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

Design, architecture and deployment details of a decision support system engineered to minimize operating costs of compressor stations in a gas network are presented. The system employs standard simulation software for pipelines, combined…

This paper is concerned with the stochastic linear-quadratic optimal control problem with Poisson jumps. The coefficients in the state equation and the weighting matrices in the cost functional are all deterministic but are allowed…

This paper discusses a framework to design elements of the plant and control systems for floating offshore wind turbines in an integrated manner using linear parameter-varying models. Multiple linearized models derived from aeroelastic…

Optimal control theory is an effective tool to improve parameter estimation of quantum systems. Different methods can be employed for the design of the control protocol. They can be based either on Quantum Fischer Information (QFI)…

We consider optimal control of a stochastic network,where service is controlled to prevent buffer overflow. We use a risk-sensitive escape time criterion, which in comparison to the ordinary escape time criteria heavily penalizes exits…

We review several competing chaining methods to estimate the supremum, the diameter of the range or the modulus of continuity of a stochastic process in terms of tail bounds of their two-dimensional distributions. Then we show how they can…

We investigate a control process described by a linear system of ordinary differential equations with a noise of special type acting to the control parameter. As the cost functional the probability of the final state vector to enter to a…

While many large infrastructure networks, such as power, water, and natural gas systems, have similar physical properties governing flows, these systems tend to have distinctly different sizes and topological structures. This paper seeks to…

We analyze the fate of dynamical systems that consist of two kind of processes. The first type is supposed to perform a certain function by processing information at a required high accuracy, which is, however, limited to less than 100…

In this paper, we apply an optimal LQ controller, which has an inherent structure that allows for a distributed implementation, to an irrigation network. The network consists of a water reservoir and connected water canals. The goal is to…

In this paper we consider the maximum principle of optimal control for a stochastic control problem. This problem is governed by a system of fully coupled multi-dimensional forward-backward doubly stochastic differential equation with…

We study the optimal provision of information for two natural performance measures of queuing systems: throughput and makespan. A set of parallel links is equipped with deterministic capacities and stochastic travel times where the latter…

At the port-of-entry containers are inspected through a specific sequence of sensor stations to detect the presence of nuclear materials, biological and chemical agents, and other illegal cargo. The inspection policy, which includes the…

This paper deals with the optimal control of systems governed by nonlinear systems of conservation laws at junctions. The applications considered range from gas compressors in pipelines to open channels management. The existence of an…

We consider a novel queuing problem where the decision-maker must choose to accept or reject randomly arriving tasks into a no buffer queue which are processed by $N$ identical servers. Each task has a price, which is a positive real…

In this paper, we investigate a distributed optimal control problem for a convective viscous Cahn-Hilliard system with dynamic boundary conditions. Such systems govern phase separation processes between two phases taking place in an…

We consider a general class of high order weak approximation schemes for stochastic differential equations driven by L\'evy processes with infinite activity. These schemes combine a compound Poisson approximation for the jump part of the…

The claim arrival process to an insurance company is modeled by a compound Poisson process whose intensity and/or jump size distribution changes at an unobservable time with a known distribution. It is in the insurance company's interest to…

This article presents the idea and realization for the unique Adaptive Inflow Control System being a part of well completion, able to adjust to the changing in time production conditions. This system allows to limit the flow rate from each…

Streaming analysis is widely used in cloud as well as edge infrastructures. In these contexts, fine-grained application performance can be based on accurate modeling of streaming operators. This is especially beneficial for computationally…