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Multi-stage stochastic optimization is a well-known quantitative tool for decision-making under uncertainty. It is broadly used in financial and investment planning, inventory control, and also natural disaster risk management. Theoretical…

Optimization and Control · Mathematics 2025-08-27 Anna Timonina-Farkas

We study logistical investment flexibility provided by modular processing technologies for mitigating risk. Specifically, we propose a multi-stage stochastic programming formulation that determines optimal capacity expansion plans that…

Optimization and Control · Mathematics 2021-02-10 Yue Shao , Yicheng Hu , Victor M. Zavala

We consider the problem of minimizing a convex function that is evolving according to unknown and possibly stochastic dynamics, which may depend jointly on time and on the decision variable itself. Such problems abound in the machine…

Optimization and Control · Mathematics 2023-05-30 Joshua Cutler , Dmitriy Drusvyatskiy , Zaid Harchaoui

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…

Optimization and Control · Mathematics 2025-11-18 Andreas H. Hamel , Andreas Löhne

This paper addresses the transmission network expansion planning problem under uncertain demand and generation capacity. A two-stage adaptive robust optimization framework is adopted whereby the worst-case operating cost is accounted for…

Computational Engineering, Finance, and Science · Computer Science 2019-04-04 Cristina Roldán , Roberto Mínguez , Raquel García-Bertrand , José Manuel Arroyo

We propose a data-driven portfolio selection model that integrates side information, conditional estimation and robustness using the framework of distributionally robust optimization. Conditioning on the observed side information, the…

Portfolio Management · Quantitative Finance 2024-04-10 Viet Anh Nguyen , Fan Zhang , Shanshan Wang , Jose Blanchet , Erick Delage , Yinyu Ye

We study a stochastic control approach to managed futures portfolios. Building on the Schwartz 97 stochastic convenience yield model for commodity prices, we formulate a utility maximization problem for dynamically trading a single-maturity…

Mathematical Finance · Quantitative Finance 2018-11-06 Tim Leung , Raphael Yan

Multiple and usually conflicting objectives subject to data uncertainty are main features in many real-world problems. Consequently, in practice, decision-makers need to understand the trade-off between the objectives, considering different…

Optimization and Control · Mathematics 2022-12-21 Najmesadat Nazemi , Sophie N. Parragh , Walter J. Gutjahr

Oxygen optimal distribution is one of the most important energy management problems in the modern iron and steel industry. Normally, the supply of the energy generation system is determined by the energy demand of manufacturing processes.…

Optimization and Control · Mathematics 2021-06-23 Sheng-Long Jiang , Gongzhuang Peng , I. David L. Bogle

The intermittent nature of renewable power availability is one of the major sources of uncertainty in power systems. While markets can guarantee that the demand is covered by the available generation, transmission system operators have to…

Systems and Control · Electrical Eng. & Systems 2025-10-28 Oleksii Molodchyk , Hendrik Drögehorn , Martin Lindner , Mario Kendziorski , Timm Faulwasser

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

Scenario reduction algorithms can be an effective means to provide a tractable description of the uncertainty in optimal control problems. However, they might significantly compromise the performance of the controlled system. In this paper,…

Optimization and Control · Mathematics 2024-04-12 Francesco Cordiano , Bart De Schutter

This paper is concerned with the maximum principle of stochastic optimal control problems, where the coefficients of the state equation and the cost functional are uncertain, and the system is generally under Markovian regime switching.…

Optimization and Control · Mathematics 2025-04-15 Tao Hao , Jiaqiang Wen , Jie Xiong

Natural gas consumption by users of pipeline networks is subject to increasing uncertainty that originates from the intermittent nature of electric power loads serviced by gas-fired generators. To enable computationally efficient…

Optimization and Control · Mathematics 2024-03-28 Saif R. Kazi , Sidhant Misra , Svetlana Tokareva , Kaarthik Sundar , Anatoly Zlotnik

In this paper, we address the task of setting up an optimal production plan taking into account an uncertain demand. The energy system is represented by a system of hyperbolic partial differential equations (PDEs) and the uncertain demand…

Optimization and Control · Mathematics 2020-01-13 Simone Göttlich , Oliver Kolb , Kerstin Lux

We develop a tractable and flexible approach for incorporating side information into dynamic optimization under uncertainty. The proposed framework uses predictive machine learning methods (such as $k$-nearest neighbors, kernel regression,…

Optimization and Control · Mathematics 2020-07-23 Dimitris Bertsimas , Christopher McCord , Bradley Sturt

To tackle the difficulties faced by both stochastic dynamic programming and scenario tree methods, we present some variational approach for numerical solution of stochastic optimal control problems. We consider two different interpretations…

Optimization and Control · Mathematics 2009-07-28 Pierre Carpentier , Guy Cohen , Anes Dallagi

We study two-stage stochastic optimization problems with random recourse, where the adaptive decisions are multiplied with the uncertain parameters in both the objective function and the constraints. To mitigate the computational…

Optimization and Control · Mathematics 2021-10-05 Xiangyi Fan , Grani A. Hanasusanto

This article presents tractable and recursively feasible optimization-based controllers for stochastic linear systems with bounded controls. The stochastic noise in the plant is assumed to be additive, zero mean and fourth moment bounded,…

Optimization and Control · Mathematics 2017-03-24 Prabhat K. Mishra , Debasish Chatterjee , Daniel E. Quevedo

The cross-dock door design problem consists of deciding the strip and stack doors and nominal capacity of an entity under uncertainty. Inbound commodity flow from origin nodes is assigned to the strip doors, it is consolidated in the…

Optimization and Control · Mathematics 2025-06-03 Laureano F. Escudero , M. Araceli Garín , Aitziber Unzueta
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