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

High-speed boundary-layer transition is extremely sensitive to the free-stream disturbances which are often uncertain. This uncertainty compromises predictions of models and simulations. To enhance the fidelity of simulations, we directly…

This article contributes to a framework for a computational indirect method based on the Pontryagin maximum principle to efficiently solve a class of state constrained time-optimal control problems in the presence of a time-dependent flow…

The paper studies approximations and control of a processor sharing (PS) server where the service rate depends on the number of jobs occupying the server. The control of such a system is implemented by imposing a limit on the number of jobs…

This study proposes a real-time control framework for cascaded hydropower systems that incorporates decision-dependent uncertainty (DDU) to capture the coupling of streamflow uncertainties across the reservoirs. The framework jointly models…

This paper studies optimal switching on and o? of the entire service capacity of an M/M/Infinity queue with holding, running and switching costs where the running costs depend only on whether the system is running or not. The goal is to…

We study a class of two-sided optimal control problems of general linear diffusions under a so-called Poisson constraint: the controlling is only allowed at the arrival times of an independent Poisson signal processes. We give a weak and…

We consider control and inference problems where control protocols and internal dynamics are informed by two types of constraints. Our data consist of i) statistics on the ensemble and ii) trajectories or final disposition of selected…

In this paper, we study a continuous-time discounted jump Markov decision process with both controlled actions and observations. The observation is only available for a discrete set of time instances. At each time of observation, one has to…

This study investigates the upward transport of waterborne pollutants from a lower container to an upper container through vertically falling water streams. While previous analyses have primarily focused on inclined channels, we extend the…

The paper deals with disorders detection in the multivariate stochastic process. We consider the multidimensional Poisson process or the multivariate renewal process. This class of processes can be used as a description of the distributed…

A compound Poisson process whose randomized time is an independent Poisson process is called compound Poisson process with Poisson subordinator. We provide its probability distribution, which is expressed in terms of the Bell polynomials,…

This paper is concerned with the problem of shape optimization of two-dimensional flows governed by the time-dependent Navier-Stokes equations. We derive the structures of shape gradients with respect to the shape of the variable domain for…

Quantifying changes in the probability and magnitude of extreme flooding events is key to mitigating their impacts. While hydrodynamic data are inherently spatially dependent, traditional spatial models such as Gaussian processes are poorly…

This work addresses a switching control problem under which the cost associated with the changes of regimes is allowed to have discontinuities in time. Our main contribution is to show several characterizations of the optimal cost function…

For a long time, water and hydroelectric power are relatively important resources. Their rational distribution is closely related to regional agriculture, industry, residents, etc. In this paper, we mainly study the problem of allocation…

A micro-scale model is proposed for the evolution of the limit order book. Within this model, the flows of orders (claims) are described by doubly stochastic Poisson processes taking account of the stochastic character of intensities of bid…

We deal with a new maximum principle-based stochastic control model for river management through operating a dam and reservoir system. The model is based on coupled forward-backward stochastic differential equations (FBSDEs) derived from…

We present a novel technique to solve the problem of managing optimally a pumped hydroelectric storage system. This technique relies on representing the system as a stochastic optimal control problem with state constraints, these latter…

A high-order combined interpolation/finite element technique is developed for solving the coupled groundwater-surface water system that governs flows in karst aquifers. In the proposed high-order scheme we approximate the time derivative…

In this article, we survey the main models, techniques, concepts, and results centered on the design and performance evaluation of engineered systems that rely on a utilization-dependent component (UDC) whose operation may depend on its…