Control and Optimization
Ali Dehghani Filabadi; Hossein Nahid Titkanlue
Abstract
Addressing complex decision-making scenarios, particularly those involving multiple criteria and expert perspectives, often requires robust frameworks capable of managing uncertainty and qualitative assessments. The Qualitative Absolute Order-of-Magnitude (QAOM) model offers ...
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Addressing complex decision-making scenarios, particularly those involving multiple criteria and expert perspectives, often requires robust frameworks capable of managing uncertainty and qualitative assessments. The Qualitative Absolute Order-of-Magnitude (QAOM) model offers a flexible approach for expressing subjective evaluations through linguistic terms with adjustable levels of detail. However, practical challenges remain in applying QAOM, including the absence of an inherent system for deriving attribute weights, limitations in coherently synthesizing the judgments from multiple experts, and the lack of systematic normalization procedures for negatively oriented attributes. To address these issues, this paper proposes an advanced multi-attribute group decision-making (MAGDM) framework fully embedded within the QAOM paradigm. The proposed solution introduces a mathematically consistent metric for comparing linguistic assessments, an entropy-based attribute weighting approach rooted in qualitative information, and an aggregation process that reflects expert diversity. Furthermore, a specialized normalization protocol is developed to handle negative attributes across heterogeneous scales. The feasibility and advantages of the method are validated through comprehensive examples and comparative analyses, highlighting improvements over traditional techniques in terms of objectivity, flexibility, and analytical depth. Overall, these developments markedly enhance the capabilities of QAOM-based MAGDM, equipping decision-makers with more nuanced and reliable tools for tackling complex problems characterized by imprecision and divergent expert opinions.
Control and Optimization
Mohammad Alsaeedi; Mostafa Tavakolli; Ahmad Abouyee; Khatere Ghorbani Moghadam; Reza Ghanbari
Abstract
In this study, we proposed a novel graph partitioning problem where the edges are characterized by trapezoidal fuzzy numbers. A linear ranking function is employed to establish an order among these fuzzy numbers. We derive the necessary conditions for the existence of an ...
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In this study, we proposed a novel graph partitioning problem where the edges are characterized by trapezoidal fuzzy numbers. A linear ranking function is employed to establish an order among these fuzzy numbers. We derive the necessary conditions for the existence of an optimal solution to this problem. To address the fuzzy graph partitioning problem, we implement and compare the performance of three algorithms: Genetic Algorithm, Tabu Search, and Sequential Least Squares Programming. The algorithms are evaluated based on objective values, computational time, and the number of iterations across multiple numerical examples. Utilizing Dolan-Moré performance profiles, we demonstrate the superiority of our proposed approach relative to existing methods. The findings highlight the robustness and computational efficiency of our methodology, making a meaningful contribution to the advancement of fuzzy graph algorithms and their practical applications.
Control and Optimization
Mehrnoosh Salehi Chegeni; Majid Yarahmadi
Abstract
Optimal control of certain singularly perturbed systems, with slow and fast dynamics, presents notable challenges, including ill-conditioning, high dimensionality, and ill-posed algebraic Riccati equations. In this paper, we introduce a novel ...
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Optimal control of certain singularly perturbed systems, with slow and fast dynamics, presents notable challenges, including ill-conditioning, high dimensionality, and ill-posed algebraic Riccati equations. In this paper, we introduce a novel inverse optimal control method based on the eigenvalue assignment approach to address these issues. The proposed method optimizes the objective function while ensuring system stability through the strategic placement of eigenvalues in the singular perturbed closed-loop system. To facilitate analysis and support the implementation, a new theorem is proved, and a corresponding algorithm is developed. The proposed algorithm is free of ill-conditioned numerical problems, making it more robust in terms of numerical diffusion and perturbation measurement. Finally, two simulation examples are presented to illustrate the advantages of the proposed method, demonstrating improvement in controller robustness, substantial reductions in cost functions, and decreased control amplitudes.
