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Based on a dynamic model of the stochastic repayment behavior exhibited by delinquent credit-card accounts as a self-exciting point process, a bank can control the arrival intensity of repayments using costly account-treatment actions. A semi-analytic solu ...
The process industries are characterized by a large number of continuously operating plants, for which optimal operation is of economic and ecological importance.
Many industrial systems can be regarded as an arrangement of several subsystems,
where outp ...
This work develops an effective distributed algorithm for the solution of stochastic optimization problems that involve partial coupling among both local constraints and local cost functions. While the collection of networked agents is interested in discov ...
This paper proposes a parallelizable real-time algorithm for model predictive control (MPC). In contrast to existing distributed and parallel optimization algorithms for linear MPC such as dual decomposition or the alternating direction method of multiplie ...
The objective of this dissertation is to develop data-driven frequency-domain methods for designing robust controllers through the use of convex optimization algorithms. Many of today's industrial processes are becoming more complex, and modeling accurate ...
The concept of reaction variants and invariants for lumped reaction systems has been known for several decades. Its applications encompass model identification, data reconciliation, state estimation and control using kinetic models. In this thesis, the con ...
We consider an optimal control problem for an elliptic partial differential equation (PDE) with random coefficients. The control function is a deterministic, distributed forcing term that minimizes an expected quadratic regularized loss functional. We cons ...
In this thesis, we consider commercial buildings with available heating, ventilation and air conditioning (HVAC) systems, and develop methods to assess and exploit their energy storage and production potential to collectively offer ancillary services to th ...
The recent advances in state estimation, perception, and navigation algorithms have significantly contributed to the ubiquitous use of quadrotors for inspection, mapping, and aerial imaging. To further increase the versatility of quadrotors, recent works i ...
Autonomous operation of industrial plants requires a cheap and efficient way of creating dynamic process models, which can then be used to either be part of the autonomous systems or to serve as simulators for reinforcement learning. The trends of digitali ...
