Dynamic optimization of stochastic systems using in situ adaptive tabulation

Amit Varshney, Antonios Armaou

Research output: Chapter in Book/Report/Conference proceedingConference contribution


The problem of efficient formulations for the optimization of stochastic dynamical systems modeled by timestepper based descriptions is investigated. The issue of computational requirements for the system evolution is circumvented by extending the notion of in situ adaptive tabulation to stochastic systems. Conditions are outlined that allow unbiased estimation of the mapping gradient matrix and, subsequently, expressions to compute the ellipsoid of attraction are derived. The proposed approach is applied towards the solution of dynamic optimization problems for a bistable reacting system describing catalytic oxidation of CO and an illustrative homogeneous chemically reacting system describing dimerization of a monomer. The dynamic evolution of both systems is modeled using kinetic Monte Carlo simulations. In both cases, tabulation resulted in significant reduction in the solution time of the optimization problem.

Original languageEnglish (US)
Title of host publicationProceedings of the 2006 American Control Conference
PublisherInstitute of Electrical and Electronics Engineers Inc.
Number of pages7
ISBN (Print)1424402107, 9781424402106
StatePublished - 2006
Event2006 American Control Conference - Minneapolis, MN, United States
Duration: Jun 14 2006Jun 16 2006

Publication series

NameProceedings of the American Control Conference
ISSN (Print)0743-1619


Other2006 American Control Conference
Country/TerritoryUnited States
CityMinneapolis, MN

All Science Journal Classification (ASJC) codes

  • Electrical and Electronic Engineering


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