Control and Optimization
Alireza Fakharzadeh Jahromi; Mahin Azizi Karachi; Hajar Alimorad
Abstract
Cancer is a class of diseases characterized by uncontrolled cell growth that affects immune cells. There are several treatment options available, including surgery, chemotherapy, hormonal therapy, radiation therapy, targeted therapy, and ...
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Cancer is a class of diseases characterized by uncontrolled cell growth that affects immune cells. There are several treatment options available, including surgery, chemotherapy, hormonal therapy, radiation therapy, targeted therapy, and palliative care. Among these, chemotherapy is one of the most widely used and recognized methods. This paper presents a novel model designed to control cancer cell growth based on a system of nonlinear fractional differential equations with delay in chemotherapy. The model focuses on the competition between tumor and immune cells to minimize the number of tumor cells and determine the optimal dosage of the administered drug. It can simulate various scenarios and predict the outcomes of different chemotherapy regimens. By employing discretization and the Grunwald-Letnikov method, we aim to gain insights into why some patients respond well to chemotherapy while others do not. The results may also help identify potential drug targets and optimize existing treatments.
Control and Optimization
Gassan A.M.O. Farah; Abdulaziz Mukhtar; Kailash C. Patidar
Abstract
Malaria continues to represent a significant public health concern in Sudan, with cases rising over 40% from 2015 to 2020. This research investigates how climate change affects malaria transmission patterns using a mathematical model in an ordinary differential equation framework. ...
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Malaria continues to represent a significant public health concern in Sudan, with cases rising over 40% from 2015 to 2020. This research investigates how climate change affects malaria transmission patterns using a mathematical model in an ordinary differential equation framework. The analysis involves calculating the basic reproduction number and evaluating the system's qualitative properties to gain insights into disease dynamics. Additionally, a sensitivity analysis is conducted to evaluate how climatic conditions, e.g., rainfall and temperature, influence key model parameters. Statistical approaches are utilized to estimate parameters and calibrate the model using empirical data from Sudan, ensuring consistency between the model and observed trends. Numerical simulations demonstrate the growing influence of climate variability on the spatial distribution of malaria vectors and the transmission progression over time. The study establishes a strong association between climatic changes and the exacerbation of malaria prevalence in Sudan. These findings emphasize the urgent need for climate-adaptive strategies, including improved vector control, strengthened surveillance systems, and climate-resilient public health interventions, to address the increased risks posed by changing environmental conditions. The research provides valuable insights to inform evidence-based policies aimed at reducing malaria transmission in Sudan and other regions that are experiencing similar challenges due to climate change.
Control and Optimization
Maryam Najimi; Akbar Hashemi Borzabadi
Abstract
This paper addresses the challenges of power control, radar assignment, and signal timing to improve the detection and tracking of multiple targets within a mono-static cognitive radar network. A fusion center is utilized to integrate target velocity ...
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This paper addresses the challenges of power control, radar assignment, and signal timing to improve the detection and tracking of multiple targets within a mono-static cognitive radar network. A fusion center is utilized to integrate target velocity data gathered by radars. The primary objective is to minimize the mean square error in target velocity estimation while adhering to constraints related to global detection probability and total radar power consumption for effective target detection and tracking. The optimization problem is formulated and a low-complexity method is proposed using the genetic algorithm (GA). In this approach, the radars and their transmission powers are represented as chromosomes and the network's quality of service (QoS) requirements serve as inputs to the GA. The output of the GA is the mean error square of the target velocity estimation. Once the problem is resolved, the power allocation for each radar assigned to a specific target is determined. Simulation results demonstrate the effectiveness of the proposed algorithm in enhancing detection performance and improving tracking accuracy when compared to other benchmark algorithms.
Control and Optimization
Soghra Mikaeyl Nejad
Abstract
Gene expression signatures reflect the response of cell tissues to diseases, genetic disorders, and drug treatments, containing hidden patterns that can provide valuable insights for biological research and cancer diagnostics. This studyproposes a hybrid ...
