Department of Mathematics

Complex System Working Lunch - CoSy

  • Date: 1/30/2018 at 12:15 PM 1:00 PM
  • Location: Ångströmlaboratoriet, Lägerhyddsvägen 1 Å4003
  • Lecturer: Magnus Perninge, Department of Physics and Electrical Engineering, Linnéuniversitetet
  • Organiser: CIM
  • Contact person: Marcus Westerberg
  • Seminarium

Optimal switching problems with execution delays

The optimal switching problem has received a lot of attention in the last decade following the emergence of a number of applications in electricity production. We consider a type of optimal switching problems with non-uniform execution delays and ramping. Such problems frequently occur in the operation of economical and engineering systems. We provide a solution to the problem by extending the probabilistic method previously used to solve the non-delay problem.