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» Optimization Problems in Congestion Control
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AAAI
2007
15 years 8 months ago
Solving a Stochastic Queueing Design and Control Problem with Constraint Programming
A facility with front room and back room operations has the option of hiring specialized or, more expensive, cross-trained workers. Assuming stochastic customer arrival and servic...
Daria Terekhov, J. Christopher Beck, Kenneth N. Br...
CDC
2008
IEEE
16 years 18 days ago
A monotonic algorithm for the optimal control of the Fokker-Planck equation
— Motivated by some crowd motion models in the presence of noise, we consider an optimal control problem governed by the Fokker-Planck equation. We sketch optimality conditions b...
Guillaume Carlier, Julien Salomon
377
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Book
1500views
17 years 5 months ago
Linear Controller Design Limits of Performance
This book gives the reader a clear description of how to formulate the linear controller design problem. It also shows that a large class of linear controller design problems can...
Stephen Boyd, Craig Barratt
ADCM
2007
88views more  ADCM 2007»
15 years 6 months ago
Discrete variational integrators and optimal control theory
A geometric derivation of numerical integrators for optimal control problems is proposed. It is based in the classical technique of generating functions adapted to the special fea...
Manuel de León, David Martín de Dieg...
MOR
2006
90views more  MOR 2006»
15 years 6 months ago
Optimal Control and Hedging of Operations in the Presence of Financial Markets
We consider the problem of dynamically hedging the profits of a corporation when these profits are correlated with returns in the financial markets. In particular, we consider the...
René Caldentey, Martin B. Haugh