相关论文: Optimal control of a large dam with compound Poiss…

We consider Poisson's equation for quasi-birth-and-death processes (QBDs) and we exploit the special transition structure of QBDs to obtain its solutions in two different forms. One is based on a decomposition through first passage times to…

Statistical flood frequency analysis coupled with hydrograph scaling is commonly used to generate design floods to assess dam safety assessment. The safety assessments can be highly sensitive to the choice of the statistical flood frequency…

We consider a production-inventory control model with finite capacity and two different production rates, assuming that the cumulative process of customer demand is given by a compound Poisson process. It is possible at any time to switch…

We develop a parsimonious model of an e-commerce fulfillment center that offers time-dependent shipment options and corresponding fees to utility-maximizing customers arriving according to a Poisson process. For any such policy, we provide…

This article deals with a stochastic control problem for certain fluids of non-Newtonian type. More precisely, the state equation is given by the two-dimensional stochastic second grade fluids perturbed by a multiplicative white noise. The…

The shallow water system with a bed jump describes a fluid flow over a dam, represented by a simple step function with the Riemann initial data is such that the vacuum is on the right-hand side. The main question is whether the fluid will…

This paper addresses the problem of steering an initial probability distribution to a target probability distribution through a deterministic or stochastic linear control system. Our proposed approach is inspired by the flow matching…

Expansion planning problems refer to the monetary and unit investment needed for energy production or storage. An inherent element in these problems is the element of stochasticity in various aspects, such as the generation output of the…

We use a dynamic programming approach to construct management strategies for a hydropower plant with a dam and a continuously adjustable unit. Along the way, we estimate unknown variables via simple models using historical data and…

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…

The article proposes a method for optimizing the structure of the software and hardware complex of an automated control system for continuous technological processes for large industrial enterprises. General information is given on the…

In this paper, we examine a stochastic linear-quadratic control problem characterized by regime switching and Poisson jumps. All the coefficients in the problem are random processes adapted to the filtration generated by Brownian motion and…

The problem of detecting a single anomalous process among multiple independent processes is considered. Under a constraint on the number of processes that can be probed simultaneously, the decision maker should decide which processes to…

In this paper, we study the constrained stochastic submodular maximization problem with state-dependent costs. The input of our problem is a set of items whose states (i.e., the marginal contribution and the cost of an item) are drawn from…

We consider a stochastic, dynamic job scheduling problem, formulated as a queueing control problem, in which a single server processes jobs of different types that arrive according to independent Poisson processes. The problem is defined on…

We study the problem of optimal risk policies and dividend strategies for an insurance company operating under the constraint that the timing of shareholder payouts is governed by the arrival times of a Poisson process. Concurrently, risk…

We study a discounted singular stochastic control problem driven by a general L\'evy process, where the objective is to minimize a cost functional composed of a running cost and a control cost that depends on the current state of the…

We present a hierarchical control scheme for large-scale systems whose components can exchange information through a data network. The main goal of the supervisory layer is to find the best compromise between control performance and…

Pipe flow models are developed with a focus on their eventual use for feedback control design at the process control level, as opposed to the unit level, in gas processing facilities. Accordingly, linearized facility-scale models are…

In this paper, co-states are used to develop a framework that desensitizes the optimal cost. A general formulation for an optimal control problem with fixed final time is considered. The proposed scheme involves elevating the parameters of…