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arXiv 1901.09653math.OC
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具有不确定需求的运输系统中惩罚供给不足的最优流入控制

Optimal inflow control penalizing undersupply in transport systems with uncertain demands

Simone Göttlich, Ralf Korn, Kerstin Lux

摘要:

我们关注的是不确定需求下的最优控制策略。一个Ornstein-Uhlenbeck过程描述了不确定的需求。供应系统内的传输由线性平流方程建模。我们考虑不同的方法来控制在给定的时间,以满足随机需求的最优方式生产量。特别是,我们引入了供应不足的惩罚,并分析其效果的最佳输出的数值模拟研究。

英文摘要:

We are concerned with optimal control strategies subject to uncertain demands. An Ornstein-Uhlenbeck process describes the uncertain demand. The transport within the supply system is modeled by the linear advection equation. We consider different approaches to control the produced amount at a given time to meet the stochastic demand in an optimal way. In particular, we introduce an undersupply penalty and analyze its effect on the optimal output in a numerical simulation study.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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