While feedback control has many applications in quantum systems, finding optimal control protocols for this task is generally challenging. So-called “verification theorems” and “viscosity solutions” provide two useful tools for this purpose: together they give a simple method to check whether any given protocol is optimal, and provide a numerical method for finding optimal protocols. While trea...

We consider a simple class of controlled queue length processes in the fluid rescaling, X(t) = 1 n X(nt). Consider the optimal control problem for X(t) which consists of minimizing the integral of an undiscounted positive running cost until the first time that X = 0. Our main result uses weak convergence ideas to show that the optimal value functions V n of the stochastic control problems for X...

We solve the martingale optimal transport problem for cost functionals represented by optimal stopping problems. The measure-valued martingale approach developed in ArXiv: 1507.02651 allows us to obtain an equivalent infinitedimensional controller-stopper problem. We use the stochastic Perron’s method and characterize the finite dimensional approximation as a viscosity solution to the correspon...

Abstract. In this paper, we study one kind of stochastic recursive optimal control problem with the obstacle constraints for the cost function where the cost function is described by the solution of one reflected backward stochastic differential equations. We will give the dynamic programming principle for this kind of optimal control problem and show that the value function is the unique visco...

In this paper, we consider a flow shop scheduling problem with availability constraints (FSSPAC) for the objective of minimizing the makespan. In such a problem, machines are not continuously available for processing jobs due to preventive maintenance activities. We proposed a mixed-integer linear programming (MILP) model for this problem which can generate non-permutation schedules. Furthermor...

In this paper, optimal placement of Phasor Measurement Unit (PMU) using Global Positioning System (GPS) is discussed. Ant Colony Optimization (ACO), Simulated Annealing (SA), Particle Swarm Optimization (PSO) and Genetic Algorithm (GA) are used for this problem. Pheromone evaporation coefficient and the probability of moving from state x to state y by ant are introduced into the ACO. The modifi...

abstract optimal management of water and nutrient could consider as effective on farm method to reduce pollution because agriculture is none point pollution. in this research, an optimal model was presented to reduce nitrate loss in furrow fertigation. the optimal model contains four simulation models for predicting runoff, deep percolation, nitrate concentration in runoff and nitrate concentra...

this paper presents an inventory model for deteriorating items in which shortages are allowed. it is assumed that the production rate is proportional to the demand rate and greater than demand rate. the inventory model is developed by considering four different circumstances. the optimal of the problem is obtained with the help of mathematica 7 software. numerical examples are given to illustra...

now a days, management and control of perishable inventories is important in many units and industrial enterprises. basically perishable inventory management and control is more complex and challenging than inventories with unlimited lifetime. hence determining the optimal inventory policies for these products is very important.  in this paper, the optimal inventory policy for perishable items ...

in this paper, boundary value problems of fractional order are converted into an optimal control problems. then an approximate solution is constructed from translations and dilations of a b-spline function such that the exact boundary conditions are satisfied. the fractional differential operators are taken in the riemann-liouville and caputo sense. several example are given and the optimal err...