Enhancing automic and optimal control systems through graphical structures

SK Panda, I Khan, V Velusamy, S Niazai - Scientific Reports, 2024 - nature.com
The concept of graphical structures of extended suprametric space is introduced in this study
and applied to supra-graphical contractive map**. A recursive algorithm in connection …

Optimal control methodology for the counter-terrorism strategies: The relaxation based approach

V Azhmyakov, EI Verriest, M Bonilla, S Pickl - Journal of the Franklin …, 2022 - Elsevier
This paper deals with a novel application of the advanced optimal control techniques to a
Counter-Terrorism optimal decision-making problem. The recently developed model of the …

On a Data-Driven Optimization Approach to the PID-Based Algorithmic Trading

V Azhmyakov, I Shirokov, Y Dernov… - Journal of Risk and …, 2023 - mdpi.com
This paper proposes an optimal trading algorithm based on a novel application of
conventional control engineering (CE). We consider a fundamental CE concept, namely, the …

Application of a Switched PIDD Type Control Strategy to the Model-Free Algorithmic Trading

V Azhmyakov, I Shirokov, LAG Trujillo - IFAC-PapersOnLine, 2022 - Elsevier
Our paper is devoted to an applications of the feedback control methodology to the modern
Algorithmic Trading (AT). The controller we propose performs a specific four term control …

Robust state estimations in controlled ARMA processes with the non-Gaussian noises: applications to the delayed dynamics

V Azhmyakov, JP Arango, M Bonilla, RJ del Toro… - IFAC-PapersOnLine, 2021 - Elsevier
This paper deals with a novel theoretic approach to the robust state estimations in discrete-
time dynamic systems with the non-Gaussian correlated stochastic noises. The methodology …

A Formal Approach to Optimally Configure a Fully Connected Multilayer Hybrid Neural Network

G Chakraborty, V Azhmyakov, LAG Trujillo - Mathematics, 2025 - search.proquest.com
This paper is devoted to a novel formal analysis, optimizing the learning models for
feedforward multilayer neural networks with hybrid structures. The proposed mathematical …

[PDF][PDF] On the Proportional-Integral-Derivative based trading algorithm under the condition of the log-normal distribution of stock market data

V Azhmyakov, I Shirokov, Y Dernov… - … and Applications in …, 2022 - researchgate.net
Our paper deals with a novel trading algorithm based on the conventional feedback control
methodology. A profitable trading algorithm design for stock markets constitutes a very …

A gradient algorithm for solution of the optimal control problem for hybrid switching systems

HA Salehi, B Tavassoli - Optimal Control Applications and …, 2020 - Wiley Online Library
In this article, an algorithm is presented for solving the optimal control problem for the
general form of a hybrid switching system. The cost function comprises terminal, running and …

Stabilization of a class of switched dynamic systems: the Riccati-equation-based Approach

M Bonilla, NA Aguillón, MA Ortiz Castillo… - IMA Journal of …, 2022 - academic.oup.com
Our paper deals with the stabilization of a class of time-dependent linear autonomous
complex systems with a switched structure. The initially given switched dynamic system is …

On the Optimal Control Approach to the Hybrid Deep Learning

V Azhmyakov, LAG Trujillo… - 2024 10th International …, 2024 - ieeexplore.ieee.org
This paper proposes a novel interpretation of the hybrid Deep Learning (DL) models in the
form of an auxiliary semiclassical Optimal Control Problem (OCP) with a switched structure …