Pub Date : 2023-10-01DOI: 10.1109/mcs.2023.3291912
Bozenna Pasik-Duncan
As the title of this monograph describes, the book has two major aims: 1) to present the mathematics that are used for financial engineering and 2) to provide the financial tools that are necessary in the study of financial engineering. The mathematics presented here are very thoughtfully selected from different areas and serve to demonstrate the interdisciplinary character of the financial engineering field. The mathematics part of the book surveys elements of set theory, linear algebra, real analysis, approximation and numerical analysis, optimization theory, probability theory, and stochastic processes. The selection of the elements of several areas of mathematics (with each topic typically being taught in a dedicated semester-long course) is a tough challenge and requires teaching experience. It is obvious to this reviewer that the book is written based on the author’s experience in teaching this course. The mathematical part emphasizes topics of linear algebra, including matrices and their operations, linear equations and methods for solving systems of linear equations, computing the inverses of matrices, and determining eigenvalues and eigenvectors. While these topics can be obtained in a basic course in linear algebra, the succinct presentation of this material in this book enhances the success of communication of these ideas. The mathematical tools part of the book continues with the study of optimization of functions and then stochastic processes. Again, while all of these mathematical topics are clearly available elsewhere, the author has condensed them into a very readable account.
{"title":"Mathematics and Tools for Financial Engineering [Bookshelf]","authors":"Bozenna Pasik-Duncan","doi":"10.1109/mcs.2023.3291912","DOIUrl":"https://doi.org/10.1109/mcs.2023.3291912","url":null,"abstract":"As the title of this monograph describes, the book has two major aims: 1) to present the mathematics that are used for financial engineering and 2) to provide the financial tools that are necessary in the study of financial engineering. The mathematics presented here are very thoughtfully selected from different areas and serve to demonstrate the interdisciplinary character of the financial engineering field. The mathematics part of the book surveys elements of set theory, linear algebra, real analysis, approximation and numerical analysis, optimization theory, probability theory, and stochastic processes. The selection of the elements of several areas of mathematics (with each topic typically being taught in a dedicated semester-long course) is a tough challenge and requires teaching experience. It is obvious to this reviewer that the book is written based on the author’s experience in teaching this course. The mathematical part emphasizes topics of linear algebra, including matrices and their operations, linear equations and methods for solving systems of linear equations, computing the inverses of matrices, and determining eigenvalues and eigenvectors. While these topics can be obtained in a basic course in linear algebra, the succinct presentation of this material in this book enhances the success of communication of these ideas. The mathematical tools part of the book continues with the study of optimization of functions and then stochastic processes. Again, while all of these mathematical topics are clearly available elsewhere, the author has condensed them into a very readable account.","PeriodicalId":55028,"journal":{"name":"IEEE Control Systems Magazine","volume":"17 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135367503","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-10-01DOI: 10.1109/mcs.2023.3310694
{"title":"IEEE Feedback","authors":"","doi":"10.1109/mcs.2023.3310694","DOIUrl":"https://doi.org/10.1109/mcs.2023.3310694","url":null,"abstract":"","PeriodicalId":55028,"journal":{"name":"IEEE Control Systems Magazine","volume":"22 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135367489","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-10-01DOI: 10.1109/mcs.2023.3291632
Rodolphe Sepulchre
In this issue of IEEE Control Systems , we speak with Lanlan Su, a lecturer in the Department of Automatic Control and Systems Engineering, University of Sheffield, U.K.; Shun-ichi Azuma, a professor at Kyoto University, Japan; and Christoforos (Chris) N. Hadjicostis, a professor of electrical and computer engineering and interim director of the DEADALUS Research Center at the University of Cyprus.
