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Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…

Optimization and Control · Mathematics 2021-05-25 George I. Boutselis , Ethan N. Evans , Marcus A. Pereira , Evangelos A. Theodorou

This paper proposes a framework for scheduling the observation and download tasks of multiple agile satellites with practical considerations such as attitude transition time, onboard data capacity, and stereoscopic image acquisition. A…

Systems and Control · Electrical Eng. & Systems 2019-12-03 Junhong Kim , Doo-Hyun Cho , Jaemyung Ahn , Han-Lim Choi

This paper addresses the single-item single-stocking location non-stationary stochastic lot-sizing problem under a reorder point -- order quantity control strategy. The reorder points and order quantities are chosen at the beginning of the…

Optimization and Control · Mathematics 2022-03-08 Xiyuan Ma , Roberto Rossi , Thomas Welsh Archibald

We propose a new algorithm for solving multistage stochastic mixed integer linear programming (MILP) problems with complete continuous recourse. In a similar way to cutting plane methods, we construct nonlinear Lipschitz cuts to build lower…

Optimization and Control · Mathematics 2019-05-24 Shabbir Ahmed , Filipe Goulart Cabral , Bernardo Freitas Paulo da Costa

This paper considers the periodic-review stochastic joint replenishment problem (JRP) under Bookbinder and Tan's static-dynamic uncertainty control policy. According to a static-dynamic uncertainty control rule, the decision maker fixes…

Optimization and Control · Mathematics 2019-06-27 Mengyuan Xiang , Roberto Rossi , S. Armagan Tarim

The Maximal Covering Location Problem (MCLP) represents a fundamental optimization challenge in facility location theory, where the objective is to maximize demand coverage while operating under resource constraints. This paper presents a…

Data Structures and Algorithms · Computer Science 2025-09-30 Sukanya Samanta , Abhi Rohit Kalathoti , Siva Jayanth Gonchi , Venkata Krishna Kashyap Adiraju , Sai Kiran Nettem

Besides training, mathematical optimization is also used in deep learning to model and solve formulations over trained neural networks for purposes such as verification, compression, and optimization with learned constraints. However,…

Optimization and Control · Mathematics 2024-01-30 Jiatai Tong , Junyang Cai , Thiago Serra

We solve large-scale mixed-integer linear programs (MILPs) via distributed asynchronous saddle point computation. This is motivated by the MILPs being able to model problems in multi-agent autonomy, e.g., task assignment problems and…

Optimization and Control · Mathematics 2022-11-23 Luke Fina , Matthew Hale

Systematic scenario generation (SG) methods have emerged as an invaluable tool to handle uncertainty towards the efficient solution of stochastic programming (SP) problems. The quality of SG methods depends on their consistency to generate…

Optimization and Control · Mathematics 2025-04-07 Georgios L. Bounitsis , Lazaros G. Papageorgiou , Vassilis M. Charitopoulos

Production planning must account for uncertainty in a production system, arising from fluctuating demand forecasts. Therefore, this article focuses on the integration of updated customer demand into the rolling horizon planning cycle. We…

Econometrics · Economics 2024-09-27 Manuel Schlenkrich , Wolfgang Seiringer , Klaus Altendorfer , Sophie N. Parragh

In this paper we describe the construction of an efficient probabilistic parameterization that could be used in a coarse-resolution numerical model in which the variation of moisture is not properly resolved. An Eulerian model using a…

Atmospheric and Oceanic Physics · Physics 2018-10-30 Yue-Kin Tsang , Geoffrey K. Vallis

A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…

Numerical Analysis · Mathematics 2019-01-23 Anthony Nouy , Florent Pled

Inland waterway transportation network significantly supports the overall freight transportation of the nation. In order to ensure efficient and timely commodity transportation through this network, this study aims at developing a reliable…

Systems and Control · Electrical Eng. & Systems 2021-01-26 Amin Aghalari , Farjana Nur , Mohammad Marufuzzaman , Stephen M. Puryear

The Vehicle Routing Problem with pickups, deliveries and spatiotemporal service constraints ($VRPPDSTC$) is a quite challenging algorithmic problem that can be dealt with in either an offline or an online fashion. In this work, we focus on…

Computational Engineering, Finance, and Science · Computer Science 2024-08-14 Spyros Kontogiannis , Andreas Paraskevopoulos , Christos Zaroliagis

This paper addresses an optimization problem in satellite observation mission planning, focusing on the challenges of decentralized decision-making among satellites, which is crucial for optimizing strategies in dynamic observation…

Optimization and Control · Mathematics 2024-09-13 Vincenzo Basco

We study logit-based multi-purchase choice models and develop an exact solution methodology for the resulting assortment optimization problems, which we show are NP-hard to approximate. We introduce a hypergraph representation that captures…

Optimization and Control · Mathematics 2026-03-30 Taotao He , Zhongqi Wu , Yating Zhang

We consider an extension of the set covering problem (SCP) introducing (i)~multicover and (ii)~generalized upper bound (GUB)~constraints. For the conventional SCP, the pricing method has been introduced to reduce the size of instances, and…

Data Structures and Algorithms · Computer Science 2018-01-09 Shunji Umetani , Masanao Arakawa , Mutsunori Yagiura

Lagrangian Relaxation (LR) is a powerful technique for solving large-scale Mixed Integer Linear Programming (MILP), particularly those with decomposable structures, such as vehicle routing or unit commitment problems. By relaxing the…

Machine Learning · Statistics 2026-05-27 Tung Quoc Le , Anh Tuan Nguyen , Viet Anh Nguyen

We investigate the well-posedness problem related to two models of nonlinear McKean Stochastic Differential Equations with some local interaction in the diffusion term. First, we revisit the case of the McKean-Vlasov dynamics with moderate…

Probability · Mathematics 2018-09-07 Mireille Bossy , Jean Francois Jabir

The maximum covering location problem (MCLP) is a key problem in facility location, with many applications and variants. One such variant is the dynamic (or multi-period) MCLP, which considers the installation of facilities across multiple…

Optimization and Control · Mathematics 2023-10-27 Steven Lamontagne , Margarida Carvalho , Ribal Atallah