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» Distributed dynamic programming for discrete-time stochastic...
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AUTOMATICA
2011
14 years 4 months ago
Distributed dynamic programming for discrete-time stochastic control, and idempotent algorithms
Previously, idempotent methods have been found to be extremely fast for solution of dynamic programming equations associated with deterministic control problems. The original meth...
William M. McEneaney
AUTOMATICA
2008
134views more  AUTOMATICA 2008»
14 years 9 months ago
Probabilistic reachability and safety for controlled discrete time stochastic hybrid systems
In this work, probabilistic reachability over a finite horizon is investigated for a class of discrete time stochastic hybrid systems with control inputs. A suitable embedding of ...
Alessandro Abate, Maria Prandini, John Lygeros, Sh...
IPCO
2004
107views Optimization» more  IPCO 2004»
14 years 10 months ago
A Robust Optimization Approach to Supply Chain Management
Abstract. We propose a general methodology based on robust optimization to address the problem of optimally controlling a supply chain subject to stochastic demand in discrete time...
Dimitris Bertsimas, Aurélie Thiele
CDC
2009
IEEE
143views Control Systems» more  CDC 2009»
15 years 22 days ago
Management of electric vehicle charging to mitigate renewable generation intermittency and distribution network congestion
—We consider the management of electric vehicle (EV) loads within a market-based Electric Power System Control Area. EV load management achieves cost savings in both (i) EV batte...
Michael C. Caramanis, Justin M. Foster
ATAL
2007
Springer
15 years 3 months ago
A Q-decomposition and bounded RTDP approach to resource allocation
This paper contributes to solve effectively stochastic resource allocation problems known to be NP-Complete. To address this complex resource management problem, a Qdecomposition...
Pierrick Plamondon, Brahim Chaib-draa, Abder Rezak...