Chance‐constrained optimal inflow control in hyperbolic supply systems with uncertain demand

Guaranteed cost control for multi-inventory systems with uncertain demand

In this paper we consider the problem of controlling a multi–inventory system in the presence of uncertain demand. The demand is unknown but bounded in an assigned compact set. The control input is assumed to be also constrained in a compact set. We consider an integral cost function of the buffer level and we face the problem of minimizing the worst case cost. We show that the optimal cost of ...

Multi-period Optimal Energy Procurement and Demand Responses in Smart Grid with Uncertain Supply

We propose a simple model that integrates multiperiod electricity markets, uncertainty in renewable generation, and real-time dynamic demand response. A load-serving entity decides its day-ahead procurement to optimize expected social welfare a day before energy delivery. At delivery time when renewable generation is realized, it sets prices to manage demand and purchase additional power on the...

Uncertain Optimal Control with Jump

Based on the uncertainty theory, an uncertain optimal control problem with jump is considered for uncertain dynamical systems driven by both an uncertain V jump process and an uncertain canonical process. The principle of optimality and the equation of optimality are obtained by applying the dynamic programming principle of the optimal control. As its applications, a pension funds control probl...

H∞-Optimal Boundary Control of Hyperbolic Systems with Sampled Measurements

This paper studies the finite-horizon H∞-optimal control problem for linear hyperbolic systems when only time-sampled values of the state are available, with control acting on the boundary. The problem is formulated in a differential game framework by associating a zero-sum differential game with the original disturbance attenuation problem. The minimizing player’s minimax strategy in this game...

Configuring Multi-Stage Global Supply Chains with Uncertain Demand