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This paper proposes a reformulation of the scenario-based two-stage unit commitment problem under uncertainty that allows finding unit-commitment plans that perform reasonably well both in expectation and for the worst case realization of…

Optimization and Control · Mathematics 2016-06-21 Ignacio Blanco , Juan M. Morales

In this paper, we consider contextual stochastic optimization problems under endogenous uncertainty, where decisions affect the underlying distributions. To implement such decisions in practice, it is crucial to ensure that their outcomes…

Optimization and Control · Mathematics 2025-10-16 Jasone Ramírez-Ayerbe , Emma Frejinger

Strategic product placement can have a strong influence on customer purchase behavior in physical stores as well as online platforms. Motivated by this, we consider the problem of optimizing the placement of substitutable products in…

Data Structures and Algorithms · Computer Science 2025-10-06 Omar El Housni , Rajan Udwani

In this paper, we study a facility location problem within a competitive market context, where customer demand is predicted by a random utility choice model. Unlike prior research, which primarily focuses on simple constraints such as a…

Artificial Intelligence · Computer Science 2024-03-12 Hoang Giang Pham , Tien Thanh Dam , Ngan Ha Duong , Tien Mai , Minh Hoang Ha

This paper addresses the problem of stochastic optimization with decision-dependent uncertainty, a class of problems where the probability distribution of the uncertain parameters is influenced by the decision-maker's actions. While recent…

Optimization and Control · Mathematics 2025-09-12 John Cotrina , Gonzalo Flores , David Salas , Anton Svensson

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

The facility location with strategic agents is a canonical problem in the literature on mechanism design without money. Recently, Agrawal et. al. considered this problem in the context of machine learning augmented algorithms, where the…

Computer Science and Game Theory · Computer Science 2024-10-11 Qingyun Chen , Nick Gravin , Sungjin Im

We consider issues of equity in stochastic facility location models for healthcare applications. We explore how uncertainty exacerbates inequity and examine several equity measures that can be used for stochastic healthcare location…

Applications · Statistics 2021-12-08 Karmel S. Shehadeh , Lawrence V. Snyder

In performative stochastic optimization, decisions can influence the distribution of random parameters, rendering the data-generating process itself decision-dependent. In practice, decision-makers rarely have access to the true…

Optimization and Control · Mathematics 2025-10-27 Zhuangzhuang Jia , Yijie Wang , Roy Dong , Grani A. Hanasusanto

We study a truthful facility location problem where one out of $k\geq2$ available facilities must be built at a location chosen from a set of candidate ones in the interval $[0,1]$. This decision aims to accommodate a set of agents with…

Computer Science and Game Theory · Computer Science 2025-05-07 Panagiotis Kanellopoulos , Alexandros A. Voudouris

This paper considers deployment problems where a mobile robotic network must optimize its configuration in a distributed way in order to minimize a steady-state cost function that depends on the spatial distribution of certain probabilistic…

Optimization and Control · Mathematics 2012-08-20 Jerome Le Ny , George J. Pappas

To model combinatorial decision problems involving uncertainty and probability, we introduce scenario based stochastic constraint programming. Stochastic constraint programs contain both decision variables, which we can set, and stochastic…

Artificial Intelligence · Computer Science 2009-03-09 S. Armagan Tarim , Suresh Manandhar , Toby Walsh

In this paper we extend the well-known L-Shaped method to solve two-stage stochastic programming problems with decision-dependent uncertainty. The method is based on a novel, unifying, formulation and on distribution-specific optimality and…

Optimization and Control · Mathematics 2025-07-01 Giovanni Pantuso , Mike Hewitt

In many real-world optimization problems, more than one objective plays a role and input parameters are subject to uncertainty. In this paper, motivated by applications in disaster relief and public facility location, we model and solve a…

Optimization and Control · Mathematics 2020-04-24 Sophie N. Parragh , Fabien Tricoire , Walter Gutjahr

This paper proposes an analytical framework for modelling resource contention in multi-robot systems, where the travel times and task durations are uncertain. It uses several approximation methods to quickly and accurately calculate the…

Multiagent Systems · Computer Science 2020-03-17 Andrew W. Palmer , Andrew J. Hill , Steven J. Scheding

We consider a multiperiod stochastic capacitated facility location problem under uncertain demand and budget in each period. Using a scenario tree representation of the uncertainties, we formulate a multistage stochastic integer program to…

Optimization and Control · Mathematics 2022-07-19 Xian Yu , Siqian Shen

We consider a single-facility location problem, where agents are positioned on the real line and are partitioned into multiple disjoint districts. The goal is to choose a location (where a public facility is to be built) so as to minimize…

Computer Science and Game Theory · Computer Science 2021-07-13 Aris Filos-Ratsikas , Alexandros A. Voudouris

Dynamic facility location problems predominantly suppose a monopoly over the service or product provided. Nonetheless, this premise can be a severe oversimplification in the presence of market competitors, as customers may prefer facilities…

Optimization and Control · Mathematics 2026-02-20 Warley Almeida Silva , Margarida Carvalho , Sanjay Dominik Jena

We establish and analyze a service center location model with a simple but novel decision-dependent demand induced from a maximum attraction principle. The model formulations are investigated in the distributionally-robust optimization…

Optimization and Control · Mathematics 2021-07-09 Fengqiao Luo

We study a pessimistic stochastic bilevel program in the context of sequential two-player games, where the leader makes a binary here-and-now decision, and the follower responds a continuous wait-and-see decision after observing the…

Optimization and Control · Mathematics 2022-06-09 Akshit Goyal , Yiling Zhang , Chuan He