This paper derives a universal approximation result for theminimum fuzzy implication rule as well as a differentiable substitute function that allows fast optimization and function approximation with neuro-fuzzy networks.

Optimal control of dynamic econometric models has a wide variety of applications including economic policy relevant issues. There are several algorithms extending the basic case of a linear-quadratic optimization and taking nonlinearity and stochastics into account, but being still limited in a...

In this paper we study the Riemannian length of the primal central path computed with respect to the local metric defined by a self-concordant function. We show that despite to some examples, in many important situations the length of this path is quite close to the length of geodesic curves. We...

The linear-quadratic (LQ) optimization is a close to standard technique in the optimal control framework. LQ is very well researched and there are many extensions for more sophisticated scenarios like nonlinear models. Usually, the quadratic objective function is taken as a prerequisite for...

Policy makers constantly face optimal control problems: what controls allow to achieve certain targets in, e.g., GDP growth or inflation? Conventionally this is done by applying certain linear-quadratic optimization algorithms to dynamic econometric models. Several algorithms extend this...