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SIAMCO
2010
107views more  SIAMCO 2010»
12 years 12 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 10 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»
13 years 1 days 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 5 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 5 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