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

We study a constrained stochastic control problem with jumps; the jump times of the controlled process are given by a Poisson process. The cost functional comprises quadratic components for an absolutely continuous control and the…

Most modern control systems are switched, meaning they have continuous as well as discrete decision variables. Switched systems often have constraints called dwell-time constraints (e.g., cycling constraints in a heat pump) on the switching…

Flood quantile estimation is of great importance for many engineering studies and policy decisions. However, practitioners must often deal with small data available. Thus, the information must be used optimally. In the last decades, to…

The Poisson compound decision problem is a long-standing problem in statistics, where empirical Bayes methodologies are commonly used to estimate Poisson's means in static or batch domains. In this paper, we study the Poisson compound…

This paper introduces a new class of optimal switching problems, where the player is allowed to switch at a sequence of exogenous Poisson arrival times, and the underlying switching system is governed by an infinite horizon backward…

We present and analyze a three-stage stochastic optimization model that integrates output from a geoscience-based flood model with a power flow model for transmission grid resilience planning against flooding. The proposed model coordinates…

The mathematical theory for optimal switching is by now relatively well developed, but the number of concrete applications of this theoretical framework remains few. In this paper, we bridge parts of this gap by applying optimal switching…

In this paper, we consider queueing systems where the dynamics are non-stationary and state-dependent. For performance analysis of these systems, fluid and diffusion models have been typically used. Although they are proven to be…

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…

This paper deals with the assessment of the performance of a system under a finite planning horizon. The system is subject to two dependent causes of failure: internal degradation and sudden shocks. We assume that internal degradation…

The transient behaviour of highly concentrated colloidal liquids and dynamically arrested states (glasses) under time-dependent shear is reviewed. This includes both theoretical and experimental studies and comprises the macroscopic…

Consider a system of N components in which traffic arrives as separate but correlated nonhomogenous Poisson streams to each node rather than passing into the system at one entry point. A method is given to construct such systems…

We theoretically and experimentally study finite-time optimal control of a colloidal particle steered through a spatially inhomogeneous environment, modeled by a position-dependent energetic cost at the final state. The competition between…

The paper studies a class of quadratic optimal control problems for partially observable linear dynamical systems. In contrast to the full information case, the control is required to be adapted to the filtration generated by the…

We propose formulating the finite-horizon stochastic optimal control problem for colloidal self-assembly in the space of probability density functions (PDFs) of the underlying state variables (namely, order parameters). The control…

In many urban areas of the developing world, piped water is supplied only intermittently, as valves direct water to different parts of the water distribution system at different times. The flow is transient, and may transition between…

We suggest a global perspective on dynamic network flow problems that takes advantage of the similarities to port-Hamiltonian dynamics. Dynamic minimum cost flow problems are formulated as open-loop optimal control problems for general…

In this paper, a general stochastic model with controls applied at the moments when the random process hits the boundary of a given subset of the state set is proposed and studied. The general concept of the model is formulated and its…

In this work, we study the control constrained distributed optimal control of a stationary doubly diffusive flow model. For the control problem, we use a well-posedness analysis based on minimal assumptions on data and domain. We show the…

Water utilities aim to reduce the high electrical costs of Water Distribution Networks (WDNs), primarily driven by pumping. However, pump scheduling is challenging due to model uncertainties and water demand forecast errors. This paper…