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In this paper we formulate and study an optimal switching problem under partial information. In our model the agent/manager/investor attempts to maximize the expected reward by switching between different states/investments. However, he is…

最优化与控制 · 数学 2014-03-10 Kai Li , Kaj Nyström , Marcus Olofsson

This paper studies a dynamic real-time optimization in the context of model-based time-optimal operation of batch processes under parametric model mismatch. In order to tackle the model-mismatch issue, a receding-horizon policy is usually…

系统与控制 · 电气工程与系统科学 2019-07-10 Radoslav Paulen , Miroslav Fikar

We consider fractional order optimal control problems in which the dynamic control system involves integer and fractional order derivatives and the terminal time is free. Necessary conditions for a state/control/terminal-time triplet to be…

最优化与控制 · 数学 2013-11-01 Shakoor Pooseh , Ricardo Almeida , Delfim F. M. Torres

CPU scheduling is the reason behind the performance of multiprocessing and in time-shared operating systems. Different scheduling criteria are used to evaluate Central Processing Unit Scheduling algorithms which are based on different…

操作系统 · 计算机科学 2022-05-17 Raghav Dalmia , Aryaman Sinha , Ruchi Verma , P. K. Gupta

We consider the learning of multi-agent Hawkes processes, a model containing multiple Hawkes processes with shared endogenous impact functions and different exogenous intensities. In the framework of stochastic maximum likelihood…

机器学习 · 统计学 2018-02-15 Hongteng Xu , Xu Chen , Lawrence Carin

A mechanical system can be optimally controlled through continuous measurements of its position followed by feedback. We revisit the complete formalism for predicting the performance of such as system without invoking the standard rotating…

量子物理 · 物理学 2023-03-01 Frederik Werner Isaksen , Ulrik Lund Andersen

The supply of electrical energy is being increasingly sourced from renewable generation resources. The variability and uncertainty of renewable generation, compared to a dispatch-able plant, is a significant dissimilarity of concern to the…

最优化与控制 · 数学 2017-11-16 Farhad Samadi Gazijahani , Javad Salehi

We present a hierarchical computation approach for solving finite-time optimal control problems using operator splitting methods. The first split is performed over the time index and leads to as many subproblems as the length of the…

最优化与控制 · 数学 2013-04-09 Georgios Stathopoulos , Tamás Keviczky , Yang Wang

We study the dynamic power optimization problem in data centers. We formulate and solve the following offline problem: in which slot which server has to be assigned to which job; and in which slot which server has to be switched ON or OFF…

数据结构与算法 · 计算机科学 2015-07-19 Cengis Hasan , Zygmunt J. Haas

The properties of a coherent system with a single general standby component is investigated. Here three different switch over viz. perfect switching, imperfect switching and random worm up period of the standby component are considered with…

应用统计 · 统计学 2020-11-13 Pradip Kundu , Nil Kamal Hazra , Asok K. Nanda

In this paper, we examine a multi-sensor system where each sensor monitors multiple dynamic information processes and transmits updates over a shared communication channel. These updates may include correlated information across the various…

信息论 · 计算机科学 2025-02-13 Egemen Erbayat , Ali Maatouk , Peng Zou , Suresh Subramaniam

This paper considers the problem of determining an optimal control action based on observed data. We formulate the problem assuming that the system can be modelled by a nonlinear state-space model, but where the model parameters, state and…

The short-term operation of a power system is usually planned by solving a day-ahead unit commitment problem. Due to historical reasons, the commitment of the power generating units is decided over a time horizon typically consisting of the…

最优化与控制 · 数学 2019-03-12 Salvador Pineda , Ricardo Fernandez-Blanco , Juan Miguel Morales

Load side participation can provide support to the power network by appropriately adapting the demand when required. In addition, it enables an economically improved power allocation. In this study, we consider the problem of providing an…

最优化与控制 · 数学 2021-05-10 Andreas Kasis , Stelios Timotheou , Marios Polycarpou

Many problems in quantum information theory can be formulated as optimizations over the sequential outcomes of dynamical systems subject to unpredictable external influences. Such problems include many-body entanglement detection through…

量子物理 · 物理学 2024-06-07 Mirjam Weilenmann , Costantino Budroni , Miguel Navascues

The problem of finding an optimal sensing schedule for a mobile device that encounters an intermittent WiFi access opportunity is considered. At any given time, the WiFi is in any of the two modes, ON or OFF, and the mobile's incentive is…

信息论 · 计算机科学 2014-10-29 Abhinav Kumar , Rahul Vaze , Sibi Raj B Pillai , Aditya Gopalan

We consider many-body problems in classical mechanics where a wide range of time scales limits what can be computed. We apply the method of optimal prediction to obtain equations which are easier to solve numerically. We demonstrate by…

数值分析 · 数学 2025-10-20 Anton Kast

Considering the close interaction between spare parts logistics and maintenance planning, this paper presents a model for joint optimization of multi-location spare parts supply chain and condition-based maintenance under predictive and…

最优化与控制 · 数学 2018-10-17 Morteza Soltani

This paper studies the problem of output agreement in networks of nonlinear dynamical systems under time-varying disturbances. Necessary and sufficient conditions for output agreement are derived for the class of incrementally passive…

系统与控制 · 计算机科学 2013-02-05 Mathias Burger , Claudio De Persis

Stochastic programming can be applied to consider uncertainties in energy system optimization models for capacity expansion planning. However, these models become increasingly large and time-consuming to solve, even without considering…

最优化与控制 · 数学 2025-08-15 Shima Sasanpour , Manuel Wetzel , Karl-Kiên Cao , Hans Christian Gils , Andrés Ramos
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