{
  "abstract": "We consider a stochastic optimal control problem arising in the operation of industrial air-conditioning systems with delayed activation effects. The delayed transition between inactive and operational regimes induces a non-Markovian structure in the controlled dynamics. We derive a regression-based discrete dynamic programming algorithm on nested state-control grids. We give a probabilistic proof of convergence of the idealized time-discrete dynamic programming problem to the continuous-time value function. Numerical experiments based on calibrated multidimensional forecast-tracking Ornstein--Uhlenbeck models illustrate the effectiveness of the proposed methodology.",
  "abstract_shown": true,
  "affiliations": [],
  "article_type": null,
  "arxiv": "2610.35811",
  "author_total": 3,
  "authors": [
    {
      "name": "Christian Bayer"
    },
    {
      "name": "Raul Tempone"
    },
    {
      "name": "Leon Wilkosz"
    }
  ],
  "bibtex": "https://research.draconitic.com/paper/9a6mj0jge8s61.bib",
  "cited_by": 0,
  "doi": "10.48550/arxiv.2610.35811",
  "fulltext_url": null,
  "id": "9a6mj0jge8s61",
  "issns": [],
  "landing_url": "https://arxiv.org/abs/2610.35811",
  "language": null,
  "licence": "LicenseRef-arXiv-nonexclusive-1.0",
  "licence_label": "arXiv licence",
  "licence_source": "article",
  "licence_url": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
  "metadata_licence": "CC0-1.0",
  "native_subjects": [
    [
      "arxiv",
      "math.OC"
    ],
    [
      "openalex",
      "1703|Adaptive Dynamic Programming Control"
    ]
  ],
  "openalex": "W7223863685",
  "pdf_url": "https://arxiv.org/pdf/2610.35811",
  "pmcid": null,
  "pmid": null,
  "published": "2026-10-26",
  "publisher": null,
  "ris": "https://research.draconitic.com/paper/9a6mj0jge8s61.ris",
  "sources": [
    {
      "first_seen": "2026-10-30T12:35:43Z",
      "native_id": "2610.35811",
      "source": "arxiv",
      "url": "https://arxiv.org/abs/2610.35811"
    }
  ],
  "subjects": [
    {
      "field": "mathematics",
      "origin": "arxiv:math.OC",
      "subfield": "optimisation-control"
    }
  ],
  "title": "Data-Driven Stochastic Control of Delayed Air-Conditioning Systems",
  "title_text": "Data-Driven Stochastic Control of Delayed Air-Conditioning Systems",
  "type": "preprint",
  "updated_at": "2026-10-30T12:35:43Z",
  "url": "https://research.draconitic.com/paper/9a6mj0jge8s61",
  "venue": "arXiv",
  "versions": []
}