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arXiv · 2202.05114

Stochastic optimal control for nonlinear damped network dynamics

Simone Göttlich·Thomas Schillinger
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Abstract

We present a stochastic optimal control problem for a tree network. The dynamics of the network are governed by transport equations with a special emphasis on the non-linear damping function. Demand profiles at the network sinks are modelled by a stochastic differential equations. An explicit optimal inflow into the network is determined and numerical simulations are presented to show the effects for different choices of the non-linear damping.

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Simone Göttlich, Thomas Schillinger. 2022-02-10. Stochastic optimal control for nonlinear damped network dynamics. https://arxiv.org/abs/2202.05114

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