A Distributed Optimization Algorithm for Stochastic Optimal Control

Quantitative Determination Of Optimal Fiscal And Monetary Policies: A Stochastic Optimal Control Analysis For Iran

An Optimal Algorithm for Stochastic Matroid Bandit Optimization

The selection of leaders in leader-follower multi-agent systems can be naturally formulated as a matroid optimization problem. In this paper, we investigate the online and stochastic version of such a problem, where in each iteration or round, we select a set of leaders and then observe a random realization of the corresponding reward, i.e., of the system performance. This problem is referred t...

A Stochastic Optimization Model for Groundwater Management

An Application of the Stochastic Optimal Control Algorithm (OPTCON) to the Public Sector Economy of Iran

In this paper we first describe the stochastic optimal control algorithm called ((OPTCON)). The algorithm minimizes an intertemporal objective loss function subject to a nonlinear dynamic system in order to achieve optimal value of control (or instrument) variables. Second as an application, we implemented the algorithm by the statistical programming system ((GAUSS)) to determine the optimal fi...

Optimal Distributed Generation (DG) Allocation in Distribution Networks using an Improved Ant Colony Optimization (ACO) Algorithm

Abstract: The development of distributed generation (DGs) units in recent years have created challenges in the operation of power grids, especially distribution networks. One of these issues is the optimal allocation (location and capacity) of these units in distribution networks. In this thesis, a method based on the improved ant colony optimization algorithm is presented to solve the problem ...