相关论文: A comparison of non-stationary stochastic lot-sizi…

We propose explicitly incorporating large-scale load siting into a stochastic nodal power system capacity expansion planning model that concurrently co-optimizes generation, transmission and storage expansion. The potential operational…

This article studies the benefits of using spatially randomized experimental designs which partition the experimental area into distinct, non-overlapping units with treatments assigned randomly. Such designs offer improved policy evaluation…

The stochastic comparisons of parallel and series system are worthy of study. In this paper, we present some stochastic comparisons of parallel and series systems having independent components from Gumble distribution with two parameters…

We introduce computational methods that allow for effective estimation of a flexible, parametric non-stationary spatial model when the field size is too large to compute the multivariate normal likelihood directly. In this method, the field…

Recurrence equations have played a central role in static cost analysis, where they can be viewed as abstractions of programs and used to infer resource usage information without actually running the programs with concrete data. Such…

This paper studies the monotonicity of equilibrium costs and equilibrium loads in nonatomic congestion games, in response to variations of the demands. The main goal is to identify conditions under which a paradoxical non-monotone behavior…

Within the context of stochastic probing with commitment, we consider the online stochastic matching problem; that is, the one sided online bipartite matching problem where edges adjacent to an online node must be probed to determine if…

Driven by the need to solve increasingly complex optimization problems in signal processing and machine learning, there has been increasing interest in understanding the behavior of gradient-descent algorithms in non-convex environments.…

We consider assortment optimization over a continuous spectrum of products represented by the unit interval, where the seller's problem consists of determining the optimal subset of products to offer to potential customers. To describe the…

This paper develops an exact solution framework for the choice-based time slot management problem under mixed logit demand in attended home delivery systems. The problem jointly optimizes delivery slot offerings, price discounts, and…

We propose a novel algorithm for online resource allocation with non-stationary customer arrivals and unknown click-through rates. We assume multiple types of customers arrive in a nonstationary stochastic fashion, with unknown arrival…

This article provides a novel framework to evaluate limit order tactics that highlights expected fill price, adverse price selection cost, and opportunity cost. We formulate the problem of optimal execution of market orders with nonlinear…

Energy storage is a key enabler towards a low-emission electricity system, but requires appropriate dispatch models to be economically coordinated with other generation resources in bulk power systems. This paper analyzes how different…

We develop randomized modifications of Markov chains and apply these modifications to the routing chains of customers in Jacksonian stochastic networks. The aim of our investigations is to find new rerouting schemes for non standard Jackson…

Stochastic algorithms are among the best for solving computationally hard search and reasoning problems. The runtime of such procedures is characterized by a random variable. Different algorithms give rise to different probability…

Calibration of expensive simulation models involves an emulator based on simulation outputs generated across various parameter settings to replace the actual model. Noisy outputs of stochastic simulation models require many simulation…

Stochastic orders are binary relations defined on probability distributions which capture intuitive notions like being larger or being more variable. This paper introduces stochastic ordering of instantaneous SNRs of fading channels as a…

Preferences play a key role in determining what goals/constraints to satisfy when not all constraints can be satisfied simultaneously. In this work, we study preference-based planning in a stochastic system modeled as a Markov decision…

Recent stochastic gradient methods that have appeared in the literature base their efficiency and global convergence properties on a suitable control of the variance of the gradient batch estimate. This control is typically achieved by…

Co-flows model a modern scheduling setting that is commonly found in a variety of applications in distributed and cloud computing. A stochastic co-flow task contains a set of parallel flows with randomly distributed sizes. Further, many…