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Devising dynamic pricing policy with always valid online statistical learning procedure is an important and as yet unresolved problem. Most existing dynamic pricing policy, which focus on the faithfulness of adopted customer choice models,…
Accurate short-term prediction of overhead line (OHL) transmission ampacity can directly affect the efficiency of power system operation and planning. Any overestimation of the dynamic thermal line rating (DTLR) can lead to lifetime…
Concentrated Solar Thermal (CST) offers a promising solution for large-scale solar energy utilization as Thermal Energy Storage (TES) enables electricity generation independently of daily solar fluctuations, shifting to high-priced…
Demand response (DR) has been demonstrated to be an effective method for reducing peak load and mitigating uncertainties on both the supply and demand sides of the electricity market. One critical question for DR research is how to…
We develop algorithms for computing expectations of the laws of models associated to stochastic differential equations (SDEs) driven by pure L\'evy processes. We consider filtering such processes and well as pricing of path dependent…
Many machine learning applications and tasks rely on the stochastic gradient descent (SGD) algorithm and its variants. Effective step length selection is crucial for the success of these algorithms, which has motivated the development of…
Approximate linear programming (ALP) is an efficient approach to solving large factored Markov decision processes (MDPs). The main idea of the method is to approximate the optimal value function by a set of basis functions and optimize…
We consider a microgrid where different prosumers exchange energy altogether by the edges of a given network. Each prosumer is located to a node of the network and encompasses energy consumption, energy production and storage capacities…
Multistage stochastic programming is a powerful tool allowing decision-makers to revise their decisions at each stage based on the realized uncertainty. However, in practice, organizations are not able to be fully flexible, as decisions…
Electrified chemical processes are incentivized by exposure to time-varying electricity markets to operate flexibly, but participating in demand response schemes can require satisfying terminal constraints over long horizons. Specifically,…
Despite major advancements in nonlinear programming (NLP) and convex relaxations, most system operators around the world still predominantly use some form of linear programming (LP) approximation of the AC power flow equations. This is…
In this paper, we propose a discretization scheme for the two-stage stochastic linear complementarity problem (LCP) where the underlying random data are continuously distributed. Under some moderate conditions, we derive qualitative and…
Unpredictability of renewable energy sources coupled with the complexity of those methods used for various purposes in this area calls for the development of robust methods such as DL models within the renewable energy domain. Given the…
Efficient nonlinearity compensation in fiber-optic communication systems is considered a key element to go beyond the "capacity crunch''. One guiding principle for previous work on the design of practical nonlinearity compensation schemes…
Learning to Optimize (L2O) approaches, including algorithm unrolling, plug-and-play methods, and hyperparameter learning, have garnered significant attention and have been successfully applied to the Alternating Direction Method of…
This paper studies the finite-horizon robust optimal control of constrained linear systems subject to model mismatch and additive stochastic disturbances. Utilizing the system level synthesis (SLS) parameterization, we propose a novel SLS…
Constrained partially observable Markov decision processes (CPOMDPs) have been used to model various real-world phenomena. However, they are notoriously difficult to solve to optimality, and there exist only a few approximation methods for…
While Multimodal Large Language Models (MLLMs) demonstrate remarkable capabilities across diverse domains, their application to specialized anomaly detection (AD) remains constrained by domain adaptation challenges. Existing Group Relative…
Planning under partial obervability is essential for autonomous robots. A principled way to address such planning problems is the Partially Observable Markov Decision Process (POMDP). Although solving POMDPs is computationally intractable,…
Recent years have seen a rise in interest in terms of using machine learning, particularly reinforcement learning (RL), for production scheduling problems of varying degrees of complexity. The general approach is to break down the…