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Gene expression signatures reflect the response of cell tissues to diseases, genetic disorders, and drug treatments, containing hidden patterns that can provide valuable insights for biological research and cancer diagnostics. This studyproposes a hybrid deep learning approach combining convolutional neural networks (CNNs) and support vector machines (SVMs) to classify cancer types using unstructured gene expression data. We applied three hybrid CNN-SVM models to a dataset of 10,340 samples spanning 33 cancer types from the Cancer Genome Atlas. The CNN component extracted latent features from the gene expression data, while the SVM replaced the softmax layer to enhance classification robustness. Among the proposed models, the Hybrid-CNN-SVM model achieved superior performance, demonstrating excellent prediction accuracy and outperforming other models. This study highlights the potential of hybrid deep learning frameworks for cancer type prediction and underscores their applicability to high-dimensional genomic datasets.
Control and Optimization
Narjes Amiri; Hadi Nasseri; Davood Darvishi Salokolaei
Abstract
This paper explores a specific category of optimization management models tailored for wireless communication systems. To enhance the efficiency of managing these systems, we introduce a fuzzy relation multi-objective programming approach. We define the concept of a feasible ...
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This paper explores a specific category of optimization management models tailored for wireless communication systems. To enhance the efficiency of managing these systems, we introduce a fuzzy relation multi-objective programming approach. We define the concept of a feasible index set and present a novel algorithm, termed the feasible index set algorithm, which is designed to determine the optimal lexicographic solution to the problem, demonstrating polynomial computational complexity. Previous studies have indicated that the emission base stations within wireless communication systems can be effectively modeled using a series of fuzzy relation inequalities through max-product composition. This topic is also addressed in our paper. Wireless communication is widely employed across various sectors, encompassing mobile communication and data transmission. In this framework, information is transmitted via electromagnetic waves generated by fixed emission base stations.
Control and Optimization
Mohsen Sayadi; Hasan Barzegar; Saeid Alikhani; Nima Ghanbari
Abstract
An irregularity measure (IM) of a connected graph $G$ is defined as a non-negative graph invariant that satisfies the condition $IM(G) = 0$ if and only if $G$ is a regular graph. Among the prominent degree-based irregularity measures are Bell's degree variance, denoted as ...
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An irregularity measure (IM) of a connected graph $G$ is defined as a non-negative graph invariant that satisfies the condition $IM(G) = 0$ if and only if $G$ is a regular graph. Among the prominent degree-based irregularity measures are Bell's degree variance, denoted as $Var_B(G)$, and degree deviation, represented as $S(G)$. Specifically, they are defined by the equations $Var_B(G) = \frac{1}{n} \sum_{i=1}^{n} \left( d_i - \frac{2m}{n} \right)^2$ and $S(G)=\sum_{i=1}^n \left|d_i- \frac{2m}{n}\right |$, where $m$ is the number of edges and $n$ is the number of vertices in $G$. This paper studies the properties of Bell's degree-variance and degree deviation for acyclic, unicyclic, and cactus graphs. Our analysis shows how these measures relate to graph topology and structure, influencing the overall irregularity. Additionally, we identify and analyze optimal graphs that minimize both irregularity measures, providing insights into their implications for network design, data structure optimization, and real-world applications. This study contributes to the understanding of graph irregularity and offers a framework for future research into irregularity measures across different classes of graphs.
Control and Optimization
Rasoul Hatamian; Seyed Amjad Samareh Hashemi
Abstract
This paper presents an iterative computational method for addressing constrained nonlinear optimal control problems, specifically those involving terminal state, state saturation, and control saturation constraints. The proposed approach reformulates the original ...
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This paper presents an iterative computational method for addressing constrained nonlinear optimal control problems, specifically those involving terminal state, state saturation, and control saturation constraints. The proposed approach reformulates the original problem into a sequence of constrained linear time-varying quadratic optimal control problems. This is achieved by iteratively approximating the nonlinear dynamic system using constrained linear time-varying models. Each reformulated problem is then converted into a standard quadratic programming problem by applying Chelyshkov polynomials in conjunction with a collocation method. Finally, the resulting problems are solved to obtain optimal control solutions
Control and Optimization
Afrah Kadhim Saud Al-tameemi; Mahmoud Mahmoudi; Majid Darehmiraki
Abstract
This study introduces an innovative approach for addressing optimal control problems related to parabolic partial differential equations (PDEs) through the application of rational radial basis functions (RBFs). Parabolic PDEs, which are instrumental in modeling time-dependent processes such as heat transfer ...
