相关论文: Optimal control of a large dam
We consider a real-valued diffusion process with a linear jump term driven by a Poisson point process and we assume that the jump amplitudes have a centered density with finite moments. We show upper and lower estimates for the density of…
We study the flow-level performance of random wireless networks. The locations of base stations (BSs) follow a Poisson point process. The number and positions of active users are dynamic. We associate a queue to each BS. The performance and…
We discuss the combined effects of overdamped motion in a quenched random potential and diffusion, in one dimension, in the limit where the diffusion coefficient is small. Our analysis considers the statistics of the mean first-passage time…
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…
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 propose a novel approach for controlling surface water waves and their interaction with floating bodies. We consider a floating target rigid body surrounded by a control region where we design three control strategies of…
Energy systems resilience is becoming increasingly important as the frequency of major grid outages increases. In this work, we present a methodology to optimize a behind-the-meter distributed energy resource system to sustain a site's…
We consider the independent set problem in the semi-streaming model. For any input graph $G=(V, E)$ with $n$ vertices, an independent set is a set of vertices with no edges between any two elements. In the semi-streaming model, $G$ is…
One of the significant challenges in monitoring the quality of products today is the high dimensionality of quality characteristics. In this paper, we address Phase I analysis of high-dimensional processes with individual observations when…
We study the stability of deterministic systems given sequences of large, jump-like perturbations. Our main result is to dervie a lower bound for the probability of the system to remain in the basin, given that perturbations are rare…
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 discuss ways to measure duration in a power transmission system resilience event by modeling outage and restore processes from utility data. We introduce novel Poisson process models that describe how resilience events progress and…
This paper considers the constrained sampling multi-stream quickest change detection problem, also known as the bandit quickest change detection problem. One stream contains a change-point that shifts its mean by an unknown amount. The goal…
This paper analyzes and explicitly solves a class of long-term average impulse control problems and a related class of singular control problems. The underlying process is a general one-dimensional diffusion with appropriate boundary…
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…
For a L\'evy process $X$ on a finite time interval consider the probability that it exceeds some fixed threshold $x>0$ while staying below $x$ at the points of a regular grid. We establish exact asymptotic behavior of this probability as…
In this paper we derive quantitative boundary H\"older estimates, with explicit constants, for the inhomogeneous Poisson problem in a bounded open set $D\subset \mathbb{R}^d$. Our approach has two main steps: firstly, we consider an…
A novel adjoint-based framework oriented to optimal flow control in compressible direct numerical simulations is presented. Also, a new formulation of the adjoint characteristic boundary conditions is introduced, which enhances the…
Asymptotic behavior of the point process of high and medium values of a Gaussian stationary process with discrete time is considered. An approximation by a Poisson cluster point process is given for the point process.
Urban wastewater sector is being pushed to optimize processes in order to reduce energy consumption without compromising its quality standards. Energy costs can represent a significant share of the global operational costs (between 50% and…