Optimal inflow control penalizing undersupply in transport systems with uncertain demands


Göttlich, Simone ; Korn, Ralf ; Lux, Kerstin


URL: https://arxiv.org/abs/1901.09653
Document Type: Conference or workshop publication
Year of publication: 2019
Book title: The 20th European Conference on Mathematics for Industry 18-22 June 2018, Budapest, Hungary : proceedings
Page range: tba
Conference title: ECMI 2018
Location of the conference venue: Budapest, Hungary
Date of the conference: 18-22 June 2018
Place of publication: Cham
Publishing house: Springer
ISBN: tba
Publication language: English
Institution: School of Business Informatics and Mathematics > Wissenschaftliches Rechnen (Göttlich 2011-)
Subject: 510 Mathematics
Abstract: 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 is modeled by the linear advection equation. We consider different approaches to control the produced amount at a given time to meet the stochastic demand in an optimal way. In particular, we introduce an undersupply penalty and analyze its effect on the optimal output in a numerical simulation study.

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Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Korn, Ralf ; Lux, Kerstin Optimal inflow control penalizing undersupply in transport systems with uncertain demands. tba In: The 20th European Conference on Mathematics for Industry 18-22 June 2018, Budapest, Hungary : proceedings (2019) Cham ECMI 2018 (Budapest, Hungary) [Conference or workshop publication]


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BASE: Göttlich, Simone ; Korn, Ralf ; Lux, Kerstin

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ORCID: Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Korn, Ralf ; Lux, Kerstin

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