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This study introduces an innovative approach for addressing optimal control problems related to parabolic partial differential equations (PDEs) through the application of rational radial basis functions (RBFs). Parabolic PDEs, which are instrumental in modeling time-dependent processes such as heat transfer and diffusion, pose significant computational challenges in optimal control due to the requirement for precise approximations of both state and adjoint equations. The proposed approach exploits the adaptability and spectral accuracy of rational RBFs within a meshless framework, effectively addressing the limitations of traditional discretization methods. By enhancing the accuracy and efficiency of control strategies, this method significantly contributes to advancing the theory and application of optimal control in dynamic systems. The tunable shape parameters of rational RBFs allow for accurate representation of solution characteristics, including steep gradients and localized behaviors. Additionally, their meshless framework adeptly accommodates complex geometries and boundary conditions, ensuring computational efficiency through the generation of sparse and well-conditioned system matrices. This paper also introduces a novel hybrid rational RBF, termed the Gaussian rational hybrid RBF. The efficacy of the proposed approach is validated through a series of benchmark tests and practical applications, highlighting its ability to achieve high accuracy with reduced computational effort. The findings illustrate the potential of rational RBFs as a robust and versatile tool for solving optimal control problems governed by parabolic PDEs, paving the way for further exploration of advanced rational RBF-based techniques in the field of computational optimal control.
Control and Optimization
Narjes Sabeghi
Abstract
A critical aspect of successful project management is ensuring that execution aligns with the baseline schedule. However, traditional project control methods often struggle to effectively address the uncertainties and deviations that can arise during project execution, leading ...
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A critical aspect of successful project management is ensuring that execution aligns with the baseline schedule. However, traditional project control methods often struggle to effectively address the uncertainties and deviations that can arise during project execution, leading to delays and inefficiencies. To tackle these challenges, this paper introduces a novel heuristic approach based on the Tabu Search (TS) algorithm for identifying discrete control points throughout the project life cycle. These control points enable proactive monitoring, timely deviation detection, and corrective actions, significantly minimizing project delays. Unlike traditional scheduling techniques, which can be rigid and reactive, our proposed method dynamically adjusts control points to enhance project oversight. Experimental results on benchmark instances from the Kolisch library demonstrate that our approach significantly reduces project delays, with up to 20% improvements compared to initial schedules in certain scenarios. These findings underscore the effectiveness of the TS algorithm in enhancing project control strategies, highlighting its potential applicability in real-world project management scenarios.
Control and Optimization
Amal Kumar Adak; Nil Kamal
Abstract
The incorporation of Pythagorean fuzzy sets into credit risk assessment represents a relatively innovative approach for predicting loan defaults, offering a more precise and adaptable tool for financial institutions. Key customer information—such as credit history, credit ...
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The incorporation of Pythagorean fuzzy sets into credit risk assessment represents a relatively innovative approach for predicting loan defaults, offering a more precise and adaptable tool for financial institutions. Key customer information—such as credit history, credit mix, credit utilization, duration of credit history, income level, and employment stability—is obtained as linguistic variables. These linguistic assessments are then transformed into Pythagorean fuzzy numbers. The combined Pythagorean fuzzy information is subsequently processed using the Technique for Order of Preference by Similarity to Ideal Solution (TOPSIS). This approach employs a modified accuracy function to determine the Pythagorean fuzzy positive ideal solution and the Pythagorean fuzzy negative ideal solution. For distance calculations within the TOPSIS framework, spherical distance measurements are utilized. Alternatives are ranked based on the relative closeness coefficient and an adjusted index, collectively facilitating decision-making. The practical applicability of the proposed model is demonstrated through an illustrative numerical example.
