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SIAMCO
2010
107views more  SIAMCO 2010»
12 years 11 months ago
Optimal Control under Stochastic Target Constraints
We study a class of Markovian optimal stochastic control problems in which the controlled process Z is constrained to satisfy an a.s. constraint Z (T) G Rd+1 P - a.s. at some fi...
Bruno Bouchard, Romuald Elie, Cyril Imbert
CDC
2009
IEEE
134views Control Systems» more  CDC 2009»
13 years 9 months ago
On LQG joint optimal scheduling and control under communication constraints
Abstract— In this paper, we consider a discrete-time stochastic system, where sensor measurements are sent over a network to the controller. The design objective is a non-classic...
Adam Molin, Sandra Hirche
IJDMBC
2010
115views more  IJDMBC 2010»
12 years 11 months ago
Near Optimum Power Control and Precoding under Fairness Constraints in Network MIMO Systems
Abstract--We consider the problem of setting the uplink signalto-noise-and-interference (SINR) target and allocating transmit powers for mobile stations in multicell spatial multip...
Gábor Fodor, Mikael Johansson, Pablo Soldat...
SIAMCO
2008
116views more  SIAMCO 2008»
13 years 4 months ago
Optimal Reflection of Diffusions and Barrier Options Pricing under Constraints
We introduce a new class of control problems in which the gain depends on the solution of a stochastic differential equation reflected at the boundary of a bounded domain, along d...
Bruno Bouchard
CCE
2008
13 years 4 months ago
Chance constrained programming approach to process optimization under uncertainty
Deterministic optimization approaches have been well developed and widely used in the process industry to accomplish off-line and on-line process optimization. The challenging tas...
Pu Li, Harvey Arellano-Garcia, Günter Wozny