Patent application number | Description | Published |
20090099975 | STOCHASTIC CONTROL SYSTEM AND METHOD FOR MULTI-PERIOD CONSUMPTION - The present invention relates to dynamic optimization of system control over time. The need for dynamic optimization arises in many settings, as diverse as solar car power consumption during a multi-day race and retirement portfolio management. We disclose a reformulation of the control problem that overcomes the so-called “curse of dimensionality” and allows formulation of optimal control policies multiple period planning horizons. One optimal control policy is for power consumption by a solar car during a race, which involves many course segments, as course conditions vary through a day. Another is for risk in and consumption from a portfolio intended to support retirement. Both multi-period control policies take into account future uncertainty. Particular aspects of the present invention are described in the claims, specification and drawings. | 04-16-2009 |
20090254491 | STOCHASTIC CONTROL SYSTEM AND METHOD FOR MULTI-PERIOD CONSUMPTION - The present invention relates to dynamic optimization of system control over time. The need for dynamic optimization arises in many settings, as diverse as solar car power consumption during a multi-day race and retirement portfolio management. We disclose a reformulation of the control problem that overcomes the so-called “curse of dimensionality” and allows formulation of optimal control policies multiple period planning horizons. One optimal control policy is for power consumption by a solar car during a race, which involves many course segments, as course conditions vary through a day. Another is for risk in and consumption from a portfolio intended to support retirement. Both multi-period control policies take into account future uncertainty. Particular aspects of the present invention are described in the claims, specification and drawings. | 10-08-2009 |
20100185561 | Simulation Of Portfolios And Risk Budget Analysis - The present disclosure relates to household portfolio simulation and analysis to provide retirement income. In particular, it discloses advanced technologies for modeling, simulation and analysis of potential economic futures, as applied to household retirement prospects. Improved modeling may capture factors such as concrete objectives of participants' priorities among objectives, risk adversity and starting conditions that impact tax consequences of transactions Improved modeling may address consistency among similar factors, tax consequences in simulation periods and transactions in real estate and private investments. Improved analyses may apply a margin of safety and/or risk budget analysis to a household portfolio to produce a meaningful presentation. | 07-22-2010 |
20110071959 | AUTOMATIC MAPPING AND ALLOCATION OF BENEFICIAL INTERESTS IN TRUSTS FOR PORTFOLIO ANALYSIS - The present invention relates to analysis of trusts that have multiple beneficiaries whose interests mature in different time periods or under different conditions. In particular, we disclose automatic mapping of interests in one or more trusts, optionally subject to user confirmation, to long and short positions in financial or derivative interests that have expected payouts and costs that can be offset against underlying trust assets. The underlying assets and long and short positions in the mapped instruments can be attributed to various beneficiaries and subjected to various risk and investment analyses. | 03-24-2011 |
20120226634 | Automatic Mapping And Allocation Of Beneficial Interests In Trusts For Portfolio Analysis - The present invention relates to analysis of trusts that have multiple beneficiaries whose interests mature in different time periods or under different conditions. In particular, we disclose automatic mapping of interests in one or more trusts, optionally subject to user confirmation, to long and short positions in financial or derivative interests that have expected payouts and costs that can be offset against underlying trust assets. The underlying assets and long and short positions in the mapped instruments can be attributed to various beneficiaries and subjected to various risk and investment analyses. | 09-06-2012 |
20120271781 | STOCHASTIC CONTROL SYSTEM AND METHOD FOR MULTI PERIOD CONSUMPTION WITH GOAL SATISFACTION REPORTING - The present invention relates to dynamic optimization of system control over time. The need for dynamic optimization arises in many settings, as diverse as solar car power consumption during a multi-day race and retirement portfolio management. We disclose a reformulation of the control problem that overcomes the so-called “curse of dimensionality” and allows formulation of optimal control policies multiple period planning horizons. One optimal control policy is for power consumption by a solar car during a race, which involves many course segments, as course conditions vary through a day. Another is for risk in and consumption from a portfolio intended to support retirement. Both multi-period control policies take into account future uncertainty. Particular aspects of the present invention are described in the claims, specification and drawings. | 10-25-2012 |
20140052669 | Method and System Balancing Net Savings, Resources and Claims Into Retirement - The present disclosure relates to household portfolio simulation and analysis to provide retirement income. In particular, it discloses advanced technologies for modeling, simulation and analysis of potential economic futures, as applied to household retirement prospects. Improved modeling may capture factors such as concrete objectives of participants' priorities among objectives, risk adversity and starting conditions that impact tax consequences of transactions. Improved modeling may address consistency among similar factors, tax consequences in simulation periods and transactions in real estate and private investments. Improved analyses may apply a margin of safety and/or risk budget analysis to a household portfolio to produce a meaningful presentation. | 02-20-2014 |
20140317017 | AUTOMATIC MAPPING AND ALLOCATION OF SPECIAL INTERESTS IN TRUSTS FOR PORTFOLIO ANALYSIS - The present invention relates to analysis of trusts that have multiple beneficiaries whose interests mature in different time periods or under different conditions. In particular, we disclose automatic mapping of interests in one or more trusts, optionally subject to user confirmation, to long and short positions in financial or derivative interests that have expected payouts and costs that can be offset against underlying trust assets. The underlying assets and long and short positions in the mapped instruments can be attributed to various beneficiaries and subjected to various risk and investment analyses. | 10-23-2014 |
Patent application number | Description | Published |
20080315039 | System and methods for space vehicle torque balancing - A spacecraft attitude controller balances external torques, including those resulting from gravity gradient and those resulting from other orbital disturbances, to achieve a comparatively stable, neutral attitude or orientation. Torque is balanced by selecting spacecraft attitude Euler angles and angular rates such that orbital disturbances and cross-coupling inertial effects are cancelled by the external forces, based on Euler's equation. A spacecraft attitude torque-balancing controller and related method compares spacecraft attitude angles and angular rates with an orbit reference frame, and provides instructions to conventional momentum management and propulsion controls to responsively adjust the spacecraft attitude and angular rates. This feedback loop drives to zero (or an acceptably small quantity) the rate of change of the difference between spacecraft and reference attitude and angular rates, thus minimizing the net accelerations on the vehicle. A further method is provided to determine a desired physical structure and mass distribution of the spacecraft, needed to achieve torque balancing in a spacecraft attitude such that appliances, such as antennas, solar panels, and instruments, will have the required orientation once in their final on-orbit deployed position. | 12-25-2008 |
20090230250 | SOLAR ARRAY MOMENTUM CONTROL - One embodiment of the invention includes a spacecraft. The spacecraft comprises at least one solar array panel comprising an array of solar cell sections. Each of the solar cell sections can be configured to generate electrical power from received solar radiation. The spacecraft also comprises a solar array selection controller configured to selectively deactivate a portion of the array of solar cell sections to generate a torque on the spacecraft based on a difference in at least one of solar and thermal radiation pressure between an activated portion of the array of solar cell sections and the deactivated portion of the array of solar cell sections. | 09-17-2009 |