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We develop a weakly intrusive framework to simulate the propagation of uncertainty in solutions of generic hyperbolic partial differential equation systems on graph-connected domains with nodal coupling and boundary conditions. The method…
We propose two distributionally robust optimization (DRO) models for a mobile facility (MF) fleet sizing, routing, and scheduling problem (MFRSP) with time-dependent and random demand, as well as methodologies for solving these models.…
Machine learning pipelines that include a combinatorial optimization layer can give surprisingly efficient heuristics for difficult combinatorial optimization problems. Three questions remain open: which architecture should be used, how…
In this paper, we study the problem of optimizing the size and mix of a mixed fleet of electric and conventional vehicles owned by firms providing urban freight logistics services. Uncertain customer requests are considered at the strategic…
The Intergovernmental Panel on Climate Change proposes different mitigation strategies to achieve the net emissions reductions that would be required to follow a pathway that limits global warming to 1.5{\deg}C with no or limited overshoot.…
Predict+Optimize frameworks integrate forecasting and optimization to address real-world challenges such as renewable energy scheduling, where variability and uncertainty are critical factors. This paper benchmarks solutions from the…
We consider control of uncertain linear time-varying stochastic systems from the perspective of regret minimization. Specifically, we focus on the problem of designing a feedback controller that minimizes the loss relative to a clairvoyant…
In the face of extreme events, e.g., hurricanes, the transmission systems, especially the transmission lines, are affected across time and space. To mitigate these impacts on the day-ahead market from a probabilistic perspective, a…
We examine a constrained Markov decision process under uncertain transition probabilities, with the uncertainty modeled as deviations from observed transition probabilities. We construct the uncertainty set associated with the deviations…
The Container Relocation Problem (CRP) is concerned with finding a sequence of moves of containers that minimizes the number of relocations needed to retrieve all containers, while respecting a given order of retrieval. However, the…
We investigate a continuous-time investment-consumption problem with model uncertainty in a general diffusion-based market with random model coefficients. We assume that a power utility investor is ambiguity-averse, with the preference to…
Stochastic Optimization (SO) is a classical approach for optimization under uncertainty that typically requires knowledge about the probability distribution of uncertain parameters. As the latter is often unknown, Distributionally Robust…
The latest Industrial revolution has helped industries in achieving very high rates of productivity and efficiency. It has introduced data aggregation and cyber-physical systems to optimize planning and scheduling. Although, uncertainty in…
In this work, a stochastic energy supply-demand model with renewable integration is developed and analyzed. The basic nonlinear deterministic model describing the relationship among regional demand, external supply, energy imports, and…
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…
The increase in renewable energy sources (RESs), like wind or solar power, results in growing uncertainty also in transmission grids. This affects grid stability through fluctuating energy supply and an increased probability of overloaded…
We study stochastic routing in the PAth-CEntric (PACE) uncertain road network model. In the PACE model, uncertain travel times are associated with not only edges but also some paths. The uncertain travel times associated with paths are able…
This paper considers a security constrained dispatch problem involving generation and line contingencies in the presence of the renewable generation. The uncertainty due to renewables is modeled using joint chance-constraint and the…
In autonomous driving, accurate motion prediction is crucial for safe and efficient motion planning. To ensure safety, planners require reliable uncertainty estimates of the predicted behavior of surrounding agents, yet this aspect has…
In practical optimization problems, we typically model uncertainty as a random variable though its true probability distribution is unobservable to the decision maker. Historical data provides some information of this distribution that we…