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MPC (Model predictive control)-based motion planning and trajectory generation are essential in applications such as unmanned aerial vehicles, robotic manipulators, and rocket control. However, the real-time implementation of such…
This paper studies two-stage distributionally robust conic linear programming under constraint uncertainty over type-1 Wasserstein balls. We present optimality conditions for the dual of the worst-case expectation problem, which…
We consider robust combinatorial optimization problems with cost uncertainty where the decision maker can prepare K solutions beforehand and chooses the best of them once the true cost is revealed. Also known as min-max-min robustness (a…
The productivity and efficiency of port operations strongly depend on how fast a ship can be unloaded and loaded again. With this in mind, ship-to-shore cranes perform the critical task of transporting containers into and onto a ship and…
In several applications of real-time matching of demand to supply in online marketplaces, the platform allows for some latency to batch the demand and improve the efficiency. Motivated by these applications, we study the optimal trade-off…
In this work, we present a novel inner product design for stochastic computing. Stochastic computing is an emerging computing technique, that encodes a number in the probability of observing a one in a random bit stream. This leads to…
Two-stage robust unit commitment (RUC) models have been widely used for day-ahead energy and reserve scheduling under high renewable integration. The current state of the art relies on budget-constrained polyhedral uncertainty sets to…
We introduce the class of multistage stochastic optimization problems with a random number of stages. For such problems, we show how to write dynamic programming equations and detail the Stochastic Dual Dynamic Programming algorithm to…
The growth in online shopping and third party logistics has caused a revival of interest in finding optimal solutions to the large scale in-transit freight consolidation problem. Given the shipment date, size, origin, destination, and due…
Microgrids are recognized as a relevant tool to absorb decentralized renewable energies in the energy mix. However, the sequential handling of multiple stochastic productions and demands, and of storage, make their management a delicate…
This paper deals with a problem of production planning, which is a version of the capacitated single-item lot sizing problem with backordering under demand uncertainty, modeled by uncertain cumulative demands. The well-known interval…
This paper presents an iteration method for solving linear particle transport problems in binary stochastic mixtures. It is based on nonlinear projection approach. The method is defined by a hierarchy of equations consisting of the…
In this paper, we consider a network capacity expansion problem in the context of telecommunication networks, where there is uncertainty associated with the expected traffic demand. We employ a distributionally robust stochastic…
The maritime industry must prepare for the energy transition from fossil fuels to sustainable alternatives. Making ships future-proof is necessary given their long lifetime, but it is also complex because the future fuel type is uncertain.…
A stochastic program typically involves several parameters, including deterministic first-stage parameters and stochastic second-stage elements that serve as input data. These programs are re-solved whenever any input parameter changes.…
In energy management, it is common that strategic investment decisions (storage capacity, production units) are made at a slow time scale, whereas operational decisions (storage, production) are made at a fast time scale: for such problems,…
We describe algorithms for two-stage stochastic linear programming with recourse and their implementation on a grid computing platform. In particular, we examine serial and asynchronous versions of the L-shaped method and a trust-region…
Matching and pricing are two critical levers in two-sided marketplaces to connect demand and supply. The platform can produce more efficient matching and pricing decisions by batching the demand requests. We initiate the study of the…
To mitigate the vulnerability of distribution grids to severe weather events, some electric utilities use preemptive de-energization as the primary line of defense, causing significant power outages. In such instances, networked microgrids…
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…