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We develop a novel mathematical programming approximation framework to tackle the stochastic knapsack problem. In this problem, the decision maker considers items for which either weights or values, or both, are random. The aim is to select…

Optimization and Control · Mathematics 2025-12-18 Roberto Rossi , Steven D. Prestwich , S. Armagan Tarim

We formulate an optimal stopping problem for a geometric Brownian motion where the probability scale is distorted by a general nonlinear function. The problem is inherently time inconsistent due to the Choquet integration involved. We…

Probability · Mathematics 2022-01-07 Zuo Quan Xu , Xun Yu Zhou

The rapid expansion of wind and solar energy leads to an increasing volatility in the electricity generation. Previous studies have shown that storage devices provide an opportunity to balance fluctuations in the power grid. An economical…

Optimization and Control · Mathematics 2017-11-06 Lars Siemer , Wided Medjroubi

We demonstrate that any physical object, as long as its volume is conserved when coupled with suitable operations, provides a sophisticated decision-making capability. We consider the problem of finding, as accurately and quickly as…

Artificial Intelligence · Computer Science 2015-09-02 Song-Ju Kim , Masashi Aono , Etsushi Nameda

In this paper we deal with stochastic optimization problems where the data distributions change in response to the decision variables. Traditionally, the study of optimization problems with decision-dependent distributions has assumed…

Optimization and Control · Mathematics 2023-10-05 Zifan Wang , Changxin Liu , Thomas Parisini , Michael M. Zavlanos , Karl H. Johansson

The main objective of this paper is to develop a martingale-type solution to optimal consumption--investment choice problems ([Merton, 1969] and [Merton, 1971]) under time-varying incomplete preferences driven by externalities such as…

Mathematical Finance · Quantitative Finance 2025-01-14 Weixuan Xia

Quadratic hedging of option payoffs generates the variance optimal martingale measure. When an option features an exercise policy and its cash flows are hedged according to this approach, it may be tempting to optimize such a policy under…

Mathematical Finance · Quantitative Finance 2022-05-26 Nicola Secomandi

It is demonstrated how dynamic storage allocation algorithms can be analyzed in terms of finite size scaling. The method is illustrated in the three simple cases of the it first-fit, next-fit and it best-fit algorithms, and the system works…

Statistical Mechanics · Physics 2007-05-23 Hamed Seyed-allaei

We consider an energy storage problem involving a wind farm with a forecasted power output, a stochastic load, an energy storage device, and a connection to the larger power grid with stochastic prices. Electricity prices and wind power…

Optimization and Control · Mathematics 2020-02-04 Joseph L. Durante , Juliana Nascimento , Warren B. Powell

Optimization problems with continuous data appear in, e.g., robust machine learning, functional data analysis, and variational inference. Here, the target function is given as an integral over a family of (continuously) indexed target…

Machine Learning · Computer Science 2023-11-01 Kexin Jin , Jonas Latz , Chenguang Liu , Carola-Bibiane Schönlieb

We study a decision-maker's problem of finding optimal monetary incentive schemes for retention when faced with agents whose participation decisions (stochastically) depend on the incentive they receive. Our focus is on policies constrained…

Computer Science and Game Theory · Computer Science 2024-07-31 Daniel Freund , Chamsi Hssaine

We study the optimal investment and proportional reinsurance problem of an insurance company, whose investment preferences are described via a forward dynamic utility of exponential type in a stochastic factor model allowing for a possible…

Mathematical Finance · Quantitative Finance 2022-10-20 Katia Colaneri , Alessandra Cretarola , Benedetta Salterini

We compare optimal static and dynamic solutions in trade execution. An optimal trade execution problem is considered where a trader is looking at a short-term price predictive signal while trading. When the trader creates an instantaneous…

Trading and Market Microstructure · Quantitative Finance 2019-07-23 Claudio Bellani , Damiano Brigo , Alex Done , Eyal Neuman

The optimal control problem of stochastic systems is commonly solved via robust or scenario-based optimization methods, which are both challenging to scale to long optimization horizons. We cast the optimal control problem of a stochastic…

Machine Learning · Computer Science 2025-09-17 Etienne Buehrle , Christoph Stiller

In this paper, we study the portfolio optimization problem with general utility functions and when the return and volatility of underlying asset are slowly varying. An asymptotic optimal strategy is provided within a specific class of…

Mathematical Finance · Quantitative Finance 2016-11-08 Jean-Pierre Fouque , Ruimeng Hu

This paper presents a millisecond-level look-ahead control algorithm for energy storage with constant space complexity and worst-case linear run-time complexity. The algorithm connects the optimal control with the Lagrangian multiplier…

Optimization and Control · Mathematics 2019-12-13 Bolun Xu , Magnus Korpas , Audun Botterud , Francis O'Sullivan

In this paper we consider the problem of finding stable maxima of expensive (to evaluate) functions. We are motivated by the optimisation of physical and industrial processes where, for some input ranges, small and unavoidable variations in…

Machine Learning · Statistics 2019-02-22 Alistair Shilton , Sunil Gupta , Santu Rana , Svetha Venkatesh , Majid Abdolshah , Dang Nguyen

Electric power systems are increasingly turning to energy storage systems to balance supply and demand. But how much storage is required? What is the optimal volume of storage in a power system and on what does it depend? In addition, what…

Theoretical Economics · Economics 2025-11-27 Darryl Biggar , Mohammad Reza Hesamzadeh

Mathematical Selection is a method in which we select a particular choice from a set of such. It have always been an interesting field of study for mathematicians. Combinatorial optimisation is the practice of selecting the best constituent…

Optimization and Control · Mathematics 2024-01-31 Anurag Dutta , K. Lakshmanan , John Harshith , A. Ramamoorthy

A new method for stochastic control based on neural networks and using randomisation of discrete random variables is proposed and applied to optimal stopping time problems. The method models directly the policy and does not need the…

Computational Finance · Quantitative Finance 2021-01-11 Thomas Deschatre , Joseph Mikael