual, with farm property g rape harvester and with rented grape harvester. The economic analysis shows that the introduction of th e grape harvester in the wine farm is justified in large sized farms. However, even in small farms the use o f rented g…

WineAgricultural scienceMultidisciplinaryMinimum Optimal Farm Size Production Cost ProfitabilityEconomyProduction costSettore AGR/01 - Economia Ed Estimo RuraleEconomicsEconomic analysisProfitability indexWine grapeProfit (economics)
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Simulation of a UAV ground control station

2012

International audience; In this article we present the development of a UAV ground control station simulator. We propose a module based description of the architecture of this simulator. We recall the nonlinear model of a fixed-wing aircraft. Finally, we outline ideas for improved path planning tasks. The approach is made clearthrough several diagrams, figures of the resulting station are displayed.

[ INFO.INFO-MO ] Computer Science [cs]/Modeling and SimulationUAV[INFO.INFO-MO] Computer Science [cs]/Modeling and Simulationinverse optimal control problem[INFO.INFO-MO]Computer Science [cs]/Modeling and SimulationComputingMilieux_MISCELLANEOUSPath planningSimulationOptimal control
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Méthodes géometriques en mécanique spatiale et aspects numériques

2005

We present in this thesis two research projectson the optimal control of the space vehicles.In the first, we have dealt with the orbit transferproblem. We study the minimum time control of a satellite that we want to reach a geostationary orbit. Our contribution is of two kinds. Geometric, first, since we study the controllability of the system together with the geometry of the transfer (structure of the command) by means of geometric control without state constraint tools (minimum principle). Then we present shootingalgorithm and homotopy method. These approaches allow the numerical resolution of problems with strong or low thrust satellites.The second project concerns to the calculation o…

[ MATH ] Mathematics [math]algorithme de tir multipleorbital transfer[MATH] Mathematics [math]<br /> optimal control with state constraints<br />méthode de continuationtransfert orbitalnecessary optimality conditionshomotopy method.rentrée atmosphériqueconditions nécessaires d'optimalitéatmospheric re-entry<br /> multiple shooting algorithm[MATH]Mathematics [math]contrôle optimal avec contraintes sur l'état<br />méthode de continuation.méthodes numériques indirectes
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Une approche géométrique du contrôle optimal de l'arc atmosphérique de la navette spatiale

2002

L'objectif de ce travail est de faire quelques remarques géométriques et des calculs préliminaires pour construire l'arc atmosphérique optimal d'une navette spatiale (problème de rentrée sur Terre ou programme d'exploration de Mars). Le système décrivant les trajectoires est de dimension 6, le contrôle est l'angle de gîte cinématique et le coût est l'intégrale du flux thermique. Par ailleurs il y a des contraintes sur l'état (flux thermique, accélération normale et pression dynamique). Notre étude est essentiellement géométrique et fondée sur une évaluation de l'ensemble des états accessibles en tenant compte des contraintes sur l'état. On esquisse une analyse des extrémales du Principe du …

[ MATH.MATH-OC ] Mathematics [math]/Optimization and Control [math.OC]0209 industrial biotechnologyControl and OptimizationAcceleration (differential geometry)02 engineering and technology01 natural sciences020901 industrial engineering & automationDimension (vector space)Applied mathematics49K1570Q050101 mathematicscontrôle optimal avec contraintes sur l'étatMathematicsMars sample return010102 general mathematicsprincipes du minimum[MATH.MATH-OC] Mathematics [math]/Optimization and Control [math.OC]State (functional analysis)arc atmosphériqueMinimum principleComputational MathematicsHeat fluxControl and Systems Engineeringmécanique célesteDynamic pressure[MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC]
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Sensitivity analysis for time optimal orbit transfer

2001

The minimum time transfer of a satellite around the Earth is studied. In order to deal numerically with low thrusts, a new method is introduced: Based on a so-called noncontrollability function, the technique treats the ha1 time as a parameter. The properties of the method arc studied by means of an infinite dimensional sensitivity analysis. The numerical results obtained by this approach for very low thrusts are given

[ MATH.MATH-OC ] Mathematics [math]/Optimization and Control [math.OC]0209 industrial biotechnologyControl and OptimizationApplied Mathematics010102 general mathematicsMinimum timeMathematical analysis[MATH.MATH-OC] Mathematics [math]/Optimization and Control [math.OC]02 engineering and technologyFunction (mathematics)Management Science and Operations ResearchTime optimal01 natural sciencesArc (geometry)020901 industrial engineering & automationControl theoryTransfer (computing)Physics::Space PhysicsOrbit (dynamics)SatelliteSensitivity (control systems)[MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC]0101 mathematicsComputingMilieux_MISCELLANEOUSMathematics
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Optimality results in orbit transfer

2007

Abstract The objective of this Note is to present optimality results in orbital transfer. Averaging of the energy minimization problem is considered, and properties of the associated Riemannian metric are discussed. To cite this article: B. Bonnard, J.-B. Caillau, C. R. Acad. Sci. Paris, Ser. I 345 (2007).

[ MATH.MATH-OC ] Mathematics [math]/Optimization and Control [math.OC]0209 industrial biotechnologyMathematical optimization010102 general mathematics[MATH.MATH-OC] Mathematics [math]/Optimization and Control [math.OC]02 engineering and technologyGeneral MedicineEnergy minimization01 natural sciencesD optimalityTransfer (group theory)020901 industrial engineering & automationMetric (mathematics)Applied mathematics[MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC]0101 mathematicsOrbital maneuverOrbit (control theory)ComputingMilieux_MISCELLANEOUSMathematicsComptes Rendus Mathematique
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