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Titel:

An Automation-Based Extension of Multiple Model Control with an Application to Financial Markets

Dokumenttyp:
Konferenzbeitrag
Art des Konferenzbeitrags:
Textbeitrag / Aufsatz
Autor(en):
Kotyczka, P.; Feiler, M. J.
Seitenangaben Beitrag:
pp. 643-648
Kapitel Beitrag:
Article number 7074476
Abstract:
In this paper we present an extension of the multiple model methodology by a prognosis mechanism based on learning automata. The approach aims at reducing or even cancelling the occurrence of the inherent control error, which is due to the delayed identification of the active model. We consider the case of a random environment which can be modelled as a Markov process whose state transitions are to be anticipated by the automaton. While a correct prognosis avoids the control error, a false predi...     »
Stichworte:
Learning automata; Markov chains; Multiple model control; Automata theory; Commerce; Finance
Dewey-Dezimalklassifikation:
620 Ingenieurwissenschaften
Herausgeber:
Institute of Electrical and Electronics Engineers Inc.
Kongress- / Buchtitel:
Proceedings of the European Control Conference
Kongress / Zusatzinformationen:
European Control Conference [10th, 2009, Budapest, Hungary]
Konferenzort:
Budapest, Hungary
Datum der Konferenz:
23.-26.8.
Jahr:
2009
Jahr / Monat:
2009-08
Monat:
Aug
Nachgewiesen in:
Web of Science
Print-ISBN:
978-395241739-3
Reviewed:
ja
Sprache:
en
WWW:
https://ieeexplore.ieee.org/document/7074476
TUM Einrichtung:
Lehrstuhl für Regelungstechnik
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