Related papers: Chance-Constrained Multiple-Choice Knapsack Proble…
In this paper, we address the stochastic MPC (SMPC) problem for linear systems, subject to chance state constraints and hard input constraints, under unknown noise distribution. First, we reformulate the chance state constraints as…
Choosing decision variables deterministically (deterministic decision-making) can be regarded as a particular case of choosing decision variables probabilistically (probabilistic decision-making). It is necessary to investigate whether…
We study a wholesale supply chain ordering problem. In this problem, the supplier has an initial stock, and faces an unpredictable stream of incoming orders, making real-time decisions on whether to accept or reject each order. What makes…
This paper presents an algorithmic study of a class of covering mixed-integer linear programming problems which encompasses classic cover problems, including multidimensional knapsack, facility location and supplier selection problems. We…
Benchmark instances for the unbounded knapsack problem are typically generated according to specific criteria within a given constant range $R$, and these instances can be referred to as the unbounded knapsack problem with bounded…
This paper introduces a framework for Chance-Constrained Optimization with Complex Variables, addressing complex linear programming for both individual and joint probabilistic constraints in the complex domain. We first analyze the 3CP…
This paper studies a distributionally robust chance constrained program (DRCCP) with Wasserstein ambiguity set, where the uncertain constraints should be satisfied with a probability at least a given threshold for all the probability…
In this paper, we consider a multi-stage dynamic assortment optimization problem with multi-nomial choice modeling (MNL) under resource knapsack constraints. Given the current resource inventory levels, the retailer makes an assortment…
Packing and vehicle routing problems play an important role in the area of supply chain management. In this paper, we introduce a non-linear knapsack problem that occurs when packing items along a fixed route and taking into account travel…
Accurate and efficient estimation of rare events probabilities is of significant importance, since often the occurrences of such events have widespread impacts. The focus in this work is on precisely quantifying these probabilities, often…
The fixed-horizon constrained Markov Decision Process (C-MDP) is a well-known model for planning in stochastic environments under operating constraints. Chance-Constrained MDP (CC-MDP) is a variant that allows bounding the probability of…
We consider the 0-1 Incremental Knapsack Problem (IKP) where the capacity grows over time periods and if an item is placed in the knapsack in a certain period, it cannot be removed afterwards. The contribution of a packed item in each time…
Stochastic knapsack problem originally was a versatile model for controls in telecommunication networks. Recently, it draws attentions of revenue management community by serving as a basic model for allocating resources over time. We…
Binary optimization has a wide range of applications in combinatorial optimization problems such as MaxCut, MIMO detection, and MaxSAT. However, these problems are typically NP-hard due to the binary constraints. We develop a novel…
This paper considers the application of Model Predictive Control (MPC) to a weighted coverage path planning (WCPP) problem. The problem appears in a wide range of practical applications, including search and rescue (SAR) missions. The basic…
We study contextual chance-constrained programming under decision-dependent uncertainty. In this setting, a decision not only needs to satisfy constraints but also alters the distribution of uncertain outcomes. This dependency makes the…
The Chance-Constrained Parallel Machine Scheduling Problem (CC-PMSP) assigns jobs with uncertain processing times to machines, ensuring that each machine's availability constraints are met with a certain probability. We present a…
Constrained Markov Decision Processes (CMDPs) are notably more complex to solve than standard MDPs due to the absence of universally optimal policies across all initial state distributions. This necessitates re-solving the CMDP whenever the…
In this paper we describe an original computational model for solving different types of Distributed Constraint Satisfaction Problems (DCSP). The proposed model is called Controller-Agents for Constraints Solving (CACS). This model is…
The Maximum Clique Problem (MCP) is a foundational NP-hard problem with wide-ranging applications, yet no single algorithm consistently outperforms all others across diverse graph instances. This underscores the critical need for…