Related papers: A Joint Chance-Constrained Stochastic Programming …
In this paper, we present a novel approach for solving a maintenance scheduling problem from the French electricity grid company RTE, as presented in the ROADEF 2020 challenge. Our approach combines constraint generation with a new family…
In light of a reliable and resilient power system under extreme weather and natural disasters, networked microgrids integrating local renewable resources have been adopted extensively to supply demands when the main utility experiences…
One key challenge for solving a general stochastic optimization problem with expectations in the objective and constraint functions using ordinary stochastic iterative methods lies in the infeasibility issue caused by the randomness over…
Natural wildfire becomes increasingly frequent as climate change evolves, posing a growing threat to power systems, while grid failures simultaneously fuel the most destructive wildfires. Preemptive de-energization of grid equipment is…
This work proposes an open-loop methodology to solve chance constrained stochastic optimal control problems for linear systems with a stochastic control matrix. We consider a joint chance constraint for polytopic time-varying target sets…
Many problems of interest for cyber-physical network systems can be formulated as Mixed-Integer Linear Programs in which the constraints are distributed among the agents. In this paper we propose a distributed algorithmic framework to solve…
Uncertainties from deepening penetration of renewable energy resources have posed critical challenges to the secure and reliable operations of future electric grids. Among various approaches for decision making in uncertain environments,…
In chemical and manufacturing processes, unit failures due to equipment degradation can lead to process downtime and significant costs. In this context, finding an optimal maintenance strategy to ensure good unit health while avoiding…
Inventory management, vehicle routing, and delivery scheduling decisions are simultaneously considered in the context of the inventory routing problem. This paper focuses on the continuous-time version of this problem where, unlike its more…
In this paper we describe a general approach to optimal imperfect maintenance activities of a repairable equipment with independent components. Most of the existing works on optimal imperfect maintenance activities of a repairable equipment…
With the rapid growth of artificial intelligence (AI) and cloud services, data centers have become critical infrastructures driving digital economies, with increasing energy demand heightening concerns over electricity use and carbon…
This study introduces a mixed-integer linear programming (MILP) model, effectively co-optimizing patrolling, damage assessment, fault isolation, repair, and load re-energization processes. The model is designed to solve a vital operational…
This paper considers the scheduling of stochastic jobs on parallel identical machines to minimize the expected total weighted completion time. While this is a classical problem with a significant body of research on approximation algorithms…
In this paper we extend the well-known L-Shaped method to solve two-stage stochastic programming problems with decision-dependent uncertainty. The method is based on a novel, unifying, formulation and on distribution-specific optimality and…
Uncertainties from deepening penetration of renewable energy resources have posed critical challenges to the secure and reliable operations of future electric grids. Among various approaches for decision making in uncertain environments,…
Higher levels of renewable electricity generation increase uncertainty in power system operation. To ensure secure system operation, new tools that account for this uncertainty are required. In this paper, we formulate a chance-constrained…
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…
This paper addresses the joint scheduling problem of stochastic workloads and a hydrogen-enabled distributed energy system in a low-carbon Internet data centers (IDC). Although such workloads can be shifted over temporal and spatial…
This article considers the stochastic optimal control of discrete-time linear systems subject to (possibly) unbounded stochastic disturbances, hard constraints on the manipulated variables, and joint chance constraints on the states. A…
The presented work addresses two-stage stochastic programs (2SPs), a broadly applicable model to capture optimization problems subject to uncertain parameters with adjustable decision variables. In case the adjustable or second-stage…