4.7 Article

Stochastic optimal control and piecewise parameterization and optimization method for inventory control system improvement

相关参考文献

注意:仅列出部分参考文献,下载原文获取全部文献信息。
Article Mathematics, Interdisciplinary Applications

Control variable parameterization and optimization method for stochastic linear quadratic models

Bo Li et al.

Summary: The linear quadratic (LQ) optimal control model is widely used but often difficult to solve accurately in practice. In this paper, a parametric optimal control problem of a stochastic LQ model is discussed, and a control variable parameterization and optimization method is proposed for solving the optimal control parameter.

CHAOS SOLITONS & FRACTALS (2022)

Article Engineering, Civil

Optimizing Signal Timing Control for Large Urban Traffic Networks Using an Adaptive Linear Quadratic Regulator Control Strategy

Hong Wang et al.

Summary: This study proposes an adaptive multi-input and multi-output traffic signal control method that can improve network-wide traffic operations and is more computationally feasible than existing centralized signal control methods. The method minimizes traffic delay and incremental changes in control input by considering intersection interactions and using an adaptive linear-quadratic regulator (LQR).

IEEE TRANSACTIONS ON INTELLIGENT TRANSPORTATION SYSTEMS (2022)

Article Automation & Control Systems

Optimal control for multistage uncertain random dynamic systems with multiple time delays

Xin Chen et al.

Summary: This paper introduces the concept of an uncertain random dynamic system and proposes the idea of an uncertain random matrix. It formulates a time-delayed uncertain random dynamic system and presents the corresponding time-delayed optimal control problem. To solve this problem, a method is proposed to translate it into an equivalent optimization problem without time delay. The relevant recursion equations are developed with dynamic programming technique to solve the converted optimization problem.

ISA TRANSACTIONS (2022)

Article Computer Science, Artificial Intelligence

Piecewise parameterization for multifactor uncertain system and uncertain inventory-promotion optimization

Bo Li et al.

Summary: The analytic solution provides convenience for industrial implementation of LQ models, but it depends on the solution of Riccati differential equation, increasing the complexity and design cost of controllers. This paper discusses the piecewise parameterization for multifactor uncertain systems and an uncertain inventory promotion optimization problem, presenting an analytic optimal control and a control variable piecewise parameterization method.

KNOWLEDGE-BASED SYSTEMS (2022)

Article

Using linear–quadratic regulator to optimally control the gas lift operation

Mohammad Reza Mahdiani et al.

Arabian Journal of Geosciences (2021)

Article Operations Research & Management Science

A Control Parameterization Method to Solve the Fractional-Order Optimal Control Problem

Pan Mu et al.

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS (2020)

Article Computer Science, Artificial Intelligence

Indefinite LQ optimal control for discrete-time uncertain systems

Yuefen Chen et al.

SOFT COMPUTING (2020)

Article Automation & Control Systems

Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control

Yuan-Hua Ni et al.

IEEE TRANSACTIONS ON AUTOMATIC CONTROL (2015)

Article Engineering, Multidisciplinary

Modelling and optimal control for a fed-batch fermentation process

Chongyang Liu et al.

APPLIED MATHEMATICAL MODELLING (2013)

Article Mathematics, Applied

CONTROL PARAMETERIZATION FOR OPTIMAL CONTROL PROBLEMS WITH CONTINUOUS INEQUALITY CONSTRAINTS: NEW CONVERGENCE RESULTS

Ryan Loxton et al.

NUMERICAL ALGEBRA CONTROL AND OPTIMIZATION (2012)

Article Economics

Linear-quadratic approximation of optimal policy problems

Pierpaolo Benigno et al.

JOURNAL OF ECONOMIC THEORY (2012)

Article Computer Science, Interdisciplinary Applications

Economic order quantity model for deteriorating items with planned backorder level

Gede Agus Widyadana et al.

MATHEMATICAL AND COMPUTER MODELLING (2011)

Article Mathematics, Applied

Numerical solution of large-scale Lyapunov equations, Riccati equations, and linear-quadratic optimal control problems

Peter Benner et al.

NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS (2008)

Article Computer Science, Software Engineering

A robust optimization approach to dynamic pricing and inventory control with no backorders

E Adida et al.

MATHEMATICAL PROGRAMMING (2006)

Article Computer Science, Interdisciplinary Applications

Control parameterization enhancing transform for optimal control of switched systems

R. Li et al.

MATHEMATICAL AND COMPUTER MODELLING (2006)

Article Operations Research & Management Science

Coordinating inventory control and pricing strategies with random demand and fixed ordering cost: The infinite horizon case

X Chen et al.

MATHEMATICS OF OPERATIONS RESEARCH (2004)

Article Management

On optimal inventory control with independent stochastic item returns

M Fleischmann et al.

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (2003)

Article Management

Coordinating supply chain inventories through common replenishment epochs

S Viswanathan et al.

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (2001)

Article Automation & Control Systems

Stochastic linear quadratic regulators with indefinite control weight costs. II

SP Chen et al.

SIAM JOURNAL ON CONTROL AND OPTIMIZATION (2000)