Related papers: Multistage stochastic optimization for drayage pro…
We investigate the stochastic transfer synchronization problem, which seeks to synchronize the timetables of different routes in a transit network to reduce transfer waiting times, delay times, and unnecessary in-vehicle times. We present a…
This paper addresses the air traffic flow management research problem of determining reroute, ground delay and air delay for flights using stochastic weather forecast information. The overall goal is to minimize system-wide reroute and…
A discrete-time stochastic optimal control problem was recently proposed to address the GLOSA (Green Light Optimal Speed Advisory) problem in cases where the next signal switching time is decided in real time and is therefore uncertain in…
We study stochastic motion planning problems which involve a controlled process, with possibly discontinuous sample paths, visiting certain subsets of the state-space while avoiding others in a sequential fashion. For this purpose, we first…
This study investigates a stochastic production planning problem with regime-switching parameters, inspired by economic cycles impacting production and inventory costs. The model considers types of goods and employs a Markov chain to…
The notion of 'resource' plays an important role in the overall efficiency and performance of most cross-docks. The processing time can often be described in terms of the resources allocated to different trucks. Conversely, for a given…
We consider covariance control problems for nonlinear stochastic systems. Our objective is to find an optimal control strategy to steer the state from an initial distribution to a terminal one with specified mean and covariance. This…
Demand dispatch is the science of extracting virtual energy storage through the automatic control of deferrable loads to provide balancing or regulation services to the grid, while maintaining consumer-end quality of service (QoS). The…
This paper presents a computation-efficient stochastic dynamic programming algorithm for solving energy storage price arbitrage considering variable charge and discharge efficiencies. We formulate the price arbitrage problem using…
Recently, a higher competition in logistics business introduces new challenges to the vehicle routing problem (VRP). Re-route planning, also known as dynamic VRP, is one of the important challenges. The re-route planning has to be performed…
This paper presents an analysis of the stability and quality of the distributed generation planning problem's investment solution. The entry of distributed generators power based on non-conventional energy sources has been extensively…
In this paper, we propose a mathematical formulation for the management of an oil production network as a multistage optimization problem. The reservoir is modeled as a controlled dynamical system by using material balance equations. We use…
We develop multi-stage linear decision rules (LDRs) for dynamic power system generation and energy storage investment planning under uncertainty and propose their chance-constrained optimization with performance guarantees. First, the…
The aim of this paper is to address optimality of stochastic control strategies via dynamic programming subject to total variation distance ambiguity on the conditional distribution of the controlled process. We formulate the stochastic…
In [13], an Inexact variant of Stochastic Dual Dynamic Programming (SDDP) called ISDDP was introduced which uses approximate (instead of exact with SDDP) primal dual solutions of the problems solved in the forward and backward passes of the…
This paper investigates a critical resource allocation problem in the first party cloud: scheduling containers to machines. There are tens of services and each service runs a set of homogeneous containers with dynamic resource usage;…
This work presents a stochastic dynamic programming (SDP) algorithm that aims at minimizing an economic criteria based on the total energy consumption of a range extender electric vehicle (REEV). This algorithm integrates information from…
Pre-positioning of relief supplies is an important aspect of disaster operations management that aims at decreasing the response time by advancing procurement and storage of needed supplies. In this paper we consider commodity life-time…
Order picking is a pivotal operation in warehouses that directly impacts overall efficiency and profitability. This study addresses the dynamic order picking problem, a significant concern in modern warehouse management, where real-time…
We introduce an extension of Dual Dynamic Programming (DDP) to solve convex nonlinear dynamic programming equations. We call Inexact DDP (IDDP) this extension which applies to situations where some or all primal and dual subproblems to be…