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STOCHASTIC MODEL PREDICTIVE CONTROL FOR SPACECRAFT RENDEZVOUS AND DOCKING VIA A DISTRIBUTIONALLY ROBUST OPTIMIZATION APPROACH

期刊: ANZIAM JOURNAL, 2021; 63 (1)

A stochastic model predictive control (SMPC) algorithm is developed to solve the problem of three-dimensional spacecraft rendezvous and docking with u......

MEAN-VARIANCE EQUILIBRIUM ASSET-LIABILITY MANAGEMENT STRATEGY WITH COINTEGRATED ASSETS

期刊: ANZIAM JOURNAL, 2020; 62 (2)

This paper investigates asset-liability management problems in a continuous-time economy. When the financial market consists of cointegrated risky ass......

ASYMPTOTIC BEHAVIOUR OF THE STOCHASTIC MAKI-THOMPSON MODEL WITH A FORGETTING MECHANISM ON OPEN POPULATIONS

期刊: ANZIAM JOURNAL, 2020; 62 (2)

Rumours have become part of our daily lives, and their spread has a negative impact on a variety of human affairs. Therefore, how to control the sprea......

GAME MODEL FOR ONLINE AND OFFLINE RETAILERS UNDER BUY-ONLINE AND PICK-UP-IN-STORE MODE WITH DELIVERY COST AND RANDOM DEMAND

期刊: ANZIAM JOURNAL, 2020; 62 (1)

Online retailers are increasingly adding buy-online and pick-up-in-store (BOPS) modes to order fulfilment. In this paper, we study a system of BOPS by......

A MODIFIED IMMERSED FINITE VOLUME ELEMENT METHOD FOR ELLIPTIC INTERFACE PROBLEMS

期刊: ANZIAM JOURNAL, 2020; 62 (1)

This paper presents a new immersed finite volume element method for solving second-order elliptic problems with discontinuous diffusion coefficient on......

OPTIMAL INVESTMENT AND CONSUMPTION WITH STOCHASTIC FACTOR AND DELAY

期刊: ANZIAM JOURNAL, 2019; 61 (1)

We analyse an optimal portfolio and consumption problem with stochastic factor and delay over a finite time horizon. The financial market includes a r......

JIF:0.33

NEW ADAPTIVE BARZILAI-BORWEIN STEP SIZE AND ITS APPLICATION IN SOLVING LARGE-SCALE OPTIMIZATION PROBLEMS

期刊: ANZIAM JOURNAL, 2019; 61 (1)

We propose a new adaptive and composite Barzilai-Borwein (BB) step size by integrating the advantages of such existing step sizes. Particularly, the p......

JIF:0.33

A NEW LINEAR AND CONSERVATIVE FINITE DIFFERENCE SCHEME FOR THE GROSS-PITAEVSKII EQUATION WITH ANGULAR MOMENTUM ROTATION

期刊: ANZIAM JOURNAL, 2019; 61 (2)

A new linear and conservative finite difference scheme which preserves discrete mass and energy is developed for the two-dimensional Gross-Pitaevskii ......

JIF:0.33

CALCULATION OF CRITICAL PARAMETERS FOR SPONTANEOUS COMBUSTION FOR SOME COMPLEX GEOMETRIES USING AN INDIRECT NUMERICAL METHOD

期刊: ANZIAM JOURNAL, 2018; 59 (3)

In the theory of spontaneous combustion, identifying the critical value of the Frank-Kamenetskii parameter corresponds to solving a bifurcation point ......

JIF:0.33

ON THE O(1/K) CONVERGENCE RATE OF THE ALTERNATING DIRECTION METHOD OF MULTIPLIERS IN A COMPLEX DOMAIN

期刊: ANZIAM JOURNAL, 2018; 60 (1)

We focus on the convergence rate of the alternating direction method of multipliers (ADMM) in a complex domain First, the complex form of variational ......

JIF:0.33

THE CONTROLLER DESIGN FOR SINGULAR FRACTIONAL-ORDER SYSTEMS WITH FRACTIONAL ORDER 0 < alpha < 1

期刊: ANZIAM JOURNAL, 2018; 60 (2)

We study the problem of pseudostate and static output feedback stabilization for singular fractional-order linear systems with fractional order a when......

JIF:0.33

OPTION PRICING UNDER THE KOBOL MODEL

期刊: ANZIAM JOURNAL, 2018; 60 (2)

We consider the pricing of European options under a modified Black-Scholes equation having fractional derivatives in the "spatial" (price) variable. T......

JIF:0.33

ASYMPTOTIC BEHAVIOUR OF A CLASS OF RESOURCE COMPETITION BIOLOGY SPECIES SYSTEM BY THE FRACTIONAL BROWNIAN MOTION

期刊: ANZIAM JOURNAL, 2017; 58 (3-4)

We analyse the asymptotic behaviour of a biological system described by a stochastic competition model with n species and k resources (chemostat model......

JIF:0.55

ON THE WELL-POSEDNESS OF A NONLINEAR HIERARCHICAL SIZE-STRUCTURED POPULATION MODEL

期刊: ANZIAM JOURNAL, 2017; 58 (3-4)

We analyse a nonlinear hierarchical size-structured population model with time-dependent individual vital rates. The existence and uniqueness of nonne......

JIF:0.55

APPROXIMATE CONTROLLABILITY OF POPULATION DYNAMICS WITH SIZE DEPENDENCE AND SPATIAL DISTRIBUTION

期刊: ANZIAM JOURNAL, 2017; 58 (3-4)

We investigate the approximate controllability of a size- and space-structured population model, for which the control function acts on a subdomain an......

JIF:0.55

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