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In a given production planning horizon, the demands may only be comfirmed in part of the whole periods, and the others are uncertain. In this paper, we consider a two-stage stochastic lot-sizing problem with chance-constrained condition in…

Optimization and Control · Mathematics 2019-06-13 Zeyang Zhang , Chuanhou Gao , Shabbir Ahmed

Proportionality is an attractive fairness concept that has been applied to a range of problems including the facility location problem, a classic problem in social choice. In our work, we propose a concept called Strong Proportionality,…

Computer Science and Game Theory · Computer Science 2022-06-15 Haris Aziz , Alexander Lam , Mashbat Suzuki , Toby Walsh

The joint management of heat and power systems is believed to be key to the integration of renewables into energy systems with a large penetration of district heating. Determining the day-ahead unit commitment and production schedules for…

Optimization and Control · Mathematics 2015-07-22 Marco Zugno , Juan M. Morales , Henrik Madsen

The stable allocation problem is one of the broadest extensions of the well-known stable marriage problem. In an allocation problem, edges of a bipartite graph have capacities and vertices have quotas to fill. Here we investigate the case…

Discrete Mathematics · Computer Science 2014-07-14 Agnes Cseh , Martin Skutella

Modern processing networks often consist of heterogeneous servers with widely varying capabilities, and process job flows with complex structure and requirements. A major challenge in designing efficient scheduling policies in these…

Probability · Mathematics 2016-10-13 Ramtin Pedarsani , Jean Walrand , Yuan Zhong

The Stochastic Sequential Threshold Assignment Problem (SSTAP) addresses the optimal assignment of arriving tasks (jobs) to available resources (workers) to maximize a reward function which consists of indicator functions that incorporate…

Optimization and Control · Mathematics 2018-05-07 Aristomenis Tsopelakos

This paper studies a risk-sensitive decision-making problem under uncertainty. It considers a decision-making process that unfolds over a fixed number of stages, in which a decision-maker chooses among multiple alternatives, some of which…

Optimization and Control · Mathematics 2026-01-07 Chung-Han Hsieh , Yi-Shan Wong

In this paper, we consider a multistage expected utility maximization problem where the decision maker's utility function at each stage depends on historical data and the information on the true utility function is incomplete. To mitigate…

Optimization and Control · Mathematics 2023-02-22 Jia Liu , Zhiping Chen , Huifu Xu

In this paper, the two-stage orienteering problem with stochastic weights (OPSW) is considered, where the first-stage problem is to plan a path under the uncertain environment and the second-stage problem is recourse action to make sure…

Optimization and Control · Mathematics 2017-04-14 Ke Shang , Felix T. S. Chan , Stephen Karungaru , Kenji Terada , Zuren Feng , Liangjun Ke

The stable allocation problem is a many-to-many generalization of the well-known stable marriage problem, where we seek a bipartite assignment between, say, jobs (of varying sizes) and machines (of varying capacities) that is "stable" based…

Data Structures and Algorithms · Computer Science 2014-11-26 Ágnes Cseh , Brian C. Dean

Capacity expansion models are frequently used to inform multi-billion dollar grid infrastructure decisions, a context in which there is significant uncertainty surrounding the future need for and performance of such infrastructure. However,…

Systems and Control · Electrical Eng. & Systems 2026-03-03 Gabriel Mantegna , Emil Dimanchev , Filippo Pecci , Neha Patankar , Jesse Jenkins

We study a variant of the competitive facility location problem, in which a company is to locate new facilities in a market where competitor's facilities already exist. We consider the scenario where only a limited number of possible…

Optimization and Control · Mathematics 2020-02-25 Yun Hui Lin , Qingyun Tian

Two-stage stochastic programming is a popular framework for optimization under uncertainty, where decision variables are split between first-stage decisions, and second-stage (or recourse) decisions, with the latter being adjusted after…

Optimization and Control · Mathematics 2024-03-19 Antonio Alcántara , Carlos Ruiz , Calvin Tsay

In this paper, we study pooling downstream beds across specialties in a stochastic operating room planning problem. The main sources of uncertainty are stochastic surgical durations and patients' lengths of stay. We developed a two-stage…

Optimization and Control · Mathematics 2026-02-18 Arian Andam , Hossein Hashemi Doulabi

Two-stage bipartite matching is a fundamental problem of optimization under uncertainty introduced by Feng, Niazadeh, and Saberi (2021), who study it under the stochastic and adversarial paradigms of uncertainty. We propose a method to…

Data Structures and Algorithms · Computer Science 2024-11-06 Billy Jin , Will Ma

For effective integration of building operations into the evolving demand response programs of the power grid, real-time decisions concerning the use of building appliances for grid services must excel on multiple criteria, ranging from the…

Systems and Control · Electrical Eng. & Systems 2021-03-23 Milan Jain , Soumya Kundu , Arnab Bhattacharya , Sen Huang , Vikas Chandan , Nikitha Radhakrishnan , Veronica Adetola , Draguna Vrabie

With the simultaneous rise of energy costs and demand for cloud computing, efficient control of data centers becomes crucial. In the data center control problem, one needs to plan at every time step how many servers to switch on or off in…

Performance · Computer Science 2018-01-25 Paul Weng , Zeqi Qiu , John Costanzo , Xiaoqi Yin , Bruno Sinopoli

The assignment game models a housing market where buyers and sellers are matched, and transaction prices are set so that the resulting allocation is stable. Shapley and Shubik showed that every stable allocation is necessarily built on a…

Computer Science and Game Theory · Computer Science 2026-02-23 Emile Martinez , Felipe Garrido-Lucero , Umberto Grandi

Off-grid microgrids powered entirely by renewable energy sources face substantial challenges in achieving utility-grade reliability standards. Existing microgrid planning frameworks often prioritize cost minimization while treating…

Systems and Control · Electrical Eng. & Systems 2026-05-19 Mohammed Zeehan Saleheen , Markus Wagner , Hao Wang

Motivated by cloud computing applications, we study the problem of how to optimally deploy new hardware subject to both power and robustness constraints. To model the situation observed in large-scale data centers, we introduce the Online…

Data Structures and Algorithms · Computer Science 2022-09-05 Konstantina Mellou , Marco Molinaro , Rudy Zhou