Stochastic optimal control for nonlinear damped network dynamics
Optimization and Control
2022-02-11 v1
Abstract
We present a stochastic optimal control problem for a tree network. The dynamics of the network are governed by transport equations with a special emphasis on the non-linear damping function. Demand profiles at the network sinks are modelled by a stochastic differential equations. An explicit optimal inflow into the network is determined and numerical simulations are presented to show the effects for different choices of the non-linear damping.
Cite
@article{arxiv.2202.05114,
title = {Stochastic optimal control for nonlinear damped network dynamics},
author = {Simone Göttlich and Thomas Schillinger},
journal= {arXiv preprint arXiv:2202.05114},
year = {2022}
}
Comments
6 pages, 5 figures