相关论文: Optimal control of a large dam with compound Poiss…
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…
Consider a dam model, $L^{upper}$ and $L^{lower}$ are upper and, respectively, lower levels, $L = L^{upper}-L^{lower}$ is large and if the level of water is between these bounds, then the dam is said to be in a normal state. Passage across…
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…
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…
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…
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.
A new stochastic control problem of a dam-reservoir system installed in a river is analyzed both mathematically and numerically. Water balance dynamics of the reservoir are piece-wise deterministic and are driven by a stochastic…
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…
In this paper, we study a controllable tandem queueing system consisting of two nodes and a controller, in which customers arrive according to a Poisson process and must receive service at both nodes before leaving the system. A decision…
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…
Water governing systems are twisted with complex interplays among levels and scales which embody their structures. Typically, the mismatch between human-generated and natural systems produces externalities and inefficiencies reflectable in…
Engineered and infrastructure systems deteriorate (e.g., loss capacity) as a result of adverse environmental or external conditions. Modeling deterioration is essential to define optimum design strategies and inspection and maintenance…
In this paper, we study a class of stochastic optimal control problem with jumps under partial information. More precisely, the controlled systems are described by a fully coupled nonlinear multi- dimensional forward-backward stochastic…
We consider an arbitrary network of $M/M/\infty$ queues with controlled transitions between queues. We consider optimal control problems where the costs are linear functions of the state and inputs over a finite or infinite horizon. We…
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…
We analyze a boarding solution for a transport system in which the number of passengers allowed to enter a transport cabin is automatically controlled. Expressions charac- terizing the stochastic properties of the passenger queue length,…
Streamer discharges pose basic problems in plasma physics, as they are very transient, far from equilibrium and have high ionization density gradients; they appear in diverse areas of science and technology. The present paper focuses on the…
The aim of this work is to study the optimal control problems of flows governed by the incompressible third grade fluid equations with Navier-slip boundary conditions. After recalling a result on the well-posedness of the state equations,…
Sequential Model-based Bayesian Optimization has been successful-ly applied to several application domains, characterized by complex search spaces, such as Automated Machine Learning and Neural Architecture Search. This paper focuses on…
The dynamics of flooding are primarily influenced by the shape, height, and roughness (friction) of the underlying topography. For this reason, mechanisms to mitigate floods frequently employ structural measures that either modify…