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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…

Systems and Control · Electrical Eng. & Systems 2026-04-16 Zhentong Shao , Jingtao Qin , Nanpeng Yu

Two-stage stochastic optimization is a framework for modeling uncertainty, where we have a probability distribution over possible realizations of the data, called scenarios, and decisions are taken in two stages: we make first-stage…

Data Structures and Algorithms · Computer Science 2023-10-25 Andre Linhares , Chaitanya Swamy

A two-stage stochastic optimization model for the design of the closed-loop cable layout of an Offshore Wind Farm (OWF) is presented. The model consists on a Mixed Integer Linear Program (MILP) with scenario numeration incorporation to…

Systems and Control · Electrical Eng. & Systems 2020-12-30 Juan-Andrés Pérez-Rúa , Sara Lumbreras , Andrés Ramos , Nicolaos A. Cutululis

We propose stochastic optimization methodologies for a staffing and capacity planning problem arising from home care practice. Specifically, we consider the perspective of a home care agency that must decide the number of caregivers to hire…

Optimization and Control · Mathematics 2022-03-29 Ridong Wang , Karmel S. Shehadeh , Xiaolei Xie , Lefei Li

We present a stochastic programming model for informing the deployment of ad hoc flood mitigation measures to protect electrical substations prior to an imminent and uncertain hurricane. The first stage captures the deployment of a fixed…

Optimization and Control · Mathematics 2024-01-05 Brent Austgen , Erhan Kutanoglu , John J. Hasenbein

Car-sharing problem is a popular research field in sharing economy. In this paper, we investigate the car-sharing re-balancing problem under uncertain demands. An innovative framework that integrates a non-parametric approach - kernel…

Optimization and Control · Mathematics 2019-09-23 Xiaoming Li , Chun Wang , Xiao Huang

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…

Optimization and Control · Mathematics 2020-11-11 Omar El Housni , Vineet Goyal , David Shmoys

The design and pricing of services are two of the most important decisions faced by any intermodal transport operator. The key success factor lies in the ability of meeting the needs of the shippers. Therefore, making full use of the…

Optimization and Control · Mathematics 2024-09-05 Adrien Nicolet , Bilge Atasoy

Inland waterway transportation network significantly supports the overall freight transportation of the nation. In order to ensure efficient and timely commodity transportation through this network, this study aims at developing a reliable…

Systems and Control · Electrical Eng. & Systems 2021-01-26 Amin Aghalari , Farjana Nur , Mohammad Marufuzzaman , Stephen M. Puryear

Stochastic simulation has been widely used to analyze the performance of complex stochastic systems and facilitate decision making in those systems. Stochastic simulation is driven by the input model, which is a collection of probability…

Risk Management · Quantitative Finance 2020-02-14 Tianyi Liu , Enlu Zhou

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…

Econometrics · Economics 2024-09-27 Manuel Schlenkrich , Wolfgang Seiringer , Klaus Altendorfer , Sophie N. Parragh

Supply chain disruptions and volatile demand pose significant challenges to the UK automotive industry, which relies heavily on Just-In-Time (JIT) manufacturing. While qualitative studies highlight the potential of integrating Artificial…

Machine Learning · Statistics 2025-11-11 Muhammad Shahnawaz , Adeel Safder

A major barrier to wide adoption of Electric Vehicles (EVs) is the absence of reliable and equitable charging infrastructure. Poorly located charging stations create coverage gaps and slow down EV adoption, especially in underserved…

Optimization and Control · Mathematics 2026-02-03 Hamid Najafzad , Moddassir Khan Nayeem , Fuhad Ahmed Opu , Omar Abbaas , Gabriel Nicolosi

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…

Systems and Control · Computer Science 2018-05-25 R. R. Appino , J. Á. González Ordiano , R. Mikut , V. Hagenmeyer , T. Faulwasser

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…

Systems and Control · Electrical Eng. & Systems 2021-09-13 Chao Yan , Xinbo Geng , Zhaohong Bie , Le Xie

Significant outages from weather and climate extremes have highlighted the critical need for resilience-centered risk management of the grid. This paper proposes a multi-stage stochastic robust optimization (SRO) model that advances the…

Multiagent Systems · Computer Science 2022-05-24 Nariman L. Dehghani , Abdollah Shafieezadeh

Stochastic network optimization problems entail finding resource allocation policies that are optimum on an average but must be designed in an online fashion. Such problems are ubiquitous in communication networks, where resources such as…

Optimization and Control · Mathematics 2018-05-09 Amrit S. Bedi , Ketan Rajawat

The problem of multi-area interchange scheduling under system uncertainty is considered. A new scheduling technique is proposed for a multi-proxy bus system based on stochastic optimization that captures uncertainty in renewable generation…

Optimization and Control · Mathematics 2016-11-16 Yuting Ji , Lang Tong

In many real-world optimization problems, more than one objective plays a role and input parameters are subject to uncertainty. In this paper, motivated by applications in disaster relief and public facility location, we model and solve a…

Optimization and Control · Mathematics 2020-04-24 Sophie N. Parragh , Fabien Tricoire , Walter Gutjahr

As the penetration of variable renewable powergeneration increases in power systems around the world, systemsecurity is challenged. Ensuring that enough reserve capacity isavailable to balance the increased forecast errors introduced bywind…

Optimization and Control · Mathematics 2019-03-13 Christian Øyn Naversen , Hossein Farahmand , Arild Helseth