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math.OC2020
Chance-constrained optimal inflow control in hyperbolic supply systems with uncertain demand
Simone Göttlich, Oliver Kolb, Kerstin Lux
In this paper, we address the task of setting up an optimal production plan taking into account an uncertain demand. The energy system is represented by a system of hyperbolic part…
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…