Search results for "Impulse control"
showing 10 items of 22 documents
A Unified Approach to Portfolio Optimization with Linear Transaction Costs
2004
In this paper we study the continuous time optimal portfolio selection problem for an investor with a finite horizon who maximizes expected utility of terminal wealth and faces transaction costs in the capital market. It is well known that, depending on a particular structure of transaction costs, such a problem is formulated and solved within either stochastic singular control or stochastic impulse control framework. In this paper we propose a unified framework, which generalizes the contemporary approaches and is capable to deal with any problem where transaction costs are a linear/piecewise-linear function of the volume of trade. We also discuss some methods for solving numerically the p…
Optimal Impulse Control Problems and Linear Programming
2009
Optimal impulse control problems are, in general, difficult to solve. A current research goal is to isolate those problems that lead to tractable solutions. In this paper, we identify a special class of optimal impulse control problems which are easy to solve. Easy to solve means that solution algorithms are polynomial in time and therefore suitable to the on-line implementation in real-time problems. We do this by using a paradigm borrowed from the Operations Research field. As main result, we present a solution algorithm that converges to the exact solution in polynomial time. Our approach consists in approximating the optimal impulse control problem via a binary linear programming proble…
Robust control of uncertain multi-inventory systems via linear matrix inequality
2008
We consider a continuous time linear multi inventory system with unknown demands bounded within ellipsoids and controls bounded within ellipsoids or polytopes. We address the problem of "-stabilizing the inventory since this implies some reduction of the inventory costs. The main results are certain conditions under which "-stabilizability is possible through a saturated linear state feedback control. All the results are based on a Linear Matrix Inequalities (LMIs) approach and on some recent techniques for the modeling and analysis of polytopic systems with saturations.
Data-driven analysis of simultaneous EEG/fMRI reveals neurophysiological phenotypes of impulse control
2016
Response inhibition is the ability to suppress inadequate but prepotent or ongoing response tendencies. A fronto-striatal network is involved in these processes. Between-subject differences in the intra-individual variability have been suggested to constitute a key to pathological processes underlying impulse control disorders. Single-trial EEG/fMRI analysis allows to increase sensitivity for inter-individual differences by incorporating intra-individual variability. Thirty-eight healthy subjects performed a visual Go/Nogo task during simultaneous EEG/fMRI. Of 38 healthy subjects, 21 subjects reliably showed Nogo-related ICs (Nogo-IC-positive) while 17 subjects (Nogo-IC-negative) did not. C…
Metacognition and emotion regulation as treatment targets in binge eating disorder: a network analysis study
2021
Abstract Background This study aims to examine the underlying associations between eating, affective and metacognitive symptoms in patients with binge eating disorder (BED) through network analysis (NA) in order to identify key variables that may be considered the target for psychotherapeutic interventions. Methods A total of 155 patients with BED completed measures of eating psychopathology, affective symptoms, emotion regulation and metacognition. A cross-sectional network was inferred by means of Gaussian Markov random field estimation using graphical LASSO and the extended Bayesian information criterion (EBIC-LASSO), and central symptoms of BED were identified by means of the strength c…
From Country Girl in Southern Finland to Longitudinal Research into Alternatives to Aggression and Violence
2021
Lea Pulkkinen, born in Finland in 1939, is Emerita Professor of Psychology at the University of Jyväskylä (Finland). She is best known for creating the ongoing Jyväskylä Longitudinal Study of Personality and Social Development (JLSPSD). The study was specifically intended to test the hypothesis that the human brain allows for more variation in behavior than the simple ‘fight or flight’ response observed in animal studies of aggression. She further hypothesized that humans’ capacity for cognitive control over emotional behavior was the key factor involved in controlling aggressive behavior. These hypotheses led her to devise an impulse control model to depict behavioral alternatives, which s…
Measuring Impulsivity in School-Aged Boys and Examining Its Relationship with ADHD and ODD Ratings
2004
Seven different laboratory measures of impulsivity were administered to a group of 165 school-aged boys. Parents' and teachers' ratings of Attention Deficit and Hyperactivity Disorder and Oppositional/Defiant Disorder were also obtained. Factor analyses of impulsivity measures revealed the existence of a strong Inhibitory Control Factor including measures derived from Stop Task, the Continuous Performance Test, the Matching Familiar Figures Test, and the Circle Tracing Task. Other forms of impulsivity like resistance to interference, the Wisconsin Card Sorting Test and efficiency in the DRL Task loaded on a second independent factor. The Inhibitory Control factor was correlated with ADHD ra…
P-110 - Gaming addiction - disturbed impulse control in internet addicts and pathological gamblers
2012
Internet Addiction (IA) is proposed to be added as a research diagnosis to the upcoming DSM-V while Pathological Gambling (PG) is proposed to be subsumed under the new section “Addiction and related disorders” as first behavioral addiction. The outpatient clinic for behavioral addiction of the clinic for psychosomatic medicine in Mainz offers counseling and treatment to patients suffering from IA and PG. Deficits in impulse control are suggested to be a key factor to addiction. Studies in PG have shown deficits in the ability to control impulses, for example in decision making, resisting temptation or behavioral inhibition. For Internet addiction previous research on impulse control is spar…
Boolean-controlled systems via receding horizon and linear programing
2009
We consider dynamic systems controlled by boolean signals or decisions. We show that in a number of cases, the receding horizon formulation of the control problem can be solved via linear programing by relaxing the binary constraints on the control. The idea behind our approach is conceptually easy: a feasible control can be forced by imposing that the boolean signal is set to one at least one time over the horizon. We translate this idea into constraints on the controls and analyze the polyhedron of all feasible controls. We specialize the approach to the stabilizability of switched and impulsively controlled systems.
Performance variability, impulsivity errors and the impact of incentives as gender-independent endophenotypes for ADHD
2010
Background:Attention-deficit hyperactivity disorder (ADHD) is one of the most common and highly heritable child psychiatric disorders. There is strong evidence that children with ADHD show slower and more variable responses in tasks such as Go/Nogo tapping aspects of executive functions like sustained attention and response control which may be modulated by motivational factors and/or state-regulation processes. The aim of this study was (1) to determine if these executive functions may constitute an endophenotype for ADHD; (2) to investigate for the first time whether known modulators of these executive functions may also be familial; and (3) to explore whether gender has an impact on thes…