eprintid: 512
rev_number: 15
eprint_status: archive
userid: 7
dir: disk0/00/00/05/12
datestamp: 2011-07-27 08:32:04
lastmod: 2011-10-12 14:23:42
status_changed: 2011-07-27 08:32:04
type: book_section
metadata_visibility: show
contact_email: alberto.bemporad@imtlucca.it
item_issues_count: 0
creators_name: Bernardini, Daniele
creators_name: Muñoz de la Peña, David
creators_name: Bemporad, Alberto
creators_name: Frazzoli, Emilio
creators_id: daniele.bernardini@imtlucca.it
creators_id: 
creators_id: alberto.bemporad@imtlucca.it
creators_id: 
title: Simultaneous optimal control and discrete stochastic sensor selection
ispublished: pub
subjects: QA
subjects: TA
divisions: CSA
full_text_status: none
abstract: In this paper we present the problem of combining optimal control with efficient information gathering in an uncertain environment. We assume that the decision maker has the ability to choose among a discrete set of sources of information, where the outcome of each source is stochastic. Different sources and outcomes determine a reduction of uncertainty, expressed in terms of constraints on system variables and set-points, in different directions. This paper proposes an optimization-based decision making algorithm that simultaneously determines the best source to query and the optimal sequence of control moves, according to the minimization of the expected value of an index that weights both dynamic performance and the cost of querying. The problem is formulated using stochastic programming ideas with decision-dependent scenario trees, and a solution based on mixed-integer linear programming is presented. The results are demonstrated on a simple supply-chain management example with uncertain market demand. 
date: 2009
date_type: published
series: Lecture Notes in Computer Science
publication: Hybrid Systems: Computation and Control 
volume: 5469
publisher: Springer-Verlag Berlin Heidelberg
pagerange: 61-75
id_number: 10.1007/978-3-642-00602-9_5
refereed: TRUE
isbn: 978-3-642-00601-2
book_title: Hybrid Systems: Computation and Control 
editors_name: Majumdar, Rupak
editors_name: Tabuada, Paulo
official_url: http://www.springerlink.com/content/616611717102p720/
funders: This work was partially supported by the European Commission under the HYCON Network of Excellence, contract number FP6-IST-511368, and under the WIDE project, contract number FP7-IST-224168
projects: WIDE project
citation:   Bernardini, Daniele and Muñoz de la Peña, David and Bemporad, Alberto and Frazzoli, Emilio  Simultaneous optimal control and discrete stochastic sensor selection.   In:  Hybrid Systems: Computation and Control.   Lecture Notes in Computer Science, 5469 .  Springer-Verlag Berlin Heidelberg, pp. 61-75.  ISBN 978-3-642-00601-2      (2009)