Related papers: Multi-stage Stochastic Programming Methods for Ada…

Matching demand with supply in crowdsourcing logistics platforms must contend with uncertain worker participation. Motivated by this challenge, we study a two-stage "recommend-to-match" problem under stochastic supplier rejections, where…

Optimal inventory leads to stochastic optimization problems where deterministic delivery decisions have to be made in advance of stochastic demand realizations. Similarly, risk deposits have to be given before the random outcomes of…

We investigate multi-stage demand uncertainty for the multi-item multi-echelon capacitated lot sizing problem with setup carry-over. Considering a multi-stage decision framework helps to quantify the benefits of being able to adapt…

Following the occurrence of an extreme natural or man-made event, community recovery management should aim at providing optimal restoration policies for a community over a planning horizon. Calculating such optimal restoration polices in…

Dispatchability of renewable energy sources and inflexible loads can be achieved using a volatility-compensating energy storage. However, as the future power outputs of the inflexible devices are uncertain, the computation of a dispatch…

Maintenance optimization has been extensively studied in the past decades. However, most of the existing maintenance models focus on single-component systems and are not applicable for complex systems consisting of multiple components, due…

Multistage stochastic programming deals with operational and planning problems that involve a sequence of decisions over time while responding to realizations that are uncertain. Algorithms designed to address multistage stochastic linear…

This paper proposes a novel method to co-optimize distribution system operation and repair crew routing for outage restoration after extreme weather events. A two-stage stochastic mixed integer linear program is developed. The first stage…

This paper proposes a neural stochastic optimization method for efficiently solving the two-stage stochastic unit commitment (2S-SUC) problem under high-dimensional uncertainty scenarios. The proposed method approximates the second-stage…

When planning the investment in Microgrids (MGs), usually static security constraints are included to ensure their resilience and ability to operate in islanded mode. However, unscheduled islanding events may trigger cascading…

Climate change has led to an increase in the frequency and severity of extreme weather events, posing significant challenges for power distribution systems. In response, this work presents a planning approach in order to enhance the…

This paper addresses a central challenge of jointly considering shorter-term (e.g. hourly) and longer-term (e.g. yearly) uncertainties in power system planning with increasing penetration of renewable and storage resources. In conventional…

Distribution systems are often crippled by catastrophic damage caused by a natural disaster. Well-designed hardening can significantly improve the performance of post-disaster restoration operations. Such performance is quantified by a…

The Vehicle Fleet Sizing, Positioning and Routing Problem with Stochastic Customers (VFSPRP-SC) consists on pairing strategic decisions of depot positioning and fleet sizing with operational vehicle routing decisions while taking into…

We present an online stochastic model predictive control framework for demand charge management for a grid-connected consumer with attached electrical energy storage. The consumer we consider must satisfy an inflexible but stochastic…

Stochastic sequential decision making often requires hierarchical structure in the problem where each high-level action should be further planned with primitive states and actions. In addition, many real-world applications require a plan…

We consider a two-stage robust facility location problem on a metric under an uncertain demand. The decision-maker needs to decide on the (integral) units of supply for each facility in the first stage to satisfy an uncertain second-stage…

With the growth of data-driven services and expansion of mobile application usage, traditional methods of capacity and resource planning methods may not be efficient and often fall short in meeting rapid changes in the business landscape.…

Multi stage stochastic programs arise in many applications from engineering whenever a set of inventories or stocks has to be valued. Such is the case in seasonal storage valuation of a set of cascaded reservoir chains in hydro management.…

We develop a novel mathematical programming approximation framework to tackle the stochastic knapsack problem. In this problem, the decision maker considers items for which either weights or values, or both, are random. The aim is to select…