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We derive the explicit solutions to singular stochastic control problems of the monotone follower type with (a) an expected discounted criterion, (b) an expected ergodic criterion and (c) a pathwise ergodic criterion. These problems have…

Optimization and Control · Mathematics 2025-02-05 Gechun Liang , Zhesheng Liu , Mihail Zervos

We extend the work on optimal investment and consumption of a population considered in [2] to a general stochastic setting over a finite time horizon. We incorporate the Cobb-Douglas production function in the capital dynamics while the…

Analysis of PDEs · Mathematics 2024-08-15 Hao Liu , Suresh P. Sethi , Tak Kwong Wong , Sheung Chi Phillip Yam

Over the past decade, the continuous surge in cloud computing demand has intensified data center workloads, leading to significant carbon emissions and driving the need for improving their efficiency and sustainability. This paper focuses…

Computer Science and Game Theory · Computer Science 2024-05-29 Enno Breukelman , Sophie Hall , Giuseppe Belgioioso , Florian Dörfler

When considering an unconstrained minimization problem, a standard approach is to solve the optimality system with a Newton method possibly preconditioned by, e.g., nonlinear elimination. In this contribution, we argue that nonlinear…

Numerical Analysis · Mathematics 2024-09-04 Gabriele Ciaremalla , Tommaso Vanzan

We study minimal time strategies for the treatment of pollution of large volumes, such as lakes or natural reservoirs, with the help of an autonomous bioreactor. The control consists in feeding the bioreactor from the resource, the clean…

Optimization and Control · Mathematics 2011-05-26 Pedro Gajardo , Jérôme Harmand , Hector Ramirez Cabrera , Alain Rapaport

In sprite the state-of-the-art, significantly reducing carbon footprint (CF) in communications systems remains urgent. We address this challenge in the context of edge computing. The carbon intensity of electricity supply largely varies…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-01-31 Zhanwei Yu , Yi Zhao , Tao Deng , Lei You , Di Yuan

Autonomous systems have witnessed a rapid increase in their capabilities, but it remains a challenge for them to perform tasks both effectively and safely. The fact that performance and safety can sometimes be competing objectives renders…

Systems and Control · Electrical Eng. & Systems 2024-12-04 Hao Wang , Adityaya Dhande , Somil Bansal

Industrial sectors such as urban centers, chemical companies, manufacturing facilities, and microgrids are actively exploring strategies to help reduce their carbon footprint. For instance, university campuses are complex urban districts…

Optimization and Control · Mathematics 2024-01-19 Blake Lopez , Jiaze Ma , Victor M. Zavala

Controlling the stochastic dynamics of biological populations is a challenge that arises across various biological contexts. However, these dynamics are inherently nonlinear and involve a discrete state space, i.e., the number of molecules,…

Populations and Evolution · Quantitative Biology 2025-10-21 Shuhei A. Horiguchi , Tetsuya J. Kobayashi

While wind and solar power contribute to sustainability, their intermittent nature poses challenges when integrated into the grid. To mitigate these issues, renewable energy can be combined with coal fired power and hydropower sources to…

Systems and Control · Electrical Eng. & Systems 2024-11-12 Manling Hu , Manqi Xu , Dunnan Liu

Climate change and global warming are among the most significant issues that humanity is currently facing, and also among the issues that pose the greatest threats to all mankind. These issues are primarily driven by abnormal increases in…

Optimization and Control · Mathematics 2025-07-01 Hua Liu , Zhuoma Gangji , Yumei Wei , Jianhua Ye , Gang Ma

Load shifting by commercial and industrial power consumers reduces costs and Scope 2 emissions for the consumer and the grid. Incentivizing this behavior requires tools for valuing flexibility amidst the heterogeneity in load…

Systems and Control · Electrical Eng. & Systems 2025-11-20 Akshay K. Rao , Fletcher T. Chapin , Erin Musabandesu , Adhithyan Sakthivelu , Carson Tucker , Daly Wettermark , Meagan S. Mauter

A standard approach to optimizing long-run running costs of discrete systems is based on minimizing the mean-payoff, i.e., the long-run average amount of resources ("energy") consumed per transition. However, this approach inherently…

Systems and Control · Computer Science 2014-03-25 Tomáš Brázdil , David Klaška , Antonín Kučera , Petr Novotný

This paper is concerned with a stochastic recursive optimal control problem with time delay, where the controlled system is described by a stochastic differential delayed equation (SDDE) and the cost functional is formulated as the solution…

Optimization and Control · Mathematics 2014-08-26 Jingtao Shi , Huanshui Zhang

This paper introduces an algorithm to perform optimal reorientation of a spacecraft during a high speed flyby mission that maximizes the time a certain target is kept within the field of view of scientific instruments. The method directly…

Systems and Control · Electrical Eng. & Systems 2026-05-19 Valentin Preda , Andrew Hyslop , Samir Bennani

The classical Dynamic Programming (DP) approach to optimal control problems is based on the characterization of the value function as the unique viscosity solution of a Hamilton-Jacobi-Bellman (HJB) equation. The DP scheme for the numerical…

Numerical Analysis · Mathematics 2019-04-15 Alessandro Alla , Maurizio Falcone , Luca Saluzzi

We formalise decompression planning as an optimal control problem with gas feasibility windows (ppO$_2$, END), affine ceilings, and convex penalties in normalised oversaturation. The depth trajectory is constrained to be a monotone ascent,…

Optimization and Control · Mathematics 2026-05-19 Benjamin Marsh

We study the optimal management of a photovoltaic system's battery owned by a self-consumption group that aims to minimize energy consumption costs. We assume that the photovoltaic system is composed of a photovoltaic panel and a battery,…

General Economics · Economics 2025-03-11 Almendra Awerkin , Elena De Giuli , Tiziano Vargiolu

Optimization of cyclic stochastic heat engines, a topic spanning decades of research, commonly assumes fixed control or response parameters at discrete points in the cycle-a limitation that often leads to experimentally impractical…

Statistical Mechanics · Physics 2025-07-02 Monojit Chatterjee , Viktor Holubec , Rahul Marathe

Optimal control of diffusion processes is intimately connected to the problem of solving certain Hamilton-Jacobi-Bellman equations. Building on recent machine learning inspired approaches towards high-dimensional PDEs, we investigate the…

Optimization and Control · Mathematics 2023-01-31 Nikolas Nüsken , Lorenz Richter
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