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SIAMCO
2008
80views more  SIAMCO 2008»
13 years 4 months ago
Optimal Transportation Problem by Stochastic Optimal Control
We solve optimal transportation problem using stochastic optimal control theory. Indeed, for a super linear cost at most quadratic at infinity, we prove Kantorovich duality theore...
Toshio Mikami, Michèle Thieullen
CDC
2010
IEEE
167views Control Systems» more  CDC 2010»
12 years 11 months ago
Numerical methods for the optimization of nonlinear stochastic delay systems, and an application to internet regulation
The Markov chain approximation method is an effective and widely used approach for computing optimal values and controls for stochastic systems. It was extended to nonlinear (and p...
Harold J. Kushner
WSC
2008
13 years 7 months ago
Simulation based optimization of multi-location transshipment problem with capacitated transportation
In this study, a single-item two-echelon inventory system where the items can be stored in each of N stocking locations is optimized using simulation. The aim of this study is to ...
Banu Yetkin Ekren, Sunderesh S. Heragu
HYBRID
2009
Springer
13 years 11 months ago
Optimal Boundary Control of Convention-Reaction Transport Systems with Binary Control Functions
We investigate a new approach for solving boundary control problems for dynamical systems that are governed by transport equations, when the control function is restricted to binar...
Falk M. Hante, Günter Leugering
INFOCOM
2005
IEEE
13 years 10 months ago
Flow control as stochastic optimal control problem with incomplete information
B. Miller, Konstantin Avrachenkov, K. Stepanyan, G...