Stochastic impulse control of nonsmooth dynamics with partial observation and execution delay: Application to an environmental restoration problem

@article{Yoshioka2020StochasticIC,
  title={Stochastic impulse control of nonsmooth dynamics with partial observation and execution delay: Application to an environmental restoration problem},
  author={Hidekazu Yoshioka and Yuta Yaegashi},
  journal={Optimal Control Applications and Methods},
  year={2020},
  volume={42},
  pages={1226 - 1252}
}
Nonsmooth dynamics driven by stochastic disturbance arise in a wide variety of engineering problems. Impulsive interventions are often employed to control stochastic systems; however, the modeling and analysis subject to execution delay have been less explored. In addition, continuously receiving information of the dynamics is not always possible. In this article, with an application to an environmental restoration problem, a continuous‐time stochastic impulse control problem subject to… 

Towards control of dam and reservoir systems with forward–backward stochastic differential equations driven by clustered jumps

  • H. Yoshioka
  • Mathematics
    Advanced Control for Applications
  • 2022
TLDR
It is shown that the linear-quadratic case can capture the real operation data of the system with underestimation of the outflow discharge, and key challenges towards more sophisticated modeling and analysis with jump-driven FBSDEs are discussed.

Analytical Approach for Sustainable Multi-Objective Management of Sediment-Algae Dynamics

References

SHOWING 1-10 OF 69 REFERENCES

Analysis and computation of an optimality equation arising in an impulse control problem with discrete and costly observations

Some control problems with random intervention times

  • Hui Wang
  • Mathematics
    Advances in Applied Probability
  • 2001
We consider the problem of optimally tracking a Brownian motion by a sequence of impulse controls, in such a way as to minimize the total expected cost that consists of a quadratic deviation cost and

Impulse control problem on finite horizon with execution delay

Optimal Stochastic Impulse Control with Delayed Reaction

Abstract We study impulse control problems of jump diffusions with delayed reaction. This means that there is a delay δ>0 between the time when a decision for intervention is taken and the time when

Optimal control of a class of piecewise deterministic processes

TLDR
A new control strategy for a class of piecewise deterministic processes (PDP) that consist of ordinary differential equations that are subject to random switches corresponding to a discrete Markov process is presented.

Jump processes with deterministic and stochastic controls.

TLDR
A general theory of a one-dimensional system evolving according to a deterministic drift and randomly forced by two types of jump processes is developed, which includes a different formulation of the master equation using antecedent and posterior jump states, and an analytical solution for steady state is obtained.

Markov Control Processes with Rare State Observation: Theory and Application to Treatment Scheduling in HIV-1

Markov Decision Processes (MDP) or Partially Observable MDPs (POMDP) are used for modelling situations in which the evolution of a process is partly random and partly controllable. These MDP

Dynamic analysis of discontinuous plant disease models with a non-smooth separation line

Based on the aim to minimize losses and maximize returns, we present a discontinuous plant disease model incorporating a threshold policy control. This control is represented by the maximum value

Practical algorithm for stochastic optimal control problem about microbial fermentation in batch culture

TLDR
Numerical results show that, by employing the obtained optimal control governed by stochastic dynamical system, 1,3-PD concentration at the terminal time can be increased compared with the previous results.
...