We discuss the mathematical modelling of schedule based rail traffic. The model is used to develop efficient numerical simulation methods for the time optimal control of a large number of interacting trains in a large network. The time optimal control is used to model the realistic behaviour of driving in a network like that of Deutsche Bahn. It is used to allow a real time simulation with inco...

Previous research has shown that repetitive processes, a class of 2D systems, can be used to design linear model based iterative learning control laws for convergence and transient performance, with supporting experimental benchmarking. In many applications attenuation of disturbances acting on the plant signals will also be required. The new results in this paper are control law design algorit...

We consider a dynamic multitask principal-agent model in which the agent allocates his resources on two tasks of different types: effort and accident prevention. We explicitly characterize the optimal contract as well as optimal effort and prevention actions applied by the agent. In contrast to the linear incentive scheme for effort, accident prevention leads to a log-linear punishment scheme i...

Controlled discrete-time stochastic processes are studied using the convex-analytic approach. Some new properties of strategic measures spaces are established, particular Markov models are considered. The meaningful example is presented.

Abstract: This paper deals with the design of Optimal Step-Stress Partially Accelerated Degradation Test (PADT) using Wiener Process for modelling degradation paths. In partial step-stress loading, the unit is tested at usual stress for some time and then stress is accelerated. This helps in preventing over-stressing the test specimens. Failure occurs when the performance characteristic crosses...

A method is proposed for on-line reconfiguration of the terminal constraint used to provide theoretical nominal stability guarantees in linear model predictive control (MPC). By parameterising the terminal constraint, its complete reconstruction is avoided when input constraints are modified to accommodate faults. To enlarge the region of feasibility of the terminal control law for a certain cl...

Abstract. We consider a mean field linear-quadratic-Gaussian game with a major player and a large number of minor players parametrized by a continuum set. The mean field generated by the minor players is approximated by a random process depending only on the initial state and the Brownian motion of the major player, and this leads to two limiting optimal control problems with random coefficient...

This paper considers a one-warehouse multi-retailer inventory system that faces discrete stochastic demand of the customers. Under the so-called balance assumption (also known as the allocation assumption), base stock policies are optimal. Our main contribution is to show that the optimal base stock levels satisfy newsvendor characterizations, which are in terms of inequalities, and to extend t...

A class of scalar nonlinear difference equations with delay is considered. Sufficient conditions for the global asymptotic stability of a unique equilibrium are given. Applications in economics and other fields lead to consideration of associated optimal control problems. An optimal control problem of maximizing a consumption functional is stated. The existence of optimal solutions is establish...

A mathematical driver model is given in the spacial equation form, which takes into account the previewed information of the path. Optimal control method is considered for the ideal no time-delay case and Lyapunov-Krasovskii functional approach is applied to deal with drivers’ reaction time-delay. For both cases, exponential stability is guaranteed for the closedloop system.