在本期的《IEEE控制系统》中，我们采访了英国谢菲尔德大学自动控制与系统工程系的讲师苏兰兰;Azuma顺一，日本京都大学教授;Christoforos (Chris) N. Hadjicostis，塞浦路斯大学电子与计算机工程教授、DEADALUS研究中心临时主任。
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Pub Date : 2023-10-01DOI: 10.1109/mcs.2023.3291898
Rodolphe Sepulchre
In this issue of IEEE Control Systems , we speak with Chao Chen, a postdoctoral researcher at the Hong Kong University of Science and Technology (HKUST), and Iura Bessa, an assistant professor in the Department of Electricity and part of the e-Controls research group at the Federal University of Amazonas (UFAM), Brazil.
{"title":"Introduction to PhDs in Control [PhDs in Control]","authors":"Rodolphe Sepulchre","doi":"10.1109/mcs.2023.3291898","DOIUrl":"https://doi.org/10.1109/mcs.2023.3291898","url":null,"abstract":"In this issue of <italic xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" xmlns:xlink=\"http://www.w3.org/1999/xlink\">IEEE Control Systems</i> , we speak with Chao Chen, a postdoctoral researcher at the Hong Kong University of Science and Technology (HKUST), and Iura Bessa, an assistant professor in the Department of Electricity and part of the e-Controls research group at the Federal University of Amazonas (UFAM), Brazil.","PeriodicalId":55028,"journal":{"name":"IEEE Control Systems Magazine","volume":"39 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135367496","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-10-01DOI: 10.1109/mcs.2023.3291631
Majid Zamani
Provides society information that may include news, reviews or technical notes that should be of interest to practitioners and researchers.
提供社会信息，可能包括新闻，评论或技术笔记，从业者和研究人员应该感兴趣。
{"title":"Technical Committee on Hybrid Systems [Technical Activities]","authors":"Majid Zamani","doi":"10.1109/mcs.2023.3291631","DOIUrl":"https://doi.org/10.1109/mcs.2023.3291631","url":null,"abstract":"Provides society information that may include news, reviews or technical notes that should be of interest to practitioners and researchers.","PeriodicalId":55028,"journal":{"name":"IEEE Control Systems Magazine","volume":"17 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135367497","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-10-01DOI: 10.1109/mcs.2023.3291624
Florian Dörfler
Data-centric and learning-based methods have pervaded all areas of science, engineering, technology, and society at large, including the field of control systems. Whatever is your take on these developments, they cannot be ignored. Recently, a gathering of around a 100 researchers from diverse backgrounds within the IEEE Control Systems Society came together to collaboratively brainstorm about a scientific roadmap for the future of our discipline. I quote from Section 4 of the Control for Societal-Scale Challenges Roadmap 2030 report [1] :
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Pub Date : 2023-10-01DOI: 10.1109/mcs.2023.3291885
Kim P. Wabersich, Andrew J. Taylor, Jason J. Choi, Koushil Sreenath, Claire J. Tomlin, Aaron D. Ames, Melanie N. Zeilinger
Today’s control engineering problems exhibit an unprecedented complexity, with examples including the reliable integration of renewable energy sources into power grids [1] , safe collaboration between humans and robotic systems [2] , and dependable control of medical devices [3] offering personalized treatment [4] . In addition to compliance with safety criteria, the corresponding control objective is often multifaceted. It ranges from relatively simple stabilization tasks to unknown objective functions, which are, for example, accessible only through demonstrations from interactions between robots and humans [5] . Classical control engineering methods are, however, often based on stability criteria with respect to set points and reference trajectories, and they can therefore be challenging to apply in such unstructured tasks with potentially conflicting safety specifications [6, Secs. 3 and 6]. While numerous efforts have started to address these challenges, missing safety certificates often still prohibit the widespread application of innovative designs outside research environments. As described in “Summary,” this article presents safety filters and advanced data-driven enhancements as a flexible framework for overcoming these limitations by ensuring that safety requirements codified as static state constraints are satisfied under all physical limitations of the system.
