For a general H 2 optimal control problem, at rst all H 2 optimal measurement feedback controllers are characterized and parameterized, and then attention is focused on controllers with observer based architecture. Both full order as well as reduced order observer based H 2 optimal controllers are characterized and parameterized. Also, systematic methods of designing them are presented. An impo...

We present a SIR+ASI epidemic model to describe the interaction between human and dengue fever mosquito populations. A control strategy in the form of vaccination, to decrease the number of infected individuals, is used. An optimal control approach is applied in order to find the best way to fight the disease.

We study a two-sided, one-to-one matching market with a finite number of agents, candidates and firms. There is incomplete information on both sides of the market and, a priori, candidates are uncertain about their own characteristics. We present a model and methods that allow to analyze the value of information in matching tournaments in which agents engage in wasteful signaling to compete for...

Most manufacturing systems are large and complex and operate in an uncertain environment. One approach to managing such systems is that of hierarchical decomposition. This paper reviews the research devoted to proving that a hierarchy based on the frequencies of occurrence of different types of events in the systems results in decisions that are asymptotically optimal as the rates of some event...

In this report the problem of sequential detection and estimation of change-points is considered. The sense of this problem is as follows: in practice after raising an alarm signal about a change it is often required to divide the whole obtained sequential sample into subsamples of observations before and after an unknown change-point. In this report asymptotically optimal methods are proposed ...

We consider optimal control of a multi-class queue in the Halfin–Whitt regime, and revisit the notion of asymptotic optimality and the associated optimality gaps. The existing results in the literature for such systems provide asymptotically optimal controls with optimality gaps of o( √ n) where n is the system size, for example, the number of servers. We construct a sequence of asymptotically ...

Based on the uncertain optimal control with jump, in this paper, we study a special optimal control problem: linear quadratic uncertain optimal control problem with jump which has a quadratic objective functional for a linear uncertain control system with jump. We obtain the necessary and sufficient conditions for the existence of optimal control.

In the context of controlling the attitude of a rigid body, this communique uses recent results on representations of torques (moments) to establish cost functions. The resulting cost functions are both properly invariant under whatever choice of Euler angles is used to parameterize the rotation of the rigid body and have transparent physical interpretations. The function is related to existing...

In the new deregulated electric power market, energy transactions are generally processed in terms of hourly energy delivery. Failing to fulfill energy delivery obligation may result in penaltalt to energy tiesprodp. This paper studies the relationship between generation level schedule, energy delivery schedule and physical ramp-rate of a generating unit. It is shown that although ramp-rate con...