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Optimal inflow control in transport systems with uncertain demands ‐ A comparison of undersupply penalties
Author(s) -
Lux Kerstin,
Göttlich Simone
Publication year - 2019
Publication title -
pamm
Language(s) - English
Resource type - Journals
ISSN - 1617-7061
DOI - 10.1002/pamm.201900252
Subject(s) - inflow , advection , mathematical optimization , optimal control , process (computing) , computer science , geology , mathematics , oceanography , physics , thermodynamics , operating system
We address the challenging task of setting up an optimal production plan taking into account uncertain demand. The transport process is represented by the linear advection equation and the uncertain demand stream is captured by an Ornstein‐Uhlenbeck process (OUP). With a model predictive control approach, we determine the optimal inflow. We use two types of undersupply penalties and compare the average undersupply as well as the number of undersupply cases in a numerical simulation.