Stochastic control design techniques found in the chemical process control literature generally focus on the reduction of state or output variance to improve process operation. Most of these techniques address the problem of minimizing a quadratic cost function subject to linear process dynamics. In these cases, a linear feedback control law results and the disturbance, state and output PDF’s a...

drought is a gradual phenomenon and cause important changes in water resources, agriculture and so on. due to the stochastic behavior of factors that influence the occurrence and intense of drought, one can consider this phenomenon as a stochastic process. with respect to the importance of predicted drought severity and its vital influence in designing and operating water resources systems, thi...

Using an ocean-atmosphere climate model we demonstrate that stochastic resonance could be an important mechanism for millennial-scale climate variability during glacial times. We propose that the glacial ocean circulation, unlike today's, was an excitable system with a stable and a weakly unstable mode of operation, and that a combination of weak periodic forcing and plausible-amplitude stochas...

Resource allocation is a widely studied class of problems in Operation Research and Artificial Intelligence. Specially, constrained stochastic resource allocation problems, where the assignment of a constrained resource do not automatically imply the realization of the task. This kind of problems are generally addressed with Markov Decision Processes (mdps). In this paper, we present efficient ...

The operation planning of hydrothermal systems aims to specify how the set of power plants should be operated so that the resources available for power generation are used efficiently. In hydrothermal systems with great participation of hydroelectric generation, as is the case of the Brazilian system, the operation planning intends to establish Reservoir Operation Rules (RORs) to replace, whene...

The competitive vehicle routing problem is one of the important issues in transportation area. In this paper a new method for competitive VRP with time windows and stochastic demand is introduced. In the presented method a three time bounds are given and the probability of arrival time between each time bound is assumed to be uniform. The demands of each customer are different in each time wind...

This paper proposes a novel control scheme, named self-reflective model predictive control, which takes its own limitations in the presence of process noise and measurement errors into account. In contrast to existing output-feedback MPC and persistently exciting MPC controllers, the proposed self-reflective MPC controller does not only propagate a matrix-valued state forward in time in order t...

This paper reveals that apart from changes of system structure vital system properties such as stabilizability and compensatability may be lost temporarily due to the stochastic nature of system parameters. To that end new system properties called temporal mean-square stabilizability (tms-stabilizability) and temporal meansquare compensatability (tms-compensatability) for time-varying linear di...