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Methods for interactive evaluation of the functioning efficiency of the motor transport system for a large city based on the use of U-statistics methods has been formalized. To optimize this technique, effective algorithmic constructions…

Voltage control plays an important role in the operation of electricity distribution networks, especially with high penetration of distributed energy resources. These resources introduce significant and fast varying uncertainties. In this…

We present the fundamentals of a measure transport approach to sampling. The idea is to construct a deterministic coupling---i.e., a transport map---between a complex "target" probability measure of interest and a simpler reference measure.…

The planning of attractive and cost efficient public transport systems is a highly complex optimization process involving many steps. Integrating robustness from a passenger's point of view makes the task even more challenging. With…

Dispatchability of renewable energy sources and inflexible loads can be achieved using a volatility-compensating energy storage. However, as the future power outputs of the inflexible devices are uncertain, the computation of a dispatch…

We use simulation to estimate the steady-state performance of a stable multiclass queueing network. Standard estimators have been seen to perform poorly when the network is heavily loaded. We introduce two new simulation estimators. The…

One among several advantages of measure transport methods is that they allow for a unified framework for processing and analysis of data distributed according to a wide class of probability measures. Within this context, we present results…

The use of random sampling in decision-making and control has become popular with the ease of access to graphic processing units that can generate and calculate multiple random trajectories for real-time robotic applications. In contrast to…

We are concerned with optimal control strategies subject to uncertain demands. An Ornstein-Uhlenbeck process describes the uncertain demand. The transport within the supply system is modeled by the linear advection equation. We consider…

We propose a resource distribution strategy to reduce the average travel time in a transportation network given a fixed generation rate. Suppose that there are essential resources to avoid congestion in the network as well as some extra…

We study the concentration phenomenon for discrete-time random dynamical systems with an unbounded state space. We develop a heuristic approach towards obtaining exponential concentration inequalities for dynamical systems using an entirely…

To use control charts in practice, the in-control state usually has to be estimated. This estimation has a detrimental effect on the performance of control charts, which is often measured for example by the false alarm probability or the…

Driven by applications in telecommunication networks, we explore the simulation task of estimating rare event probabilities for tandem queues in their steady state. Existing literature has recognized that importance sampling methods can be…

Model averaging techniques based on resampling methods (such as bootstrapping or subsampling) have been utilized across many areas of statistics, often with the explicit goal of promoting stability in the resulting output. We provide a…

Distribution functions of many static transport equations are found using the Maximum Entropy Principle. The equations of constraint which contain the relevant dynamical information are simply the low-lying moments of the distributions.…

While techniques have been developed for chance constrained stochastic optimal control using sample disturbance data that provide a probabilistic confidence bound for chance constraint satisfaction, far less is known about how to use sample…

In this article we show how ideas, methods and results from optimal transportation can be used to study various aspects of the stationary measuresof Iterated Function Systems equipped with a probability distribution. We recover a classical…

This paper presents a real time control strategy for energy storage systems integration in electric vehicles fast charging applications combined with generation from intermittent renewable energy sources. A two steps approach taking…

A classical sampling strategy for load balancing policies is power-of-two, where any server pair is sampled with equal probability. This does not cover practical settings with assignment constraints which force non-uniform sampling. While…

Understanding human mobility is of vital importance for urban planning, epidemiology, and many other fields that aim to draw policies from the activities of humans in space. Despite recent availability of large scale data sets related to…