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  • 1
    ISSN: 1432-0541
    Keywords: Path planning ; Robotics ; Mobile robots ; Controllability ; Nonholonomy ; Optimal maneuvering ; Collision avoidance
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We consider mobile robots made of a single body (car-like robots) or several bodies (tractors towing several trailers sequentially hooked). These robots are known to be nonholonomic, i.e., they are subject to nonintegrable equality kinematic constraints involving the velocity. In other words, the number of controls (dimension of the admissible velocity space), is smaller than the dimension of the configuration space. In addition, the range of possible controls is usually further constrained by inequality constraints due to mechanical stops in the steering mechanism of the tractor. We first analyze the controllability of such nonholonomic multibody robots. We show that the well-known Controllability Rank Condition Theorem is applicable to these robots even when there are inequality constraints on the velocity, in addition to the equality constraints. This allows us to subsume and generalize several controllability results recently published in the Robotics literature concerning nonholonomic mobile robots, and to infer several new important results. We then describe an implemented planner inspired by these results. We give experimental results obtained with this planner that illustrate the theoretical results previously developed.
    Type of Medium: Electronic Resource
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  • 2
    Electronic Resource
    Electronic Resource
    Oxford, UK : Blackwell Publishing Ltd
    Mathematical finance 6 (1996), S. 0 
    ISSN: 1467-9965
    Source: Blackwell Publishing Journal Backfiles 1879-2005
    Topics: Mathematics , Economics
    Notes: We consider the problem of pricing path-dependent contingent claims. Classically, this problem can be cast into the Black-Scholes valuation framework through inclusion of the path-dependent variables into the state space. This leads to solving a degenerate advection-diffusion partial differential equation (PDE). We first estabilish necessary and sufficient conditions under which degenerate diffusions can be reduced to lower-dimensional nondegenerate diffusions. We apply these results to path-dependent options. Then, we describe a new numerical technique, called forward shooting grid (FSG) method, that efficiently copes with degenerate diffusion PDEs. Finally, we show that the FSG method is unconditionally stable and convergent. the FSG method is the first capable of dealing with the early exercise condition of American options. Several numerical examples are presented and discussed./〉
    Type of Medium: Electronic Resource
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  • 3
    Publication Date: 1993-10-01
    Print ISSN: 0178-4617
    Electronic ISSN: 1432-0541
    Topics: Computer Science , Mathematics
    Published by Springer
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