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146
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AUTOMATICA
2006
183views more  AUTOMATICA 2006»
15 years 6 months ago
Bank management via stochastic optimal control
This paper examines a problem related to the optimal risk management of banks in a stochastic dynamic setting. In particular, we minimize7 market and capital adequacy risk that in...
Janine Mukuddem-Petersen, Mark Adam Petersen
AUTOMATICA
2005
108views more  AUTOMATICA 2005»
15 years 6 months ago
Robust optimal control of regular languages
This paper presents an algorithm for robust optimal control of regular languages under specified uncertainty bounds on the event cost parameters of the language measure that has b...
Constantino M. Lagoa, Jinbo Fu, Asok Ray
TON
2008
133views more  TON 2008»
15 years 6 months ago
Optimal routing and data aggregation for maximizing lifetime of wireless sensor networks
An optimal routing and data aggregation scheme for wireless sensor networks is proposed in this paper. The objective is to maximize the network lifetime by jointly optimizing data ...
Cunqing Hua, Tak-Shing Peter Yum
164
Voted
CCE
2004
15 years 6 months ago
An MPEC formulation for dynamic optimization of distillation operations
We consider the dynamic optimization of chemical processes with changes in the number of equilibrium phases. Recent work has shown that transitions in the number of phases can be ...
Arvind U. Raghunathan, M. Soledad Diaz, Lorenz T. ...
CDC
2010
IEEE
126views Control Systems» more  CDC 2010»
15 years 1 months ago
Bifurcation of singular arcs in an optimal control problem for cancer immune system interactions under treatment
A mathematical model for cancer treatment that includes immunological activity is considered as an optimal control problem. In the uncontrolled system there exist both a region of ...
Urszula Ledzewicz, Mohammad Naghnaeian, Heinz Sch&...