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Title: A Multiobjective Optimization Framework for Stochastic Control of Complex Systems

Abstract

This paper addresses the problem of minimizing the long-run expected average cost of a complex system consisting of subsystems that interact with each other and the environment. We treat the stochastic control problem as a multiobjective optimization problem of the one-stage expected costs of the subsystems, and we show that the control policy yielding the Pareto optimal solution is an optimal control policy that minimizes the average cost criterion for the entire system. For practical situations with constraints consistent to those we study here, our results imply that the Pareto control policy may be of value in deriving online an optimal control policy in complex systems.

Authors:
 [1];  [1];  [2]
  1. ORNL
  2. The University of Tennessee
Publication Date:
Research Org.:
Oak Ridge National Lab. (ORNL), Oak Ridge, TN (United States). National Transportation Research Center (NTRC)
Sponsoring Org.:
USDOE Laboratory Directed Research and Development (LDRD) Program
OSTI Identifier:
1185344
DOE Contract Number:  
DE-AC05-00OR22725
Resource Type:
Conference
Resource Relation:
Conference: The 2015 American Control Conference, Chicago, IL, USA, 20150701, 20150703
Country of Publication:
United States
Language:
English
Subject:
Complex systems; stochastic optimal control; controlled Markov chains; multicriteria optimization

Citation Formats

Malikopoulos, Andreas, Maroulas, Vasileios, and Xiong, Professor Jie. A Multiobjective Optimization Framework for Stochastic Control of Complex Systems. United States: N. p., 2015. Web.
Malikopoulos, Andreas, Maroulas, Vasileios, & Xiong, Professor Jie. A Multiobjective Optimization Framework for Stochastic Control of Complex Systems. United States.
Malikopoulos, Andreas, Maroulas, Vasileios, and Xiong, Professor Jie. Thu . "A Multiobjective Optimization Framework for Stochastic Control of Complex Systems". United States. doi:. https://www.osti.gov/servlets/purl/1185344.
@article{osti_1185344,
title = {A Multiobjective Optimization Framework for Stochastic Control of Complex Systems},
author = {Malikopoulos, Andreas and Maroulas, Vasileios and Xiong, Professor Jie},
abstractNote = {This paper addresses the problem of minimizing the long-run expected average cost of a complex system consisting of subsystems that interact with each other and the environment. We treat the stochastic control problem as a multiobjective optimization problem of the one-stage expected costs of the subsystems, and we show that the control policy yielding the Pareto optimal solution is an optimal control policy that minimizes the average cost criterion for the entire system. For practical situations with constraints consistent to those we study here, our results imply that the Pareto control policy may be of value in deriving online an optimal control policy in complex systems.},
doi = {},
journal = {},
number = ,
volume = ,
place = {United States},
year = {Thu Jan 01 00:00:00 EST 2015},
month = {Thu Jan 01 00:00:00 EST 2015}
}

Conference:
Other availability
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