Showing 1 - 10 of 16
We are concerned with the simulation and optimization of large-scale gas pipeline systems in an error-controlled environment. The gas flow dynamics is locally approximated by sufficiently accurate physical models taken from a hierarchy of decreasing complexity and varying over time. Feasible...
Persistent link: https://www.econbiz.de/10015192778
We are interested in structures and efficient methods for mixed-integer nonlinear programs (MINLP) that arise from a first discretize, then optimize approach to time-dependent mixed-integer optimal control problems (MIOCPs). In this study we focus on combinatorial constraints, in particular on...
Persistent link: https://www.econbiz.de/10010949939
This paper addresses an optimal inventory control in a supply chain in which customers arrive at a facility according to a Poisson process and the facility provides service which takes exponential amounts of time, using items supplied by an outside supplier with exponential lead time process....
Persistent link: https://www.econbiz.de/10010949966
We consider Markov Decision Processes under light traffic conditions. We develop an algorithm to obtain asymptotically optimal policies for both the total discounted and the average cost criterion. This gives a general framework for several light traffic results in the literature. We illustrate...
Persistent link: https://www.econbiz.de/10010950088
We analyze the connection between the optimal solutions of minimum time and fixed final time optimal control problems. We discuss some controllability conditions which guarantee the equivalence of the two problems. In fact, under such conditions, not only does an optimal control...
Persistent link: https://www.econbiz.de/10010950092
We consider the optimal control problem of certain batch service queueing systems with compound Poisson arrivals and linear holding costs. The control problem involves the determination of the epochs at which the service is initiated as well as the sizes of the batches served. The service times...
Persistent link: https://www.econbiz.de/10010950139
In this paper, we study a scheduling problem of jobs from two different queues on several parallel servers. Jobs have exponentially distributed processing times, and incur costs per unit of time, until they leave the system, and there are no arrivals to the system at any time. The objective is...
Persistent link: https://www.econbiz.de/10010950192
We consider the fluid model of a controlled birth-and-death process with an absorbing state. Instead of analyzing the trajectories, we investigate the performance functionals of the underlying process by considering algebraic equations of the dynamic programming type. We provide the accuracy of...
Persistent link: https://www.econbiz.de/10010950276
For a controlled stochastic dynamic system with set-valued drift coefficient and a terminal cost functional we derive a necessary extremality condition in form of a minimum principle. Copyright Physica-Verlag 1997
Persistent link: https://www.econbiz.de/10010950289
The paper deals with the assignment of a single server to two retrial queues. Each customer reapplies for service after an exponentially distributed amount of time. The server operates at customer dependent exponential rates. There are holding costs and costs during service per customer and per...
Persistent link: https://www.econbiz.de/10010950341