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
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.