Optimal inflow control penalizing undersupply in transport systems with uncertain demands
Optimization and Control
2019-01-29 v1
Abstract
We are concerned with optimal control strategies subject to uncertain demands. An Ornstein-Uhlenbeck process describes the uncertain demand. The transport within the supply system is modeled by the linear advection equation. We consider different approaches to control the produced amount at a given time to meet the stochastic demand in an optimal way. In particular, we introduce an undersupply penalty and analyze its effect on the optimal output in a numerical simulation study.
Keywords
Cite
@article{arxiv.1901.09653,
title = {Optimal inflow control penalizing undersupply in transport systems with uncertain demands},
author = {Simone Göttlich and Ralf Korn and Kerstin Lux},
journal= {arXiv preprint arXiv:1901.09653},
year = {2019}
}