Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Optimal management of pumped hydroelectric production with state
  constrained optimal control   We present a novel technique to solve the problem of managing optimally a
pumped hydroelectric storage system. This technique relies on representing the
system as a stochastic optimal control problem with state constraints, these
latter corresponding to the finite volume of the reservoirs. Following the
recent level-set approach presented in O. Bokanowski, A. Picarelli, H. Zidani,
"State-constrained stochastic optimal control problems via reachability
approach", SIAM J. Control and Optim. 54 (5) (2016), we transform the original
constrained problem in an auxiliary unconstrained one in augmented state and
control spaces, obtained by introducing an exact penalization of the original
state constraints. The latter problem is fully treatable by classical dynamic
programming arguments.

11
The categories of this paper are: hep-lat
13
The categories of this paper are: quant-ph
9
The categories of this paper are: nlin
12
The categories of this paper are: nucl-th
33
The categories of this paper are: plasm-ph
7
The categories of this paper are: hep-th
3
The categories of this paper are: physics
10
The categories of this paper are: q-bio
22
The categories of this paper are: chao-dyn
28
The categories of this paper are: alg-geom
1
The categories of this paper are: cs
35
The categories of this paper are: mtrl-th
5
The categories of this paper are: gr-qc
23
The categories of this paper are: solv-int
36
The categories of this paper are: cmp-lg
31
The categories of this paper are: ao-sci