GLORIA

GEOMAR Library Ocean Research Information Access

Your email was sent successfully. Check your inbox.

An error occurred while sending the email. Please try again.

Proceed reservation?

Export
Filter
  • Mathematics  (3)
Material
Publisher
Language
Years
FID
  • Mathematics  (3)
  • 1
    Online Resource
    Online Resource
    Hindawi Limited ; 2014
    In:  Journal of Applied Mathematics Vol. 2014 ( 2014), p. 1-12
    In: Journal of Applied Mathematics, Hindawi Limited, Vol. 2014 ( 2014), p. 1-12
    Abstract: A novel active disturbance rejection control (ADRC) controller is proposed based on support vector regression (SVR). The SVR-ADRC is designed to force an underactuated autonomous underwater vehicle (AUV) to follow a path in the horizontal plane with the ocean current disturbance. It is derived using SVR algorithm to adjust the coefficients of the nonlinear state error feedback (ELSEF) part in ADRC to deal with nonlinear variations at different operating points. The trend of change about ELSEF coefficients in the simulation proves that the designed SVR algorithm maintains the characteristics of astringency and stability. Furthermore, the path following errors under current in simulation has proved the high accuracy, strong robustness, and stability of the proposed SVR-ADRC. The contributions of the proposed controller are to improve the characteristics of ADRC considering the changing parameters in operating environment which make the controller more adaptive for the situation.
    Type of Medium: Online Resource
    ISSN: 1110-757X , 1687-0042
    Language: English
    Publisher: Hindawi Limited
    Publication Date: 2014
    detail.hit.zdb_id: 2578385-3
    SSG: 17,1
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
  • 2
    Online Resource
    Online Resource
    Hindawi Limited ; 2014
    In:  Journal of Applied Mathematics Vol. 2014 ( 2014), p. 1-8
    In: Journal of Applied Mathematics, Hindawi Limited, Vol. 2014 ( 2014), p. 1-8
    Abstract: The pricing problem of geometric average Asian option under fractional Brownian motion is studied in this paper. The partial differential equation satisfied by the option’s value is presented on the basis of no-arbitrage principle and fractional formula. Then by solving the partial differential equation, the pricing formula and call-put parity of the geometric average Asian option with dividend payment and transaction costs are obtained. At last, the influences of Hurst index and maturity on option value are discussed by numerical examples.
    Type of Medium: Online Resource
    ISSN: 1110-757X , 1687-0042
    Language: English
    Publisher: Hindawi Limited
    Publication Date: 2014
    detail.hit.zdb_id: 2578385-3
    SSG: 17,1
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
  • 3
    Online Resource
    Online Resource
    Hindawi Limited ; 2013
    In:  Journal of Applied Mathematics Vol. 2013 ( 2013), p. 1-6
    In: Journal of Applied Mathematics, Hindawi Limited, Vol. 2013 ( 2013), p. 1-6
    Abstract: Geometric-average Asian option pricing model with monotonous transaction cost rate under fractional Brownian motion was established. The method of partial differential equations was used to solve this model and the analytical expressions of the Asian option value were obtained. The numerical experiments show that Hurst exponent of the fractional Brownian motion and transaction cost rate have a significant impact on the option value.
    Type of Medium: Online Resource
    ISSN: 1110-757X , 1687-0042
    Language: English
    Publisher: Hindawi Limited
    Publication Date: 2013
    detail.hit.zdb_id: 2578385-3
    SSG: 17,1
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
Close ⊗
This website uses cookies and the analysis tool Matomo. More information can be found here...