1 |
S. Boyd and L. Vandenberghe, "Convex optimization," Cambridge University press, 2004.
|
2 |
A. E. Bryson, and Y. C. Ho, Applied Optimal Control: Optimization, Estimation, and Control, John Wiley & Sons Inc, 1979.
|
3 |
우춘식, 김성하, "포트폴리오 제어거래전략의 유용성에 관한연구", 금융공학연구, vol. 6,no.1,pp.117-145,2007.
|
4 |
J. Primbs and Y. Yamada, "A new computational tool for analyzing dynamic hedging under transaction costs" , Quantitative Finance, vol. 8, no. 4, pp. 405-413, June 2008.
DOI
ScienceOn
|
5 |
W.J. Sutherland "The best solution" Nature 435:569, 2005.
DOI
ScienceOn
|
6 |
J.-L. Prigent. ''portfolio optimization and perfonnance analysis," Chapman and HalI/CRC, 2007.
|
7 |
A. Sarychev, A. Shiryaev, M. Guerra, and M. do Rosario Grossinho, ''Mathematical control theory and finance," Springer, 2010.
|
8 |
M. Clerc, J. Kennedy, "The particle swarm - explosion, stability, and convergence in a multidimensional complex space," IEEE Transactions on Evolutionary Computation 6(1), 58-73, 2002.
DOI
ScienceOn
|
9 |
C. Houck, J. Joins, and M. Kay, "A genetic algorithm for function optimization: a matlab implementation," NCSU-IE, TR95-09, 1995.
|
10 |
Pang-Kai Liu and Feng-Sheng Wan, "Inference of biochemical network models in S-System using multi-objective optimization approac," vol. 24, no. 8:1085-1092,2008.
|
11 |
Julio R Banga, "Optimization in computational systems biology," BMC Systems Biology, 2:47, 2008.
DOI
|
12 |
L. Ljung, System Identification: Theory for The User 2nd Ed, Prentice Hall, 1999.
|
13 |
L. You and J. Yin, "Evolutionary design on a budget: robustness and optimality of bacteriophage T7," IET Systems Biology, vol. 153(2), pp. 46-52, March 2006.
DOI
|
14 |
Mesarovic, Mihajlo D, Systems Theory and Biology, Berlin: Springer-Verlag,1968.
|
15 |
Klipp E, Herwig R, Kowald A, Wierling C, and Lehrach H. "Systems biology in practice: concepts, implementation and application," Wiley-VCH, Weinheim, 2005.
|
16 |
H. Song, "Equilibrium optimization (EOPT) with a nonlinear interior point method," Proc. of 2006 IEEE PES GM, Montreal, Quebec, 2006.
|
17 |
G. L. Torres, and V. H. Quintana, "On a nonlinear multiplecentrality- corrections interior-point method for optimal power flow," IEEE Trans. Power Systems, vol. 16, pp. 222-228, 2001.
DOI
ScienceOn
|
18 |
N. Karmarkar, ''A new polynomial-time algorithm for linear programming," Combinatorica, vol. 4, pp. 373-395, 1984.
DOI
ScienceOn
|
19 |
O. Alsac, J. Bright, M. Prais, and B. Stott, ''Further developments in LP-based optimal power flow," IEEE Trans. Power Systems, vol. 5,pp.697-711,1990.
DOI
ScienceOn
|
20 |
B. Stott, O. Alsac, and A. J. Monticelli, "Security analysis and optimization," Proc. IEEE, vol. 75,pp. 1623-1644, Dec. 1987.
DOI
|
21 |
Hector J. Sussmann and Jan C. Willems "300 years of optimal control: from the Barchystochrone to the maximmn principle." IEEE Control Systems Magazine, vol. 17, no. 3,pp. 32-44,1997.
DOI
|
22 |
K. R. Frisch, The logarithmic potential method of convex programming, manuscript, university institute of economics, Oslo, Norway, 1955.
|
23 |
김석균, 김정수, 윤태웅, "산발적인 데이터를 이용한 HIV 변이모델의 파라미터 추정," 제어 . 로봇 . 시스템학회 논문지, 제17권 제8호, pp.753-759,2011
|
24 |
M. Capinski, T. Zastawniak, Mathematics for Finance: an Introduction to Financial Engineering, Springer, 2010.
|
25 |
D. Gan, R. J. Thomas, and R. D. Zimmerman, "Stabilityconstrained optimal power flow," IEEE Trans. Power Systems, vol. 15, pp. 535-540,2000.
DOI
ScienceOn
|
26 |
Z. Zhou, "Interior point based optimal voltage stability, oscillatory stability and ATC margin boundary tracing," Ph.D. dissertation, Dept. Elect. Eng. and Comp. Eng., Iowa State Dniv., 2004.
|
27 |
R. D. C. Monteiro and I. Adler, ''Interior path following primaldual algorithms. Part II: Convex quadratic progrannning," Math. Program, vol. 44, pp. 43-66, 1989.
DOI
ScienceOn
|
28 |
S. Granville, "Optimal reactive dispatch through interior point methods," IEEE Trans. Power Systems, vol. 9, pp. 136-146, 1994.
DOI
ScienceOn
|
29 |
A. V. Fiacco and G. P. McCormick, Nonlinear Programming: Sequential Unconstrained Minimization Techniques, John Wiley & Sons, 1968.
|
30 |
S. J. Wright, Primal-Dual Interior Point Methods, SIAM, 1997.
|
31 |
J. Carpentier, "Contnbution to the economic dispatch problem," Bull. Soc. France Elect, vol. 8, pp. 431-437, 1962.
|
32 |
F. L. Lewis, L. Xie, and D. Popa, Optimal and Robust Estimation: with an Introduction to Stochastic Control Theory 2nd Ed, CRC Press, 2007.
|
33 |
M. Kvasnica, P. Grieder, and M. Baoti'c, Multi-parametric toolbox (MPT), 2004. [Online]. Available: http://control.ee.ethz.ch/mpt/
|
34 |
H. W. Dommel and W. F. Tinney, "Optimal power flow solutions," IEEE Trans. PAS, vol. 87,pp.1866-l876, 1968.
|
35 |
D. Sun, B. Ashley, B. Brewer, B. A. Hughes, and W. F. Tinney, "Optimal power flow by newton approach," IEEE Trans. PAS, vol.103, pp.2864-2875, 1984.
|
36 |
J.-S. Kim, T.-W. Yoon, A. Jadbabaie, and C. De Persis, "Inputto- state stabilizing finite horizon MPC for neutrally stable linear discrete-time systems with input constraints," Systems & Control Letters, vol.55, no.4, pp.293.303, 2006.
DOI
ScienceOn
|
37 |
J. Skaf, "Convex optimization formulation of controller design problems," Ph.D Thesis, Stanford University, 2009.
|
38 |
J. D. Dona, G. Goodwin, andM. Seron, Constrained Control and Estimation, Springer Verlag, 2004.
|