Begell House Inc.
Journal of Automation and Information Sciences
JAI(S)
1064-2315
33
11
2001
Forming the Portfolio of Securities in View of Risk as a Problem of Parametric Optimization of Bundle of Trajectories
10
Fedor G.
Garashchenko
Kyiv National Taras Shevchenko University, Kyiv, Ukraine
Andrey P.
Verchenko
Kyiv National Taras Shevchenko University, Kyiv, Ukraine
Peter I.
Verchenko
Kyiv National Economic University, Kyiv, Ukraine
The problem of construction of static portfolio of securities, whose rate of return is assumed to be random variable with values from some bounded set and the density function is either prescribed or can be estimated. The portfolio risk is considered as variance of its rate of return. Solution of problem of management of the securities portfolio is reduced to a special problem of discrete optimization of trajectories bundle. Necessary conditions of optimality for such problems are given. For construction of iterative gradient procedures, expressions for calculation of partial derivatives of performance criterion with respect to parameters of optimization are derived.
Sets of Beloning in Problems of Signals Classification
13
Nikolay P.
Lepekha
Kyiv National Taras Shevchenko University, Kyiv
Nikolay Fedorovich
Kirichenko
V.M. Glushkov Institute of Cybernetics of National Academy of Sciences of Ukraine, Kyiv
Roman
Kuc
Yale University, Yale, USA
New mathematical tools for a signal classification and space objects recognition are considered by using special container sets proposed as some canonical geometric bodies in an attribute space to contain in a compact form the attribute points of learning sets. The tools are suitable for writing the condition of noncrossing for the container sets within the rules of pattern recognition. The results of the article represent the development of the ideas of object recognition from ultrasonic echoes by using an adaptive and mobile sonar sensors described by the authors in the previous articles.
Solar-GPS Navigation Dataware System for Spacecraft
12
Alexander I.
Tkachenko
International Research and Training Center of Information Technologies and Systems of National Academy of Sciences of Ukraine and Ministry of Education and Science of Ukraine, Kyiv
The possibility of parameters determination of a spacecraft orbital motion and of parameters of motion about its mass-center using sun sensors and GPS (Global Positioning System) user equipment is considered. The problem of determination of above-mentioned parameters under essential uncertainty of initial conditions is solved by means of state estimation algorithm, that possesses considerable convergence properties.
On Homogenization of Optimization Problems for Operator Equations of the Gammerstain Type. Part 1. The Regular Case
14
Peter I.
Kogut
Oles Honchar Dnepropetrovsk National University
Victor N.
Mizernyi
Vinnitsa National Technical University, Ukraine
The problem of homogenization of a problem of optimal control for the operator equation of the Gammerstain type is under investigation. Under the assumption that all components of mathematical description of the given problem depend on a certain small parameter e we investigate its behavior for e ® 0. The results of identification of the limit (homogenized) problem of optimal control are also given.
Averaging of Motion Equations in the Problem of Optimization with Respect to Operating Speed of Interorbital Transfer with Thrust of Constant Value in a Strong Central Gravity Field
13
Zoya V.
Pasechnik
Kyiv National Taras Shevchenko University, Kyiv, Ukraine
Igor Yu.
Vasil'ev
Kyiv National Taras Shevchenko University, Kyiv, Ukraine
Boris N.
Kiforenko
S.P. Timoshenko Istitute of Mechanics of National Academy of Sciences of Ukraine, Kiev, Ukraine
We consider the problem about the minimum time for transfer of a spacecraft with low thrust of constant value, which is regulated with respect to direction between arbitrary elliptic orbits in a central force field. We do not superimpose restrictions on position of the spacecraft for initial and terminal orbits. The analysis of the optimal control is carried out with application of the Pontryagin maximum principle. Taking into account specific peculiarities of motion with low thrust and large promptness around the center of gravity we make use of the Bogolyubov-Mitropolskiy method. In contrast to well-known solution by Edelbaum we succeeded to write down analytically the averaged equations of the optimal motion of the first approximation. By means of well-known first integrals and the new integral of averaged motion equations the corresponding two-point boundary problem was reduced to a form, which demands integration of the system of differential equations of the fourth order and determination of four unknown constants.
Investigation of the Effectiveness of the Optimal Control System for Space Telescope Mirror Shape
9
Valeriy N.
Kalugin
Institute of Space Research of National Academy of Sciences of Ukraine and National Space Agency of Ukraine
Sergey A.
Mudragel
Institute of Space Research of National Academy of Sciences of Ukraine and National Space Agency of Ukraine, Kyiv
Stanislav V.
Abramovich
Institute of Space Research of National Academy of Sciences of Ukraine and National Space Agency of Ukraine, Kyiv
Yuriy P.
Ladikov-Roev
Institute of Space Research of National Academy of Sciences of Ukraine and State Space Agency of Ukraine, Kiev, Ukraine
The effectiveness of the optimal control system for space telescope main mirror shape while correction of different typical distortions is investigated. Correction of distortions of the spherical aberration, coma of the third order and triangular coma type is considered. The values of the Tsernike polynomials for the considered distortions and the results of correction are cited. We also consider the effectiveness of the developed algorithms while correction of distortions in the presence of interference.
Calculation of Inverse Gilbert Matrix Using Bit-Logarithmic Data Representation
5
Vladimir P.
Gamayun
V.M. Glushkov Institute of Cybernetics of National Academy of Sciences of Ukraine, Kyiv
Lyudmila A.
Shalash
National Aviation University, Kyiv, Ukraine
Results of application of a special type of data encoding, the bit-logarithmic data representation, is considered. It ensures excluding a number of factors, that cause arising calculation errors. The processing technology is defined by arithmetical rules in bit-logarithmic representation and is illustrated in calculation of the inverse Hilbert matrix.
On One Approach to Control and Diagnostics of Power Plants
4
Valeriy F.
Frolov
Institute of Space Research of National Academy of Sciences of Ukraine and National Space Agency of Ukraine, Ukraine
The possibility of usage of power plants transients for determination of their technical condition is considered. A model of operation of "aging" technical system is suggested.