{"title":"Data-Driven Safety Filters: Hamilton-Jacobi Reachability, Control Barrier Functions, and Predictive Methods for Uncertain Systems","authors":"Kim P. Wabersich, Andrew J. Taylor, Jason J. Choi, Koushil Sreenath, Claire J. Tomlin, Aaron D. Ames, Melanie N. Zeilinger","doi":"10.1109/mcs.2023.3291885","DOIUrl":"https://doi.org/10.1109/mcs.2023.3291885","url":null,"abstract":"Today’s control engineering problems exhibit an unprecedented complexity, with examples including the reliable integration of renewable energy sources into power grids <xref ref-type=\"bibr\" rid=\"ref1\" xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" xmlns:xlink=\"http://www.w3.org/1999/xlink\">[1]</xref> , safe collaboration between humans and robotic systems <xref ref-type=\"bibr\" rid=\"ref2\" xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" xmlns:xlink=\"http://www.w3.org/1999/xlink\">[2]</xref> , and dependable control of medical devices <xref ref-type=\"bibr\" rid=\"ref3\" xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" xmlns:xlink=\"http://www.w3.org/1999/xlink\">[3]</xref> offering personalized treatment <xref ref-type=\"bibr\" rid=\"ref4\" xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" xmlns:xlink=\"http://www.w3.org/1999/xlink\">[4]</xref> . In addition to compliance with safety criteria, the corresponding control objective is often multifaceted. It ranges from relatively simple stabilization tasks to unknown objective functions, which are, for example, accessible only through demonstrations from interactions between robots and humans <xref ref-type=\"bibr\" rid=\"ref5\" xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" xmlns:xlink=\"http://www.w3.org/1999/xlink\">[5]</xref> . Classical control engineering methods are, however, often based on stability criteria with respect to set points and reference trajectories, and they can therefore be challenging to apply in such unstructured tasks with potentially conflicting safety specifications [6, Secs. 3 and 6]. While numerous efforts have started to address these challenges, missing safety certificates often still prohibit the widespread application of innovative designs outside research environments. As described in “Summary,” this article presents safety filters and advanced data-driven enhancements as a flexible framework for overcoming these limitations by ensuring that safety requirements codified as static state constraints are satisfied under all physical limitations of the system.","PeriodicalId":55028,"journal":{"name":"IEEE Control Systems Magazine","volume":"5 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135368081","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-10-01DOI: 10.1109/mcs.2023.3310695
{"title":"TechRxiv: Share Your Preprint Research With the World!","authors":"","doi":"10.1109/mcs.2023.3310695","DOIUrl":"https://doi.org/10.1109/mcs.2023.3310695","url":null,"abstract":"","PeriodicalId":55028,"journal":{"name":"IEEE Control Systems Magazine","volume":"29 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135367914","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-10-01DOI: 10.1109/mcs.2023.3291630
Jeff Scruggs
Provides society information that may include news, reviews or technical notes that should be of interest to practitioners and researchers.
提供社会信息，可能包括新闻，评论或技术笔记，从业者和研究人员应该感兴趣。
{"title":"Technical Committee on Power Generation—May 2023 Report [Technical Activities]","authors":"Jeff Scruggs","doi":"10.1109/mcs.2023.3291630","DOIUrl":"https://doi.org/10.1109/mcs.2023.3291630","url":null,"abstract":"Provides society information that may include news, reviews or technical notes that should be of interest to practitioners and researchers.","PeriodicalId":55028,"journal":{"name":"IEEE Control Systems Magazine","volume":"148 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135367915","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-10-01DOI: 10.1109/mcs.2023.3291913
{"title":"Book Announcements [Bookshelf]","authors":"","doi":"10.1109/mcs.2023.3291913","DOIUrl":"https://doi.org/10.1109/mcs.2023.3291913","url":null,"abstract":"","PeriodicalId":55028,"journal":{"name":"IEEE Control Systems Magazine","volume":"64 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135367922","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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