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Vine copulas are pair-copula constructions enabling multivariate dependence modeling in terms of bivariate building blocks. One of the main tasks of fitting a vine copula is the selection of a suitable tree structure. For this the prevalent…
A vine copula model is a flexible high-dimensional dependence model which uses only bivariate building blocks. However, the number of possible configurations of a vine copula grows exponentially as the number of variables increases, making…
Forecasts and future beliefs play a critical role in the harvest labor hiring planning, especially when errors in them entails fixing previous made decisions, which can carry extra costs or losses. In this article, we study the effect that…
Nonlinear constrained optimization problems are encountered in many scientific fields. To utilize the huge calculation power of current computers, many mathematic models are also rebuilt as optimization problems. Most of them have…
We consider covariance control problems for nonlinear stochastic systems. Our objective is to find an optimal control strategy to steer the state from an initial distribution to a terminal one with specified mean and covariance. This…
Binary optimization is a central problem in mathematical optimization and its applications are abundant. To solve this problem, we propose a new class of continuous optimization techniques which is based on Mathematical Programming with…
This study investigates two models of varying complexity for optimizing intraday arbitrage energy trading of a battery energy storage system using a model predictive control approach. Scenarios reflecting different stages of the system's…
AI-driven design problems, such as DNA/protein sequence design, are commonly tackled from two angles: generative modeling, which efficiently captures the feasible design space (e.g., natural images or biological sequences), and model-based…
Optimal control problems driven by evolutionary partial differential equations arise in many industrial applications and their numerical solution is known to be a challenging problem. One approach to obtain an optimal feedback control is…
This paper studies binary linear programming problems in the presence of uncertainties that may cause solution values to change during implementation. This type of uncertainty, termed implementation uncertainty, is modeled explicitly…
Current state-of-the-art methods for solving discrete optimization problems are usually restricted to convex settings. In this paper, we propose a general approach based on cutting planes for solving nonlinear, possibly nonconvex, binary…
This paper introduces a continuous-time constrained nonlinear control scheme which implements a model predictive control strategy as a continuous-time dynamic system. The approach is based on the idea that the solution of the optimal…
This paper proposes a new equivalent circuit model for rechargeable batteries by modifying a double-capacitor model proposed in [1]. It is known that the original model can address the rate capacity effect and energy recovery effect…
In recent years, there has been an increasing demand on efficient algorithms for large scale change point detection problems. To this end, we propose seeded binary segmentation, an approach relying on a deterministic construction of…
Agricultural applications such as yield prediction, precision agriculture and automated harvesting need systems able to infer the crop state from low-cost sensing devices. Proximal sensing using affordable cameras combined with computer…
As global demand for efficiency in agriculture rises, there is a growing interest in high-precision farming practices. Particularly greenhouses play a critical role in ensuring a year-round supply of fresh produce. In order to maximize…
Binary segmentation, which is sequential in nature is thus far the most widely used method for identifying multiple change points in statistical models. Here we propose a top down methodology called arbitrary segmentation that proceeds in a…
We propose a class of dynamic vine copula models. This is an extension of static vine copulas and a generalization of dynamic C-vine and D-vine copulas studied by Almeida et al (2016) and Goel and Mehra (2019). Within this class, we allow…
Early detection of vine disease is important to avoid spread of virus or fungi. Disease propagation can lead to a huge loss of grape production and disastrous economic consequences, therefore the problem represents a challenge for the…
We develop an algorithm that combines model-based and model-free methods for solving a nonlinear optimal control problem with a quadratic cost in which the system model is given by a linear state-space model with a small additive nonlinear…