Related papers: A stochastic integer programming approach to reser…
This paper studies the online stochastic resource allocation problem (RAP) with chance constraints and conditional expectation constraints. The online RAP is an integer linear programming problem where resource consumption coefficients are…
The ever-increasing gap between compute and I/O performance in HPC platforms, together with the development of novel NVMe storage devices (NVRAM), led to the emergence of the burst buffer concept - an intermediate persistent storage layer…
Stochastic processes that are randomly reset to an initial condition serve as a showcase to investigate non-equilibrium steady states. However, all existing results have been restricted to the special case of memoryless resetting protocols.…
Public transit systems are the backbone of urban mobility systems in the era of urbanization. The design of transit schedules is important for the efficient and sustainable operation of public transit. However, previous studies usually…
To improve the utility of learning applications and render machine learning solutions feasible for complex applications, a substantial amount of heavy computations is needed. Thus, it is essential to delegate the computations among several…
We study the nurse staffing problem under random nurse demand and absenteeism. While the demand uncertainty is exogenous (stemming from the random patient census), the absenteeism uncertainty is \emph{endogenous}, i.e., the number of nurses…
The problem of multi-area interchange scheduling in the presence of stochastic generation and load is considered. A new interchange scheduling technique based on a two-stage stochastic minimization of overall expected operating cost is…
Scheduling is the task of assigning a set of scarce resources distributed over time to a set of agents, who typically have preferences about the assignments they would like to get. Due to the constrained nature of these problems, satisfying…
This paper considers a stochastic production planning problem with regime switching. There are two regimes corresponding to different economic cycles. A factory is planning its production so as to minimize production costs. We analyze this…
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…
The study of stable matchings usually relies on the assumption that agents' preferences over the opposite side are complete and known. In many real markets, however, preferences might be uncertain and revealed only through costly…
In this paper we introduce a continuous time multi stage stochastic optimization for scheduling generating units, their commitment, reserve capacities and their continuous time generation profiles in the day-ahead wholesale electricity…
Stochastic service systems describe situations in which customers compete for service from scarce resources. Think of check-in lines at airports, waiting rooms in hospitals or queues in supermarkets, where the scarce resource is human…
Job scheduling under various constraints to achieve global optimization is a well-studied problem. However, in scenarios that involve time-dependent constraints, such as scheduling backup jobs, achieving global optimization may not always…
A power system unit commitment (UC) problem considering uncertainties of renewable energy sources is investigated in this paper, through a distributionally robust optimization approach. We assume that the first and second order moments of…
When managing an organization, planners often encounter numerous challenging scenarios. In such instances, relying solely on intuition or managerial experience may not suffice, necessitating a quantitative approach. This demand is further…
Truckload procurement plays a vital role in integrated container logistics, particularly under the uncertainties of container flow and market conditions. We formulate the operational volume allocation problem in drayage procurement as a…
In business process simulation, resource availability is typically modeled by assigning a calendar to each resource, e.g., Monday-Friday, 9:00-18:00. Resources are assumed to be always available during each time slot in their availability…
The ever-increasing gap between compute and I/O performance in HPC platforms, together with the development of novel NVMe storage devices (NVRAM), led to the emergence of the burst buffer concept - an intermediate persistent storage layer…
We consider a multi-stage stochastic lot-sizing problem with service level constraints and supplier-driven product substitution. A firm has multiple products and it has the option to meet demand from substitutable products at a cost.…