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

Locks and dams are critical pieces of inland waterways. However, many components of existing locks have been in operation past their designed lifetime. To ensure safe and cost effective operations, it is therefore important to monitor the…

From economics point of view, we investigate a new optimal control problem driven by a stochastic differential equation with a multi-time states cost functional. By constructing a series of first-order adjoint equations, we establish the…

The dynamical processes taking place on a network depend on its topology. Influencing the growth process of a network therefore has important implications on such dynamical processes. We formulate the problem of influencing the growth of a…

Control of complex turbulent dynamical systems involving strong nonlinearity and high degrees of internal instability is an important topic in practice. Different from traditional methods for controlling individual trajectories, controlling…

We consider an application of pooled stepped chutes where the transport in each pooled step is described by the shallow--water equations. Such systems can be found for example at large dams in order to release overflowing water. We analyze…

The paper is devoted to studying the performance of a computational pipeline, the number of simultaneously executing stages of which at each time is bounded from above by a fixed number. A look at the restriction as a structural hazard…

This paper introduces a formal method to model the level of demand on control when executing cognitive processes. The cost of cognitive control is parsed into an intensity cost which encapsulates how much additional input information is…

Optimal sensor scheduling with applications to networked estimation and control systems is considered. We model sensor measurement and transmission instances using jumps between states of a continuous-time Markov chain. We introduce a cost…

Default risk significantly affects the corporate policies of a firm. We develop a model in which a limited liability entity subject to Poisson default shock jointly sets its dividend policy and capital structure to maximize the expected…

Extracting the optimal amount of power from an array of tidal turbines requires an intricate understanding of tidal dynamics and the effects of turbine placement on the local and regional scale flow. Numerical models have contributed…

In this work, we consider the two dimensional tidal dynamics equations in a bounded domain and address some optimal control problems like total energy minimization, minimization of dissipation of energy of the flow, etc. We also examine an…

We present results from an individual particle based model for the collision, coagulation and fragmentation of heavy drops moving in a turbulent flow. Such a model framework can help to bridge the gap between the full hydrodynamic…

How much work does it cost for a propelled particle to stay localised near a stationary target, defying both thermal noise and a constant flow that would carry it away? We study the control of such a particle in finite time and find optimal…

In a classical optimal stopping problem in continuous time, the agent can choose any stopping time without constraint. Dupuis and Wang (Optimal stopping with random intervention times, Advances in Applied Probability, 34, 141--157, 2002)…

We combine several recent advancements to solve $(1+\varepsilon)$-transshipment and $(1+\varepsilon)$-maximum flow with a parallel algorithm with $\tilde{O}(1/\varepsilon)$ depth and $\tilde{O}(m/\varepsilon)$ work. We achieve this by…

We consider a broker who has to place a large order which consumes a sizable part of average daily trading volume. The broker's aim is thus to minimize execution costs he incurs from the adverse impact of his trades on market prices. By…

In this paper, we study the averaging principle and central limit theorem for multi-scale stochastic differential equations with state-dependent switching. To accomplish this, we first study the Poisson equation associated with a Markov…

Electron counting statistics of a current pump in an open system has universal form in the weak pumping current regime. In the time domain, charge transmission is described by two uncorrelated Poisson processes, corresponding to electron…

A brisk building boom of hydropower mega-dams is underway from China to Brazil. Whether benefits of new dams will outweigh costs remains unresolved despite contentious debates. We investigate this question with the "outside view" or…

In this paper, we study an optimal control problem for a cascade of hydroelectric power plants with reversible turbines and uncontrolled spillways. The system dynamics are governed by a linear control model subject to path constraints. The…