Control and Optimization
Narges Hosseinzadeh; Elyas Shivanian; Saeid Abbasbandy
Abstract
This study employs the radial basis function-generated finite difference (RBF-FD) method to address high-dimensional elliptic differential equations under Dirichlet boundary conditions. The method utilizes polyharmonic spline functions (PHSs) combined with polynomials for approximation. ...
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This study employs the radial basis function-generated finite difference (RBF-FD) method to address high-dimensional elliptic differential equations under Dirichlet boundary conditions. The method utilizes polyharmonic spline functions (PHSs) combined with polynomials for approximation. A notable benefit of this approach is that PHSs do not require a shape parameter, simplifying implementation and enhancing numerical stability. The proposed method offers several advantages, including high accuracy, rapid computation, and adaptability to complex geometries and irregular node arrangements. It is particularly effective for high-dimensional problems, providing a mesh-free alternative that scales efficiently with increased complexity. Beyond scientific computing, the method is also applied to financial option pricing, where integro-differential equations are transformed into a series of second-order elliptic partial differential equations (PDEs). Numerical experiments demonstrate that the proposed algorithm significantly outperforms existing RBF-based approaches in both accuracy and efficiency. These strengths make it a robust tool for solving a wide range of PDEs in both regular and irregular domains.
Control and Optimization
Akbar Hashemi Borzabadi; Mohammad Gholami Baladezaei; Morteza Ghachpazan
Abstract
This paper explores the advantages of Sub-ODE strategy in deriving near-exact solutions for a class of linear and nonlinear optimal control problems (OCPs) that can be transformed into nonlinear partial differential equations (PDEs). Recognizing that converting an OCP into ...
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This paper explores the advantages of Sub-ODE strategy in deriving near-exact solutions for a class of linear and nonlinear optimal control problems (OCPs) that can be transformed into nonlinear partial differential equations (PDEs). Recognizing that converting an OCP into differential equations typically increases the complexity by adding constraints, we adopt the Sub-ODE method, as a direct method, thereby negating the need for such transformations to extract near exact solutions. A key advantage of this method is its ability to produce control and state functions that closely resemble the explicit forms of optimal control and state functions. We present results that demonstrate the efficacy of this method through several numerical examples, comparing its performance to various other approaches, thereby illustrating its capability to achieve near-exact solutions.
Control and Optimization
Maryam Yaghoubi; Fatemeh Dadmand
Abstract
Natural disasters, such as earthquakes, result in significant financial and human losses. Rescue operations play a crucial role in managing such crises. However, the lack of precise information and the damage or destruction of urban transportation routes ...
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Natural disasters, such as earthquakes, result in significant financial and human losses. Rescue operations play a crucial role in managing such crises. However, the lack of precise information and the damage or destruction of urban transportation routes following earthquakes introduces uncertainty into these operations. This study presents a multi-objective humanitarian logistics model that utilizes a mixed-integer nonlinear programming (MINLP) approach. The model considers the reliability of transportation routes after an earthquake, the standard response time for allocating personnel and relief equipment, and the coverage maximization. This model incorporates various uncertainties, including the reliability of the transportation network. Real data from the city of Gonabad, Iran, was used to evaluate the proposed model. The results and sensitivity analysis demonstrated that the model exhibits desirable performance.
Control and Optimization
Ahmad Sharif
Abstract
In this study, we explore soliton solutions for the conformable time-fractional Boussinesq equation utilizing the three-wave method. To validate the precision of our findings, we discuss specific special cases by adjusting certain potential parameters and also present the ...
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In this study, we explore soliton solutions for the conformable time-fractional Boussinesq equation utilizing the three-wave method. To validate the precision of our findings, we discuss specific special cases by adjusting certain potential parameters and also present the graphical representations of our results. The results achieved in this research align closely with those from previous studies, demonstrating enhanced accuracy and simplicity. Given the extensive applications of this equation in particle physics, understanding its dynamics is crucial. Consequently, employing methods that encompass a broad spectrum of solutions is imperative. The versatility of this method in yielding diverse solutions is evident in the results we have obtained. The solutions derived in this paper are novel and offer greater precision compared to previous works.
