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ANOR
2010
85views more  ANOR 2010»
15 years 7 months ago
Inventory management with partially observed nonstationary demand
Abstract. We consider a continuous-time model for inventory management with Markov modulated non-stationary demands. We introduce active learning by assuming that the state of the ...
Erhan Bayraktar, Michael Ludkovski
AUTOMATICA
2010
110views more  AUTOMATICA 2010»
15 years 6 months ago
Moving-horizon partition-based state estimation of large-scale systems
This paper presents three novel Moving Horizon Estimation (MHE) methods for discrete-time partitioned linear systems, i.e. systems decomposed into coupled subsystems with non-over...
Marcello Farina, Giancarlo Ferrari-Trecate, Riccar...
AUTOMATICA
2008
90views more  AUTOMATICA 2008»
15 years 6 months ago
On the infinite time solution to state-constrained stochastic optimal control problems
: For an infinite-horizon optimal control problem, the cost does not, in general, converge. The classical work-around to this problem is to introduce a discount or "forgetting...
Per Rutquist, Claes Breitholtz, Torsten Wik
AUTOMATICA
2008
74views more  AUTOMATICA 2008»
15 years 6 months ago
Krylov projection framework for Fourier model reduction
This paper analyzes the Fourier model reduction (FMR) method from a rational Krylov projection framework and shows how the FMR reduced model, which has guaranteed stability and a ...
Serkan Gugercin, Karen Willcox
AUTOMATICA
2008
92views more  AUTOMATICA 2008»
15 years 6 months ago
Robust high-order repetitive control: Optimal performance trade-offs
High-order repetitive control has previously been introduced to either improve the robustness for period-time uncertainty or reduce the sensitivity for non-periodic inputs of stan...
Goele Pipeleers, Bram Demeulenaere, Joris De Schut...