In the common trigonometric regression model we investigate the optimal design problem for the estimation of the individual coeecients, where the explanatory variable varies in the interval ?a; a]; 0 < a : It is demonstrated that the structure of the optimal design depends sensitively on the size of the design space. For many cases optimal designs can be found explicitly, where the complexity o...

This report summarizes some of our recent work (Guo and Tomecek (2008b,a)) on a new theoretical connection between singular control of finite variation and optimal switching problems. This correspondence not only provides a novel method for analyzing multi-dimensional singular control problems, but also builds links among singular controls, Dynkin games, and sequential optimal stopping problems.

Formal Techniques for the Verification and Optimal Control of Probabilistic Systems in thePresence of Modeling Uncertainties

The aim of this paper is to tackle the time optimal controllability of an (n+1)-dimensional nonholonomic integrator. In the optimal control problem we consider, the state variables are subject to a bound constraint. We give a full description of the optimal control and optimal trajectories are explicitly obtained. The optimal trajectories we construct, lie in a 2-dimensional plane and they are ...

Sensor networks primarily have two competing objectives: they must sense as much as possible, yet last as long as possible when deployed. In this paper, we approach this problem using optimal control. We describe a model that relates each sensor’s “footprint” to their power consumption and use this model to derive optimal control laws that maintain the area coverage for a specified operational ...

We consider a single-stage manufacturing system where the physical state of each job is characterized by timedriven dynamics and its temporal state by event-driven dynamics. Extending an earlier analysis of a deterministic model for this system, we study a stochastic model where there are controllable parameters that affect the service processing speed. When job arrivals are represented through...

This study proves various global stability results for unbounded optimal growth models. The main theorem states that any optimal path converges into the neighborhood of a balanced growth path if future utility is sufficiently weakly discounted. The assumptions allow for non-smooth technologies, joint production, and production in independent sectors. Hence, the results form the integration of n...