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

We consider a linearized dynamical system modelling the flow rate of water along the rivers and hillslopes of an arbitrary watershed. The system is perturbed by a random rainfall in the form of a compound Poisson process. The model…

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…

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…

In this paper we consider the problem of maximum throughput for tandem queueing system. We modeled this system as a Quasi-Birth-Death process. In order to do this we named level the number of customers waiting in the first buffer (including…

In this paper, we consider a general time-inconsistent optimal control problem for a non homogeneous linear system, in which its state evolves according to a stochastic differential equation with deterministic coefficients, when the noise…

Motion planning for underwater vehicles must consider the effect of ocean currents. We present an efficient method to compute reachability and cost between sample points in sampling-based motion planning that supports long-range planning…

The problem of optimal switching between nonlinear autonomous subsystems is investigated in this study where the objective is not only bringing the states to close to the desired point, but also adjusting the switching pattern, in the sense…

We study optimal data pooling for shared learning in two common maintenance operations: condition-based maintenance and spare parts management. We consider a set of systems subject to Poisson input -- the degradation or demand process --…

We consider a one dimensional random-walk-like process, whose steps are centered Gaussians with variances which are determined according to the sequence of arrivals of a Poisson process on the line. This process is decorated by independent…

The value of plant model information available in the control design process is discussed. We design optimal state-feedback controllers for interconnected discrete-time linear systems with stochastically-varying parameters. The parameters…

The tandem fluid queueing model is a useful tool for performance analysis and control design for a variety of transportation systems. In this article, we study the joint impact of stochastic capacity and spillback on the long-time…

In this research, we develop a trading strategy for the discrete-time optimal liquidation problem of large order trading with different market microstructures in an illiquid market. In this framework, the flow of orders can be viewed as a…

In a dual risk model, the premiums are considered as the costs and the claims are regarded as the profits. The surplus can be interpreted as the wealth of a venture capital, whose profits depend on research and development. In most of the…

Random events in space and time often exhibit a locally dependent structure. When the events are very rare and dependent structure is not too complicated, various studies in the literature have shown that Poisson and compound Poisson…

Poisson's equation plays a fundamental role as a tool for performance evaluation and optimization of Markov chains. For continuous-time birth-death chains with possibly unbounded transition and cost rates as addressed herein, when…

Most of the early input-queued switch research focused on establishing throughput optimality of the max-weight scheduling policy, with some recent research showing that max-weight scheduling is optimal with respect to total expected delay…

This paper presents the design and analysis of a Hybrid High-Order (HHO) approximation for a distributed optimal control problem governed by the Poisson equation. We propose three distinct schemes to address unconstrained control problems…

In random access protocols, the service rate depends on the number of stations with a packet buffered for transmission. We demonstrate via numerical analysis that this state-dependent rate along with the consideration of Poisson traffic and…

We consider a polling system with two queues, exhaustive service, no switch-over times and exponential service times. The waiting cost depends on the position of the queue relative to the server: It costs a customer c per time unit to wait…

Water distribution systems (WDSs) are typically designed with a conservative estimate of the ability of a control system to utilize the available infrastructure. The controller is designed and tuned after a WDS has been laid out, a…