We consider the Inventory-Routing Problem where n geographically dispersed retailers must be supplied by a central 9 facility. The retailers experience demand for a product at a deterministic rate and incur holding costs for keeping inventory. Distribution is performed by a eet of capacitated vehicles. The objective is to minimize the average transportation and 11 inventory costs per unit time ...

This paper deals with the H∞ control problem for a class of discrete time-varying nonlinear systems with both randomly occurring nonlinearities and fading measurements over a finite-horizon. The system measurements are transmitted through fading channels described by a modified stochastic Rice fading model. The purpose of the addressed problem is to design a set of time-varying controllers such...

A Model Predictive Control scheme is applied to track the solution of a Fokker-Planck equation over a fixed time horizon. We analyse the dependence of the total cost functional on several parameters of the algorithm, in particular on the prediction horizon, on the regularization parameter, and on the sampling time. Comparison among different numerical simulations show valuable improvements by p...

This paper considers solving optimization problem for linear discrete time systems such that closed-loop discrete-time system is positive (i.e., all of its state variables have non-negative values) and also finite-time stable. For this purpose, by considering a quadratic cost function, an optimal controller is designed such that in addition to minimizing the cost function, the positivity proper...

tendency to optimization in last decades has resulted in creating multi-product manufacturing systems. production planning in such systems is difficult, because optimal production volume that is calculated must be consistent with limitation of production system. hence, integration has been proposed to decide about these problems concurrently. main problem in integration is how we can relate pro...

This paper presents an efficient algorithin for coiiiputing the solution to the constrained infinite time linear quadratic regulator (CLQR) problem for discrete time systems. The algorithm coinbiiies multi-parametric quadratic programming with reachability analysis to obtain the optiinal piecewise affine (PWA) feedback law. The algorithm reduces the time necessary to compute the PWA solution fo...

Stability results are given for a class of feedback systems arising from the regulation of time-varying discrete-time systems using optimal infinite-horizon and moving-horizon feedback laws. The class is characterized by joint constraints on the state and the control, a general nonlinear cost function and nonlinear equations of motion possessing two special properties. It is shown that weak con...

We define what is a replacement policy for a system that fails randomly in time and its main characteristics. There are several parameters that drive the structure of the optimal policy. We provide a detailed discussion of the time horizon, objective functions, and failure time distributions as part of any replacement policy. 1 Definitions and main characteristics Our daily lives involve the ob...

In this paper we consider an agent on a financial market who can trade with an uncertain time horizon by investing in risky stocks and a risk-free bond. He aims at maximizing the utility he draws from his final wealth measured by some utility function. We obtain a sufficient and necessary condition for the optimality, which gives an explicit expression for the optimal strategies as solutions of...