Results in Control and Optimization最新文献_第7页

Portfolio optimization with MOPSO-Shrinkage hybrid model 基于mopso -收缩混合模型的投资组合优化

Results in Control and Optimization Pub Date : 2025-03-28 DOI: 10.1016/j.rico.2025.100553

Minh Tran, Nhat M. Nguyen

{"title":"Portfolio optimization with MOPSO-Shrinkage hybrid model","authors":"Minh Tran, Nhat M. Nguyen","doi":"10.1016/j.rico.2025.100553","DOIUrl":"10.1016/j.rico.2025.100553","url":null,"abstract":"<div><div>This paper introduces a novel framework for portfolio optimization that integrates Multi-Objective Particle Swarm Optimization (MOPSO) with shrinkage covariance estimators, referred to as the MOPSO-Shrinkage hybrid model. The main contribution of this study lies in combining the adaptive search capabilities of evolutionary algorithms with robust covariance estimation techniques to enhance portfolio allocation in mature financial markets. Unlike traditional shrinkage covariance models, which struggle in highly dynamic environments, our hybrid model optimally selects stocks and improves risk-adjusted returns. Empirical analysis on US stock market data from 2013 to 2023 demonstrates that MOPSO-Shrinkage models consistently outperform traditional shrinkage models, achieving higher returns, lower volatility, and superior Sharpe ratios. Among the hybrid models, MOPSO-SSIM exhibits the best performance, with an average annual return of 18.86% and a Sharpe ratio of 1.27, while significantly reducing portfolio risk. Rigorous statistical tests confirm the robustness of the model, showing that MOPSO-Shrinkage significantly outperforms traditional methods. These findings suggest that the proposed approach is well-suited for traders seeking higher risk-adjusted returns and portfolio stability in volatile markets.</div></div>","PeriodicalId":34733,"journal":{"name":"Results in Control and Optimization","volume":"19 ","pages":"Article 100553"},"PeriodicalIF":0.0,"publicationDate":"2025-03-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143767865","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

On the modeling and stability analysis of fractional typhoid fever model with optimal control 带最优控制的分级伤寒模型建模及稳定性分析

Results in Control and Optimization Pub Date : 2025-03-27 DOI: 10.1016/j.rico.2025.100552

Ayuba Sanda , M.R. Odekunle , Abdulfatai Atte Momoh , Déthié Dione

{"title":"On the modeling and stability analysis of fractional typhoid fever model with optimal control","authors":"Ayuba Sanda , M.R. Odekunle , Abdulfatai Atte Momoh , Déthié Dione","doi":"10.1016/j.rico.2025.100552","DOIUrl":"10.1016/j.rico.2025.100552","url":null,"abstract":"<div><div>Typhoid fever remains a major public health hazard on a global scale. It is primarily transmitted by contaminated food and water, particularly in places with poor sanitation. This work presents a novel deterministic fractional model for the dynamics of typhoid fever transmission that considers memory and genetic influences using the Atangana–Baleanu derivative. This work uses fractional calculus to show the dynamics of typhoid transmission while accounting for factors such as environmental contamination and the emergence of drug-resistant variants. Requirements for the global asymptotic stability of both endemic and disease-free equilibria are developed by a thorough stability analysis, providing a theoretical basis for comprehending the thresholds required to reduce or eliminate typhoid fever. A comprehensive sensitivity investigation identifies key parameters influencing the basic reproduction number <span><math><msub><mrow><mi>R</mi></mrow><mrow><mn>0</mn></mrow></msub></math></span>. The application of optimal control theory, which demonstrates that the best outcomes in reducing the burden of disease are achieved when vaccination, treatment, and personal hygiene are integrated, also makes it possible to evaluate various intervention choices. The practical significance of the model for public health authorities is illustrated by numerical simulations that compare the model’s predictions with actual epidemiological data. The value of the model for public health professionals is highlighted by numerical statistics. The application of optimal control theory, which demonstrates that the best outcomes in reducing the burden of disease are achieved when vaccination, treatment, and personal hygiene are integrated, also makes it possible to evaluate various intervention choices.</div></div>","PeriodicalId":34733,"journal":{"name":"Results in Control and Optimization","volume":"19 ","pages":"Article 100552"},"PeriodicalIF":0.0,"publicationDate":"2025-03-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143784008","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Experimental realization of PSO-based hybrid adaptive sliding mode control for force impedance control systems 基于pso的力阻抗混合自适应滑模控制的实验实现

Results in Control and Optimization Pub Date : 2025-03-22 DOI: 10.1016/j.rico.2025.100548

