2 papers
math.OC2025
Continuous time Stochastic optimal control under discrete time partial observations
Christian Bayer, Boualem Djehiche, Eliza Rezvanova +1
This work addresses stochastic optimal control problems where the unknown state evolves in continuous time while partial, noisy, and possibly controllable measurements are only ava…
math.OC2024
Lagrangian Relaxation for Continuous-Time Optimal Control of Coupled Hydrothermal Power Systems Including Storage Capacity and a Cascade of Hydropower Systems with Time Delays
Chiheb Ben Hammouda, Eliza Rezvanova, Erik von Schwerin +1
This work considers a short-term, continuous time setting characterized by a coupled power supply system controlled exclusively by a single provider and comprising a cascade of hyd…