Related papers: Solving Multistage Stochastic Linear Programming v…

In this paper, we introduce a new class of decision rules, referred to as Constant Depth Decision Rules (CDDRs), for multistage optimization under linear constraints with uncertainty-affected right-hand sides. We consider two uncertainty…

In this paper, we consider an integrated MSP-MDP framework which captures features of Markov decision process (MDP) and multistage stochastic programming (MSP). The integrated framework allows one to study a dynamic decision-making process…

The dynamic dispatch (DD) of battery energy storage systems (BESSs) in microgrids integrated with volatile energy resources is essentially a multiperiod stochastic optimization problem (MSOP). Because the life span of a BESS is…

This paper addresses a multi-stage generation investment problem for a strategic (price-maker) power producer in electricity markets. This problem is exposed to different sources of uncertainty, including short-term operational (e.g.,…

Many applications -- including power systems, robotics, and economics -- involve a dynamical system interacting with a stochastic and hard-to-model environment. We adopt a reinforcement learning approach to control such systems.…

The missing data problem is one of the important issues to address for achieving data quality. While imputation-based methods are designed to achieve data completeness, their efficacy is observed to be diminishing as and when there is…

The Double Linear Policy (DLP) framework guarantees a Robust Positive Expectation (RPE) under optimized constant-weight designs or admissible prespecified time-varying policies. However, the sequential optimization of these time-varying…

Controlling high-dimensional stochastic systems, critical in robotics, autonomous vehicles, and hyperchaotic systems, faces the curse of dimensionality, lacks temporal abstraction, and often fails to ensure stochastic stability. To overcome…

The optimal selection, sizing, and location of small-scale technologies within a grid-connected distributed energy system (DES) can contribute to reducing carbon emissions, consumer costs, and network imbalances. This is the first study to…

Production planning must account for uncertainty in a production system, arising from fluctuating demand forecasts. Therefore, this article focuses on the integration of updated customer demand into the rolling horizon planning cycle. We…

This paper presents a hierarchical framework for demand response optimization in air separation units (ASUs) that combines reinforcement learning (RL) with linear model predictive control (LMPC). We investigate two control architectures: a…

Markov decision processes (MDPs) with large number of states are of high practical interest. However, conventional algorithms to solve MDP are computationally infeasible in this scenario. Approximate dynamic programming (ADP) methods tackle…

We present a framework to address a class of sequential decision making problems. Our framework features learning the optimal control policy with robustness to noisy data, determining the unknown state and action parameters, and performing…

High-dimensional data that evolve dynamically feature predominantly in the modern data era. As a partial response to this, recent years have seen increasing emphasis to address the dimensionality challenge. However, the non-static nature of…

We propose a methodology at the nexus of operations research and machine learning (ML) leveraging generic approximators available from ML to accelerate the solution of mixed-integer linear two-stage stochastic programs. We aim at solving…

Many problems in machine learning and other fields can be (re)for-mulated as linearly constrained separable convex programs. In most of the cases, there are multiple blocks of variables. However, the traditional alternating direction method…

There hardly exists a general solver that is efficient for scheduling problems due to their diversity and complexity. In this study, we develop a two-stage framework, in which reinforcement learning (RL) and traditional operations research…

This paper proposes a stochastic optimal preparation and resource allocation method for upcoming extreme weather events in distribution systems, which can assist utilities to achieve faster and more efficient post-event restoration. With…

Given a family of linear constraints and a linear objective function one can consider whether to apply a Linear Programming (LP) algorithm or use a Linear Superiorization (LinSup) algorithm on this data. In the LP methodology one aims at…

The distributed recursion (DR) algorithm is an effective method for solving the pooling problem that arises in many applications. It is based on the well-known P-formulation of the pooling problem, which involves the flow and quality…