Sarucha Yanyong, Somyot Kaitwanidvilai

引用次数: 0

A novel swarm intelligence-based approach for solving optimal power flow problems in modern power systems 基于群智能的现代电力系统最优潮流问题求解方法

Results in Control and Optimization Pub Date : 2025-03-22 DOI: 10.1016/j.rico.2025.100555

Haewon Byeon , Wajdi Alghamdi , Munni Evin , M. Sucharitha , D. David Neels Ponkumar , A. Prakash , J. Sunil

{"title":"A novel swarm intelligence-based approach for solving optimal power flow problems in modern power systems","authors":"Haewon Byeon , Wajdi Alghamdi , Munni Evin , M. Sucharitha , D. David Neels Ponkumar , A. Prakash , J. Sunil","doi":"10.1016/j.rico.2025.100555","DOIUrl":"10.1016/j.rico.2025.100555","url":null,"abstract":"<div><div>Optimal power flow is the major concern with electric power systems. According to the OPF issue solution, the most suitable points are the compensator output, transformer tap, generator voltage, and generator output powers. In order to solve the optimum power flow difficulties related to the C-UPFC, this research suggested an Improved Pelican optimization algorithm (IPOA). Install the superior flexible AC transmission system (FACTS) in accordance with the transmission line (TL) in a series configuration to provide independent voltage control that combines power flow regulation. The suggested POA method ensures efficiency over the conventional IEEE 57 bus systems. Define the emission fuel cost and fuel cost during the C-UPFC installation. The suggested C-UPFC, when integrated optimally, considerably improves the voltage profile by decreasing power loss, as shown in the experiments. In addition, compared to all previous methods, the suggested algorithm produces superior outcomes, with the suggested method, you may expect to pay 202 tons per hour for emissions and 799.56 tons per hour for gasoline.</div></div>","PeriodicalId":34733,"journal":{"name":"Results in Control and Optimization","volume":"19 ","pages":"Article 100555"},"PeriodicalIF":0.0,"publicationDate":"2025-03-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143705252","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

An enhanced TOPSIS-based framework for MCDM with uncertain weights: Application to e-waste recycling partner selection 基于topsis的不确定权重MCDM的改进框架：在电子垃圾回收伙伴选择中的应用

Results in Control and Optimization Pub Date : 2025-03-21 DOI: 10.1016/j.rico.2025.100545

Sandhya Priya Baral, Prashanta Kumar Parida, Diptirekha Sahoo

引用次数: 0

Design and simulation of reduced switch converter based solar PV and energy storage fed shunt active power filter with butterfly optimization 基于蝶形优化的太阳能光伏储能并联有源滤波器设计与仿真

Results in Control and Optimization Pub Date : 2025-03-20 DOI: 10.1016/j.rico.2025.100554

Koganti Srilakshmi , Sravanthy Gaddameedhi , Alapati Ramadevi , Praveen Kumar Balachandran , J. Ganesh Prasad Reddy , Ramprasad Vangalapudi

{"title":"Design and simulation of reduced switch converter based solar PV and energy storage fed shunt active power filter with butterfly optimization","authors":"Koganti Srilakshmi , Sravanthy Gaddameedhi , Alapati Ramadevi , Praveen Kumar Balachandran , J. Ganesh Prasad Reddy , Ramprasad Vangalapudi","doi":"10.1016/j.rico.2025.100554","DOIUrl":"10.1016/j.rico.2025.100554","url":null,"abstract":"<div><div>This work optimally designs the shunt active power filter powered by battery storage and a solar PV system in addition to the reduced switch converters connected across DC bus. The gain values of the proportional integral controller for the shunt and energy storage system are considered as control parameters and properly adjusted utilizing a nature-inspired butterfly optimization algorithm. This proposed work seeks to accomplish the following main goals: (1) stabilizing DC bus voltage within a short period of time (<em>sec</em>) during load and sun irradiation variations (2) suppressing harmonics in current waveforms thereby improving power factor. The efficiency of the optimally designed controller is examined with three test studies using MATLAB/Simulink. Subsequently, the obtained outcomes are then compared with the standard fuzzy logic, PIC, sliding mode controllers in addition to genetic algorithm, biogeography-based optimization metaheruristic methods. Upon analyzing the results, it is evident that the suggested approach gives a Total Harmonic Distortion of 2.27 %, 2.24 %, and 4.555 % for the three test cases respectively. However, this THD values are lower when compared to other methods, in addition DC bus voltage is achieved within a short settling time of 0.02 s.</div></div>","PeriodicalId":34733,"journal":{"name":"Results in Control and Optimization","volume":"19 ","pages":"Article 100554"},"PeriodicalIF":0.0,"publicationDate":"2025-03-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143705251","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Parameter estimation and speed control of real DC motor with low resolution encoder 带低分辨率编码器的直流电机参数估计与转速控制