Control and Optimization
Atefeh Hassani Bafrani
Abstract
The primary objective of this paper is to enhance several well-known geometric constraint qualifications and necessary optimality conditions for nonsmooth semi-infinite optimization problems (SIPs). We focus on defining novel algebraic Mangasarian-Fromovitz type constraint qualifications, and on presenting ...
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The primary objective of this paper is to enhance several well-known geometric constraint qualifications and necessary optimality conditions for nonsmooth semi-infinite optimization problems (SIPs). We focus on defining novel algebraic Mangasarian-Fromovitz type constraint qualifications, and on presenting two Karush-Kuhn-Tucker type necessary optimality conditions for nonsmooth SIPs defined by locally Lipschitz functions. Then, by employing a new type of generalized invex functions, we present sufficient conditions for the optimality of a feasible point of the considered problems. It is noteworthy that the new class of invex functions we considered encompasses several classes of invex functions introduced previously. Our results are based on the Michel-Penot subdifferential.
Control and Optimization
Seyed Mohsen Izadyar; Mohammad Eshaghnezhad; Hossein Davoodi Yeganeh
Abstract
This study presents a model of a quantum dot laser with a planar cavity, employing numerical methods and artificial neural networks for simulation purposes. The investigation focuses on the influence of critical parameters, including the injection current into the active layer of the quantum dot ...
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This study presents a model of a quantum dot laser with a planar cavity, employing numerical methods and artificial neural networks for simulation purposes. The investigation focuses on the influence of critical parameters, including the injection current into the active layer of the quantum dot laser and the carrier relaxation time to a lower energy state level. The model delves into the intricate carrier and photon dynamics within the laser, solving a system of coupled equations that describe these interactions. The fourth-order Runge-Kutta method is utilized to solve these equations numerically. The results indicate that increased pumping power enhances the stable power levels and the peak power output of the laser. Additionally, analysis of the power versus intensity of current ($P-I$) characteristic curve reveals that a longer carrier relaxation time to a lower energy state leads to a higher threshold current and a reduction in the quantum efficiency of the device. The study also examines the laser switch-on time against the injection current. Finally, the deterioration in the quality of quantum dots and quantum wells is scrutinized. To gain deeper insights into the effect of increased pumping current on laser switch-on time, the study complements numerical findings with the application of artificial neural networks, yielding significant results.
Control and Optimization
Sharifeh Rezagholi; Arash Farhadi Hikooee
Abstract
This paper examines normal cones of the feasible set for mathematical programming problems with switching constraints (MPSC). Functions involved are assumed to be continuously differentiable. The primary focus is on providing the upper estimate of the Mordukhovich normal cone for ...
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This paper examines normal cones of the feasible set for mathematical programming problems with switching constraints (MPSC). Functions involved are assumed to be continuously differentiable. The primary focus is on providing the upper estimate of the Mordukhovich normal cone for the feasible set of MPSCs. First, a constraint qualification, called the ``MPSC-No Nonzero Abnormal Multiplier Constraint Qualification'', is considered for the problem. Based on this qualification, the main result of the paper is presented. Finally, an optimality condition, called the ``necessary M-stationarity condition'' is proposed for optimal solutions of the considered problems. Since other optimization problems with multiplicative constraints can be rewritten in the form of MPSCs, results obtained in this paper can be extended to a wider class of problems involving multiplicative constraints.
Control and Optimization
Majid Anjidani
Abstract
Designing dynamically stable controllers for a robot with 2r legs is challenging due to its complex hybrid dynamics (r>1). This paper proposes a technique to decompose the robot into r biped robots, where the influence of other robot parts on each biped can be modeled as external forces. This approach ...
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Designing dynamically stable controllers for a robot with 2r legs is challenging due to its complex hybrid dynamics (r>1). This paper proposes a technique to decompose the robot into r biped robots, where the influence of other robot parts on each biped can be modeled as external forces. This approach allows existing research on biped control to be applied to the quadruped robot. Time-invariant controllers, which typically ensure walking stability for planar point-footed bipeds, are selected for this purpose. For clarity, we focus on a planar point-footed quadruped for decomposition. We extend a recent reinforcement learning method to optimize these controller parameters for walking on slopes or under specific forces, while accounting for significant modeling errors in the quadruped. Simulation results demonstrate that our method achieves stable walking with the desired features and effectively compensates for modeling errors.
