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arXiv · 1901.09653

Optimal inflow control penalizing undersupply in transport systems with uncertain demands

Simone Göttlich·Ralf Korn·Kerstin Lux
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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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Simone Göttlich, Ralf Korn, Kerstin Lux. 2019-01-28. Optimal inflow control penalizing undersupply in transport systems with uncertain demands. https://arxiv.org/abs/1901.09653

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