Abstract
Abstract: The optimal timing of temperature control generally leads to analytically intractable problems: the state variables' changes in time may be continuous and/or in steps, and may be deterministic and/or stochastic. This problem can be specified concisely as a partial differential equation (PDE), and rapidly solved numerically on a PC (typically a million times faster than exhaustive simulation). By solving the PDE, we can estimate many of the system's physical and/or economic behaviours. We also present a rapid and robust numerical procedure for optimizing the control policy; these methods also have wide applicability in engineering, micro-economics and financial economics. © 2011 Elsevier B.V. All rights reserved.
Original language | English |
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Pages (from-to) | 1523-1530 |
Number of pages | 7 |
Journal | Energy and Buildings |
Volume | 43 |
Issue number | 7 |
DOIs | |
Publication status | Published - Jul 2011 |
Keywords
- Cyclic schedule
- Deterministic inventory theory
- Existence of optimal policies
- Hamilton-Jacobi-Bellman equation
- Infinite linear programming duality
- Optimal temperature control
- Semi-Markov decision process