Chance‐constrained optimal inflow control in hyperbolic supply systems with uncertain demand

DOI10.1002/oca.2689zbMath1469.93114arXiv2001.03591OpenAlexW3097209341WikidataQ115612280 ScholiaQ115612280MaRDI QIDQ5003465

Oliver Kolb, Kerstin Lux, Simone Goettlich

Publication date: 22 July 2021

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.03591

zbMATH Keywords

stochastic optimal controlOrnstein-Uhlenbeck processhyperbolic conservation lawchance constraints

Mathematics Subject Classification ID

Control/observation systems governed by partial differential equations (93C20) Optimal stochastic control (93E20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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