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Concept

Optimal stopping

Publications associées (26)

Optimal Multiattribute Sreening

Thomas Alois Weber

We provide a technique for constructing optimal multiattribute screening contracts in a general setting with one-dimensional types based on necessary optimality conditions. Our approach allows for type-dependent participation constraints and arbitrary risk ...

Ural Branch of the Russian Academy of Sciences and Ural Federal University named after the first President of Russia B.N.Yeltsin, Krasovskii Institute of Mathematics and Mechanics2016

On the Design of Economic NMPC Based on an Exact Turnpike Property

Dominique Bonvin, Timm Faulwasser

We discuss the design of sampled-data economic nonlinear model predictive control schemes for continuous-time systems. We present novel sufficient convergence conditions that do not require any kind of terminal constraints nor terminal penalties. Instead, ...

IFAC2015

Turnpike and dissipativity properties in dynamic real-time optimization and economic MPC

Dominique Bonvin, Colin Neil Jones, Timm Faulwasser, Milan Korda

We investigate the turnpike and dissipativity properties of continuous-time optimal control problems. These properties play a key role in the analysis and design of schemes for dynamic real-time optimization and economic model predictive control. We show i ...

2014

Constrained Reachability and Trajectory Generation for Flat Systems

Timm Faulwasser

We consider the problem of trajectory generation for constrained differentially flat systems. Based on the topological properties of the set of admissible steady state values of a flat output we derive conditions which allow for an a priori verification of ...

Pergamon-Elsevier Science Ltd2014

Stochastic Optimal Robin Boundary Control Problems of Advection-Dominated Elliptic Equations

Alfio Quarteroni, Gianluigi Rozza, Peng Chen

In this work we deal with a stochastic optimal Robin boundary control problem constrained by an advection-diffusion-reaction elliptic equation with advection-dominated term. We assume that the uncertainty comes from the advection led and consider a stochas ...

Society for Industrial and Applied Mathematics2013

On the Use of Models for Real-Time Optimization

Dominique Bonvin

The operation of dynamic processes can be optimized using models that predict the system behavior well, in particular its optimality features. In practice, however, process models are often structurally inaccurate, and on-line adaptation is typically requi ...

2012

Publications associées (26)