Optimal Stochastic Scheduling of Power Generation Systems with Scheduling Delays and Large Cost Differentials

DOI10.1137/0322009zbMath0551.93076OpenAlexW4254391042MaRDI QIDQ3343899

Gilmer L. Blankenship, José Luis Menaldi

Publication date: 1984

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://digitalcommons.wayne.edu/cgi/viewcontent.cgi?article=1057&context=mathfrp

zbMATH Keywords

quasi-variational inequalitiesstochastic schedulingunit commitment problem

Mathematics Subject Classification ID

Variational inequalities (49J40) Dynamic programming in optimal control and differential games (49L20) Deterministic scheduling theory in operations research (90B35) Dynamic programming (90C39) Optimal stochastic control (93E20) Diffusion processes (60J60)

Related Items (15)

Merit functions for general variational inequalities ⋮ Nonlinear filtering of systems governed by Ito differential equations with jump parameters ⋮ Optimal stochastic scheduling of systems with Poisson noises ⋮ Optimal switching for alternating processes ⋮ Hiring, firing, and relocation under employment protection ⋮ On an iterative algorithm for general variational inequalities ⋮ Variational approach of serial multilevel production/inventory systems ⋮ General variational inequalities and nonexpansive mappings ⋮ Discrete-time switching control in random walks ⋮ Discrete-time control with non-constant discount factor ⋮ Discrete-time hybrid control in Borel spaces ⋮ Discrete-time hybrid control in Borel spaces: average cost optimality criterion ⋮ Optimal impulse control problems for degenerate diffusions with jumps ⋮ Self-adaptive methods for general variational inequalities ⋮ Stochastic hybrid control

This page was built for publication: Optimal Stochastic Scheduling of Power Generation Systems with Scheduling Delays and Large Cost Differentials