Related papers: A stochastic integer programming approach to reser…
In this paper we consider an interval portfolio selection problem with uncertain returns and introduce an inclusive concept of satisfaction index for interval inequality relation. Based on the satisfaction index, we propose an approach to…
The multi-path Traveling Salesman Problem with stochastic travel costs arises in hybrid vehicle routing applications designed for Smart City and City Logistics, where multiple paths exist between each pair of locations. Travel times along…
This study investigates real-time assignment decisions for extraboard transit operators, who are responsible for covering open work due to unexpected events such as driver absenteeism. Efficient usage of extraboard operators is critical as…
Tanker water systems play critical role in providing adequate service to meet potable water demands in the face of acute water crisis in many cities globally. Managing tanker movements among the supply and demand sides requires an efficient…
This paper addresses a production scheduling problem derived from an industrial use case, focusing on unrelated parallel machine scheduling with the personnel availability constraint. The proposed model optimizes the production plan over a…
Day-ahead scheduling of electricity generation or unit commitment is an important and challenging optimization problem in power systems. Variability in net load arising from the increasing penetration of renewable technologies have…
In airport operations, optimally using dedicated personnel for baggage handling tasks plays a crucial role in the design of resource-efficient processes. Teams of workers with different qualifications must be formed, and loading or…
Stochastic choice-based discrete planning is a broad class of decision-making problems characterized by a sequential decision-making process involving a planner and a group of customers. The firm or planner first decides a subset of options…
This paper focuses on the Facility Location Problem with Bernoulli Demand, a discrete facility location problem with uncertainty where the joint distribution of the customers' demands is expressed by means of a set of possible scenarios. A…
We consider the problem of allocating multiple heterogeneous resources geographically and over time to meet demands that require some subset of the available resource types simultaneously at a specified time, location, and duration. The…
We study a multi-objective model on the allocation of reusable resources under model uncertainty. Heterogeneous customers arrive sequentially according to a latent stochastic process, request for certain amounts of resources, and occupy…
We consider a stochastic, dynamic job scheduling problem, formulated as a queueing control problem, in which a single server processes jobs of different types that arrive according to independent Poisson processes. The problem is defined on…
Nurse rostering is a complex scheduling problem that affects hospital personnel on a daily basis all over the world. This paper presents a new component-based approach with adaptive perturbations, for a nurse scheduling problem arising at a…
The applicability of machine learning for predicting chaotic dynamics relies heavily upon the data used in the training stage. Chaotic time series obtained by numerically solving ordinary differential equations embed a complicated noise of…
We study the elective surgery planning problem in a hospital with operation rooms shared by elective and emergency patients. This problem can be split in two distinct phases. First, a subset of patients to be operated in the next planning…
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.…
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…
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…
This paper proposes a reformulation of the scenario-based two-stage unit commitment problem under uncertainty that allows finding unit-commitment plans that perform reasonably well both in expectation and for the worst case realization of…
While almost all existing works which optimally solve just-in-time scheduling problems propose dedicated algorithmic approaches, we propose in this work mixed integer formulations. We consider a single machine scheduling problem that aims…