Control and Optimization
Masoomeh Ebrahimipour; Saeed Nezhadhosein; Seyed Mehdi Mirhosseini-Alizamini
Abstract
This paper presents an optimal robust adaptive technique for controlling a certain class of uncertain nonlinear affine systems. The proposed approach combines sliding mode control, a linear quadratic regulator for optimality, and gradient descent as an adaptive controller. ...
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This paper presents an optimal robust adaptive technique for controlling a certain class of uncertain nonlinear affine systems. The proposed approach combines sliding mode control, a linear quadratic regulator for optimality, and gradient descent as an adaptive controller. The convergence of the sliding mode control process is proven using two theorems based on the Lyapunov function. Simulation results for pendulum and inverted pendulum systems demonstrate that the proposed method outperforms both the linear quadratic regulator technique and the sliding mode control regarding reduced chattering and improved reaching time.
Control and Optimization
Hadi Adib; Akbar Mirzapour Babajan; Beitollah Akbari Moghaddam; Roozbeh Balounejad Nouri
Abstract
This paper explores the resilience optimization of Iran's banking sector in the face of exchange rate shocks---critical macroeconomic disturbances with extensive consequences. We develop a multi-sector macro-dynamic stochastic general equilibrium model encompassing essential economic components, ...
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This paper explores the resilience optimization of Iran's banking sector in the face of exchange rate shocks---critical macroeconomic disturbances with extensive consequences. We develop a multi-sector macro-dynamic stochastic general equilibrium model encompassing essential economic components, including firms, government, central bank, and the banking sector. This framework facilitates the simulation of the macroeconomic environment and allows for a thorough analysis of the banking sector's adaptive responses to exchange rate fluctuations. Our findings reveal optimization strategies that effectively mitigate the adverse effects of these shocks while maintaining equilibrium in the broader economy. Specifically, we discover that while an initial positive exchange rate shock can enhance banking sector performance, it ultimately triggers inflationary pressures that threaten profitability and operational stability in the medium to long term.
Control and Optimization
Ahmad Rezaee
Abstract
This paper introduces several Abadie-type constraint qualifications and derives necessary optimality conditions in the Karush-Kuhn-Tucker for both weakly efficient solutions and efficient solutions of a nonsmooth multi-objective semi-infinite programming problem characterized by locally Lipschitz ...
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This paper introduces several Abadie-type constraint qualifications and derives necessary optimality conditions in the Karush-Kuhn-Tucker for both weakly efficient solutions and efficient solutions of a nonsmooth multi-objective semi-infinite programming problem characterized by locally Lipschitz data. The findings are expressed in terms of the Micheal-Penot subdifferential.
Control and Optimization
Ali Valinejad; Afshin Babaei; Zahra Zarei
Abstract
This paper introduces a variable step size strategy for a stochastic time-delays Lotka-Volterra competition system. This adaptive strategy utilizes the Milstein method for numerical solutions. It employs two local error estimates, corresponding to the diffusion and drift components ...
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This paper introduces a variable step size strategy for a stochastic time-delays Lotka-Volterra competition system. This adaptive strategy utilizes the Milstein method for numerical solutions. It employs two local error estimates, corresponding to the diffusion and drift components of the model, to select and control the step sizes. The algorithm is described in detail, and numerical experiments are conducted to demonstrate the efficiency of the proposed method. The primary objective of this research is to propose a dynamic strategy for generating and controlling the step sizes in the finite difference algorithm employed. This adaptive approach accelerates the numerical procedure and improves efficiency compared to a constant-size scheme. As an analytical solution for the model is unavailable, a numerical estimation with a small fixed step size is considered a reference solution. The numerical results demonstrate the superior accuracy of the proposed strategy compared to a reference solution.