Results in Control and Optimization Pub Date : 2025-03-16 DOI: 10.1016/j.rico.2025.100549

Celal Onur Gökçe , Mahmut Esat İpek , Mehmet Dayıoğlu , Rıdvan Ünal

{"title":"Parameter estimation and speed control of real DC motor with low resolution encoder","authors":"Celal Onur Gökçe , Mahmut Esat İpek , Mehmet Dayıoğlu , Rıdvan Ünal","doi":"10.1016/j.rico.2025.100549","DOIUrl":"10.1016/j.rico.2025.100549","url":null,"abstract":"<div><div>In this study, parameter estimation and speed control of a real brushed Direct Current (DC) motor are conducted. For parameter estimation, a popular iterative optimization algorithm, namely Particle Swarm Optimization (PSO), is used. The motor is assumed to have first-order dynamics, which are a reasonable assumption for most DC motors in practical use and two parameters representing the mathematical model of the model are estimated. The step response of the open-loop system is used as data for the parameter estimation algorithm. Using the estimated parameters simulations are conducted for closed loop Proportional-Integral (PI) control. Experiments on a real brushed DC motor are also conducted for closed-loop PI control of rotor speed. Speed of motor is measured using single channel low resolution optical encoder. Due to low resolution of speed sensor, precision of the whole system is limited and oscillations are observed in speed output measured. Controlling low-resolution sensor systems is important for two reasons. First, cost of the system is quite low compared with high resolution sensors. Second, for some real systems, especially with small physical dimensions, high resolution sensors may not be available at all. So, one of the important aspects of this study is to analyze low resolution sensor systems. As a closed loop controller, simple but popular PI controller is chosen to show the compatibility of experimental results with simulations. Oscillations around reference value are less than 10% in both simulations and experiment results. In real experiments, oscillations are slightly higher due to low resolution of encoder which is expected due to quantization error. Several parameters are used for controller and results are reported and discussed in corresponding sections.</div></div>","PeriodicalId":34733,"journal":{"name":"Results in Control and Optimization","volume":"19 ","pages":"Article 100549"},"PeriodicalIF":0.0,"publicationDate":"2025-03-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143680537","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

A fuzzy multi-agent model of project portfolio scheduling and selection taking into account environmental resilience 考虑环境弹性的项目组合调度与选择的模糊多智能体模型

Results in Control and Optimization Pub Date : 2025-03-14 DOI: 10.1016/j.rico.2025.100544

Hadis Gholami , Amir Azizi , Majid Sabzehparvar , Davood Jafari

{"title":"A fuzzy multi-agent model of project portfolio scheduling and selection taking into account environmental resilience","authors":"Hadis Gholami , Amir Azizi , Majid Sabzehparvar , Davood Jafari","doi":"10.1016/j.rico.2025.100544","DOIUrl":"10.1016/j.rico.2025.100544","url":null,"abstract":"<div><div>In the context of increasing complexity and uncertainty in project management, this research introduces a Fuzzy Multi-Agent Model for Project Portfolio Scheduling and Selection that emphasizes environmental resilience. The model leverages fuzzy logic to address the inherent vagueness in project evaluation criteria, allowing for a more nuanced assessment of potential projects. By employing a multi-agent system, the framework facilitates decentralized decision-making, enabling diverse stakeholders to collaborate effectively in the selection and scheduling processes. The study highlights the importance of integrating environmental considerations into project portfolio management, recognizing that sustainable practices are essential for long-term organizational success. The model was analyzed using a multi-objective genetic algorithm, and the results suggested that the model could be solved in various dimensions and that with the increase in dimensions, the values of the objective functions increased as well. The model was then analyzed, and the results of the sensitivity analysis indicated that the parameter of pollution level had the greatest effect on environmental issues and resilience, followed by static waste production, then active waste production, and finally saleable waste. The findings will serve as a guide for practitioners and researchers alike, paving the way for more adaptive and sustainable project portfolio management strategies in the face of uncertainty and change.</div></div>","PeriodicalId":34733,"journal":{"name":"Results in Control and Optimization","volume":"19 ","pages":"Article 100544"},"PeriodicalIF":0.0,"publicationDate":"2025-03-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143695923","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Decision-making framework with q-rung picture fuzzy linguistic information and its applications to logistics hubs during disaster response establishment 基于q阶图像模糊语言信息的决策框架及其在物流枢纽灾害响应建立中的应用

