This paper studies generalized differentiation for a class of normal cone operators and sensitivity of solution to a class of parametric discrete optimal control problems. We first establish the Fr ' echet and Mor...
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This paper studies generalized differentiation for a class of normal cone operators and sensitivity of solution to a class of parametric discrete optimal control problems. We first establish the Fr ' echet and Mordukhovich coderivatives of a class of normal cone operators in Asplund spaces. We then use the obtained results to compute and estimate the Fr ' echet coderivative of the solution map to parametric discrete optimal control problems with nonlinear state equations.
This study presents a fully decentralised robust optimisation (RO) approach for multi-area economic dispatch (MA-ED) in the presence of wind power uncertainty. Unlike traditional algorithms, the authors formulate this...
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This study presents a fully decentralised robust optimisation (RO) approach for multi-area economic dispatch (MA-ED) in the presence of wind power uncertainty. Unlike traditional algorithms, the authors formulate this MA-ED problem as dynamic programming problem, and decompose the centralised robust MA-ED problem into a series of sub-problems based on approximate dynamicprogramming algorithm. The value functions are proposed for each area to iteratively estimate the impacts of its dispatches on the dispatches of other areas which make decisions subsequently. The proposed algorithm does not require a central operator but only needs to exchange a small amount of information among neighbouring areas to achieve fully decentralised decision-making. It is practical in cases where the centralised operator cannot be implemented considering the dispatch independence and the detailed data of one area is unavailable considering the privacy. Additionally, the accuracy, adaptability and computational efficiency of the proposed algorithm are illustrated using numerical simulations on two test systems and an actual power system.
Motivated by the works of Toan and Kien (J. Nonlinear Convex Anal.12:635-650,2011) and Thuy and Toan (Acta Math. Vietnam.43:175-199,2018) on the stability and the solution sensitivity in parametric discrete optimal co...
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Motivated by the works of Toan and Kien (J. Nonlinear Convex Anal.12:635-650,2011) and Thuy and Toan (Acta Math. Vietnam.43:175-199,2018) on the stability and the solution sensitivity in parametric discrete optimal control problems, this paper is devoted to the study of the Lipschitz property of the value function and the Aubin property of the solution map to a parametric dynamic programming problem with linear constraints. By establishing abstract results on the Lipschitz property of the value function to a parametric programming and the Aubin property of the solution map to a parametric variational inequality, we obtain the Lipschitz property of the value function and the Aubin property of the solution map to a parametric discrete optimal control problem.
In his work, a manager will come across situations, which will require him to make easy or complicated decisions. The company management often has to take into account the sequence of decisions, of which every decisio...
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ISBN:
(纸本)9788087294925
In his work, a manager will come across situations, which will require him to make easy or complicated decisions. The company management often has to take into account the sequence of decisions, of which every decision affects the following one. The tool used to find solutions to the consequential types of decision problems is called dynamicprogramming. A key part of the logistics process is purchasing the necessary raw materials for production for the best possible price. This article deals deals with the subject of optimalization of purchasing BECO alloys (an alloy of copper and beryllium) in order to achieve the highest possible conservation of financial resources, that's why the timing of purchase is a deciding factor in terms of the manager`s responsibilities.
In this paper, we study the Mordukhovich coderivative and the local metric regularity in Robinson's sense of the solution map to a parametric dynamic programming problem with linear constraints and convex cost fun...
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In this paper, we study the Mordukhovich coderivative and the local metric regularity in Robinson's sense of the solution map to a parametric dynamic programming problem with linear constraints and convex cost functions. By establishing abstract results on the coderivative and the local metric regularity of the solution map to a parametric variational inequality, we obtain the Mordukhovich coderivative and the local metric regularity in Robinson's sense of the solution map to a parametric discrete optimal control problem.
This study presents a novel decentralised hierarchical global energy management control strategy for a group of connected four-wheel-drive hybrid electric vehicles (HEVs) in urban road conditions. In the higher level ...
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This study presents a novel decentralised hierarchical global energy management control strategy for a group of connected four-wheel-drive hybrid electric vehicles (HEVs) in urban road conditions. In the higher level controller, signal phase and timing information and the optimal cruising velocity are combined to generate the target velocities for the HEVs. A model predictive control framework that focuses on the tracking of the target velocity and the associated desired control variable for every individual vehicle is proposed for the prediction of the optimal velocity that compromises fuel economy, mobility and safety. In the lower level controller, a dynamic programming problem is formulated that utilises the predicted velocity for the global energy management optimisation of every individual HEV. Simulation results validate the advantages of the proposed higher and lower level controllers.
We study valuation of swing options on commodity markets when the commodity prices are driven by multiple factors. The factors are modeled as diffusion processes driven by a multidimensional L,vy process. We set up a ...
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We study valuation of swing options on commodity markets when the commodity prices are driven by multiple factors. The factors are modeled as diffusion processes driven by a multidimensional L,vy process. We set up a valuation model in terms of a dynamic programming problem where the option can be exercised continuously in time. Here, the number of swing rights is given by a total volume constraint. We analyze some general properties of the model and study the solution by analyzing the associated HJB-equation. Furthermore, we discuss the issues caused by the multi-dimensionality of the commodity price model. The results are illustrated numerically with three explicit examples.
When price-setting regulators have objectives other than maximizing social surplus, the conservation potential of demand-side technology standards can be significantly diminished. This paper demonstrates this by empir...
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When price-setting regulators have objectives other than maximizing social surplus, the conservation potential of demand-side technology standards can be significantly diminished. This paper demonstrates this by empirically recovering the socially sub-optimal preferences of a group of water managers in a groundwater-dependent region of California and simulating their inefficient price response to the mandated adoption of low-flow appliances by homeowners. The resulting reduction in the conservation potential of these appliances is quantified, and a modest tax is shown to be a relatively cost-effective policy tool for conservation. If non-price conservation policies are preferred according to equity criteria, the paper suggests that, in order to preserve their conservation potential, policy-makers should be required to continue to set prices as if no technology standards had been introduced.
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