Related papers: Optimal control of a large dam, taking into accoun…
A large dam model is an object of study of this paper. The parameters $L^{lower}$ and $L^{upper}$ are its lower and upper levels, $L=L^{upper}-L^{lower}$ is large, and if a current level of water is between these bounds, then the dam is…
This paper studies large dam models where the difference between lower and upper levels, $L$, is assumed to be large. Passage across the levels leads to damage, and the damage costs of crossing the lower or upper level are proportional to…
This paper studies a discrete model of a large dam where the difference between lower and upper levels, $L$, is assumed to be large. Passage across the levels leads to damage, and the damage costs of crossing the lower or upper level are…
Zuckermann [10] considers the problem of optimal control of a finite dam assuming that the input process is Wiener with positive drift term \mu \geq 0. Lam and Lou [7] treat the case where the input is a Wiener process with a reflecting…
Climate change has a dramatic impact, particularly by concentrating rainfall into a few short periods, interspersed by long dry spells. In this context, the role of dams is crucial. We consider the optimal control of a dam, where the water…
An optimal control problem with a time-parameter is considered. The functional to be optimized includes the maximum over time-horizon reached by a function of the state variable, and so an $L^\infty$-term. In addition to the classical…
We consider the P(M,lambda,tau) maintenance policy of a dam using the total discounted and long-run average costs, when the input process is inverse Gaussian.
The aim of the paper is to extend the model of "fishing problem". The simple formulation is following. The angler goes to fishing. He buys fishing ticket for a fixed time. There are two places for fishing at the lake. The fishes are caught…
Inventory and queueing systems are often designed by controlling weighted combination of some time-averaged performance metrics (like cumulative holding, shortage, server-utilization or congestion costs); but real-world constraints, like…
In this paper, we provide optimal solutions to two different (but related) input/output design problems involving large-scale linear dynamical systems, where the cost associated to each directly actuated/measured state variable can take…
We give a short overview of advantages and drawbacks of the classical formulation of minimum cost network flow problems and solution techniques, to motivate a reformulation of classical static minimum cost network flow problems as optimal…
We define a model of a system that deteriorate as a result of (i) shocks, modeled as a compound Poisson process and (ii) deterministic, state dependent progressive rate, with variable and fixed maintenance cost. We define maintenance…
We investigate the {\em power-down mechanism} which decides when a machine transitions between states such that the total energy consumption, characterized by execution cost, idle cost and switching cost, is minimized. In contrast to most…
Optimal control theory deals with finding protocols to steer a system between assigned initial and final states, such that a trajectory-dependent cost function is minimized. The application of optimal control to stochastic systems is an…
In this work, we consider the two dimensional tidal dynamics equations in a bounded domain and address some optimal control problems like total energy minimization, minimization of dissipation of energy of the flow, etc. We also examine an…
We study a version of the stochastic control problem of minimizing the sum of running and controlling costs, where control opportunities are restricted to independent Poisson arrival times. Under a general setting driven by a general L\'evy…
This study develops a water-level management model for the Great Lakes using a predictive control framework. Requirement 1: Historical data (pre-2019) revealed consistent monthly water-level patterns. A simulated annealing algorithm…
This article treats long term average impulse control problems with running costs in the case that the underlying process is a L\'evy process. Under quite general conditions we characterize the value of the control problem as the value of a…
In potential flow networks, the equilibrium flow rates are usually not proportional to the demands and flow control elements are required to regulate the flow. The control elements can broadly be classified into two types - discrete and…
When fluid flow in a pipeline is suddenly halted, a pressure surge or wave is created within the pipeline. This phenomenon, called water hammer, can cause major damage to pipelines, including pipeline ruptures. In this paper, we model the…