Results in Control and Optimization Pub Date : 2025-03-08 DOI: 10.1016/j.rico.2025.100541

Gia Sirbiladze , Harish Garg , Bidzina Midodashvili , Irakly Parshutkin , Bezhan Ghvaberidze

{"title":"Decision-making framework with q-rung picture fuzzy linguistic information and its applications to logistics hubs during disaster response establishment","authors":"Gia Sirbiladze , Harish Garg , Bidzina Midodashvili , Irakly Parshutkin , Bezhan Ghvaberidze","doi":"10.1016/j.rico.2025.100541","DOIUrl":"10.1016/j.rico.2025.100541","url":null,"abstract":"<div><div>In the decision-making matrix of modern interactive multi-attribute group decision-making (MAGDM) models, we find such syntactic-semantic forms of presentation of experts' cognitive information that thoroughly ensure the expert's maximum intellectual activity in the decision-making process. Both quantitative and qualitative experts’ activities are considered in q-rung picture fuzzy linguistic sets (q-RPFLSs) environment. The operations based on dual Archimedean t-norms and s-norms on q-rung picture fuzzy linguistic numbers (q-RPFLNs) are defined, which ensure the closure of operation results in q-RPFLNs. The extensions of the Choquet integral averaging (CA) and geometric (CG) operators for q-RPFLNs-arguments are constructed. In order to increase consideration of interaction between attributes in MAGDM models, Archimedean q-RPFLSs associated probability averaging and geometric operators are introduced, which in the q-RPFLNs environment, in a certain sense, represent the extensions of the CA and CG operators. The new operators are averaging type aggregation operators. In order to better illustrate the obtained results, a practical, high-value interactive MAGDM problem - temporary logistics hubs location selection problem is considered. The different results of the extended Choquet aggregations compared to the classical Choquet integral aggregations are explained, which are mainly due to the high degree of attributes interaction in decision-making procedure. The obtained results are also compared to the ranked aggregations of well-known decision-making methods such as TOPSIS, VIKOR and TODIM.</div></div>","PeriodicalId":34733,"journal":{"name":"Results in Control and Optimization","volume":"19 ","pages":"Article 100541"},"PeriodicalIF":0.0,"publicationDate":"2025-03-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143680536","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Enhanced Gaining-Sharing Knowledge-based algorithm 改进的增益共享知识算法

Results in Control and Optimization Pub Date : 2025-03-07 DOI: 10.1016/j.rico.2025.100542

Mohammed Adnan Jawad , Heba Sayed Mohamed Roshdy , Ali Wagdy Mohamed

{"title":"Enhanced Gaining-Sharing Knowledge-based algorithm","authors":"Mohammed Adnan Jawad , Heba Sayed Mohamed Roshdy , Ali Wagdy Mohamed","doi":"10.1016/j.rico.2025.100542","DOIUrl":"10.1016/j.rico.2025.100542","url":null,"abstract":"<div><div>This article suggests an Enhanced Gaining-Sharing Knowledge-based algorithm (eGSK) to resolve unrestricted optimization minimization problems over a continuous space. This algorithm is based on the idea that people learn and share knowledge throughout their lives. The modification is fundamentally inspired by the principles of Adjust Selection Criteria, Modify Parameters Setup, and Escaping from Local Minimum Solutions, respectively. We conducted comparisons and statistical tests with the Gaining-Sharing Knowledge-based algorithm (GSK) and other algorithms to verify and analyze the performance of the eGSK algorithm. We also performed numerical experiments on 29 test problem sets in 10, 30, 50, and 100 dimensions from the Congress on Evolutionary Computation (CEC) 2017 benchmark. The results were compared with three GSK variant algorithms, seven state-of-the-art algorithms, and GSK alongside components of the eGSK algorithm. According to test results, the eGSK algorithm performs exceptionally well at solving optimization problems with 30, 50, and 100 dimensions and is competitive in 10 dimensions. This means the proposed eGSK algorithm outperforms its competitors and achieves more competitive results, especially with high dimensions.</div></div>","PeriodicalId":34733,"journal":{"name":"Results in Control and Optimization","volume":"19 ","pages":"Article 100542"},"PeriodicalIF":0.0,"publicationDate":"2025-03-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143644162","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0