Fuzzy qualitative simulation with multivariate constraints

Postprin

A survey on fuzzy fractional differential and optimal control nonlocal evolution equations

We survey some representative results on fuzzy fractional differential equations, controllability, approximate controllability, optimal control, and optimal feedback control for several different kinds of fractional evolution equations. Optimality and relaxation of multiple control problems, described by nonlinear fractional differential equations with nonlocal control conditions in Banach spaces, are considered.Comment: This is a preprint of a paper whose final and definite form is with 'Journal of Computational and Applied Mathematics', ISSN: 0377-0427. Submitted 17-July-2017; Revised 18-Sept-2017; Accepted for publication 20-Sept-2017. arXiv admin note: text overlap with arXiv:1504.0515

Adaptive Backstepping Control for Fractional-Order Nonlinear Systems with External Disturbance and Uncertain Parameters Using Smooth Control

In this paper, we consider controlling a class of single-input-single-output (SISO) commensurate fractional-order nonlinear systems with parametric uncertainty and external disturbance. Based on backstepping approach, an adaptive controller is proposed with adaptive laws that are used to estimate the unknown system parameters and the bound of unknown disturbance. Instead of using discontinuous functions such as the $\mathrm{sign}$ function, an auxiliary function is employed to obtain a smooth control input that is still able to achieve perfect tracking in the presence of bounded disturbances. Indeed, global boundedness of all closed-loop signals and asymptotic perfect tracking of fractional-order system output to a given reference trajectory are proved by using fractional directed Lyapunov method. To verify the effectiveness of the proposed control method, simulation examples are presented.Comment: Accepted by the IEEE Transactions on Systems, Man and Cybernetics: Systems with Minor Revision

Generation of Explicit Knowledge from Empirical Data through Pruning of Trainable Neural Networks

This paper presents a generalized technology of extraction of explicit knowledge from data. The main ideas are 1) maximal reduction of network complexity (not only removal of neurons or synapses, but removal all the unnecessary elements and signals and reduction of the complexity of elements), 2) using of adjustable and flexible pruning process (the pruning sequence shouldn't be predetermined - the user should have a possibility to prune network on his own way in order to achieve a desired network structure for the purpose of extraction of rules of desired type and form), and 3) extraction of rules not in predetermined but any desired form. Some considerations and notes about network architecture and training process and applicability of currently developed pruning techniques and rule extraction algorithms are discussed. This technology, being developed by us for more than 10 years, allowed us to create dozens of knowledge-based expert systems. In this paper we present a generalized three-step technology of extraction of explicit knowledge from empirical data.Comment: 9 pages, The talk was given at the IJCNN '99 (Washington DC, July 1999

Review of modern numerical methods for a simple vanilla option pricing problem

Option pricing is a very attractive issue of financial engineering and optimization. The problem of determining the fair price of an option arises from the assumptions made under a given financial market model. The increasing complexity of these market assumptions contributes to the popularity of the numerical treatment of option valuation. Therefore, the pricing and hedging of plain vanilla options under the Black–Scholes model usually serve as a bench-mark for the development of new numerical pricing approaches and methods designed for advanced option pricing models. The objective of the paper is to present and compare the methodological concepts for the valuation of simple vanilla options using the relatively modern numerical techniques in this issue which arise from the discontinuous Galerkin method, the wavelet approach and the fuzzy transform technique. A theoretical comparison is accompanied by an empirical study based on the numerical verification of simple vanilla option prices. The resulting numerical schemes represent a particularly effective option pricing tool that enables some features of options that are depend-ent on the discretization of the computational domain as well as the order of the polynomial approximation to be captured better

A Possibilistic and Probabilistic Approach to Precautionary Saving

This paper proposes two mixed models to study a consumer's optimal saving in the presence of two types of risk.Comment: Panoeconomicus, 201

Fuzzy set applications in engineering optimization: Multilevel fuzzy optimization

A formulation for multilevel optimization with fuzzy objective functions is presented. With few exceptions, formulations for fuzzy optimization have dealt with a one-level problem in which the objective is the membership function of a fuzzy set formed by the fuzzy intersection of other sets. In the problem examined here, the goal set G is defined in a more general way, using an aggregation operator H that allows arbitrary combinations of set operations (union, intersection, addition) on the individual sets Gi. This is a straightforward extension of the standard form, but one that makes possible the modeling of interesting evaluation strategies. A second, more important departure from the standard form will be the construction of a multilevel problem analogous to the design decomposition problem in optimization. This arrangement facilitates the simulation of a system design process in which different components of the system are designed by different teams, and different levels of design detail become relevant at different time stages in the process: global design features early, local features later in the process

Dimensional flow and fuzziness in quantum gravity: emergence of stochastic spacetime

We show that the uncertainty in distance and time measurements found by the heuristic combination of quantum mechanics and general relativity is reproduced in a purely classical and flat multi-fractal spacetime whose geometry changes with the probed scale (dimensional flow) and has non-zero imaginary dimension, corresponding to a discrete scale invariance at short distances. Thus, dimensional flow can manifest itself as an intrinsic measurement uncertainty and, conversely, measurement-uncertainty estimates are generally valid because they rely on this universal property of quantum geometries. These general results affect multi-fractional theories, a recent proposal related to quantum gravity, in two ways: they can fix two parameters previously left free (in particular, the value of the spacetime dimension at short scales) and point towards a reinterpretation of the ultraviolet structure of geometry as a stochastic foam or fuzziness. This is also confirmed by a correspondence we establish between Nottale scale relativity and the stochastic geometry of multi-fractional models.Comment: 25 pages. v2: minor typos corrected, references adde