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math.OC2019
Optimal inflow control penalizing undersupply in transport systems with uncertain demands
Simone Göttlich, Ralf Korn, Kerstin Lux
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…
math.OC2018
Optimal control of electricity input given an uncertain demand
Simone Göttlich, Ralf Korn, Kerstin Lux
We consider the problem of determining an optimal strategy for electricity injection that faces an uncertain power demand stream. This demand stream is modeled via an Ornstein-Uhle…