相关论文: Stochastic Time-of-use-type Constraints for Uninte…

We consider "time-of-use" pricing as a technique for matching supply and demand of temporal resources with the goal of maximizing social welfare. Relevant examples include energy, computing resources on a cloud computing platform, and…

A classical problem in power systems is to allocate in-coming (elastic or inelastic) demands without violating the operating constraints of electric networks in an online fashion. Although online decision problems have been well-studied in…

This paper considers a time-varying optimization problem associated with a network of systems, with each of the systems shared by (and affecting) a number of individuals. The objective is to minimize cost functions associated with the…

We study randomized experiments in a service system when stochastic congestion can arise from temporarily limited supply or excess demand. Such congestion gives rise to cross-unit interference between the waiting customers, and analytic…

We study a multi-objective model on the allocation of reusable resources under model uncertainty. Heterogeneous customers arrive sequentially according to a latent stochastic process, request for certain amounts of resources, and occupy…

Efficient allocation of finite resources is a crucial problem in a wide variety of on-demand smart city applications. Service requests often appear randomly over time and space with varying intensity. Resource provisioning decisions need to…

This work studies the effect of hub congestion and time-sensitive demand on a hub-and-spoke location/allocation system. The Hub Location with Congestion and Time-sensitive Demand Problem is introduced, which combines these two main…

We study the tactical time slot management problem under mixed logit demand for attended home delivery in subscription settings. We propose a static mixed-integer linear programming model that integrates delivery slot assortment, price…

We consider a multi-stage stochastic lot-sizing problem with service level constraints and supplier-driven product substitution. A firm has multiple products and it has the option to meet demand from substitutable products at a cost.…

Maintenance planning plays a key role in power system operations under uncertainty by helping system operators ensure a reliable and secure power grid. This paper studies a short-term condition-based integrated maintenance planning with…

In this paper, we develop mixed integer linear programming models to compute near-optimal policy parameters for the non-stationary stochastic lot sizing problem under Bookbinder and Tan's static-dynamic uncertainty strategy. Our models…

We study a routing and appointment scheduling problem with uncertain service and travel times arising from home service practice. Specifically, given a set of customers within a service region that an operator needs to serve, we seek to…

Existing approaches to resource allocation for nowadays stochastic networks are challenged to meet fast convergence and tolerable delay requirements. The present paper leverages online learning advances to facilitate stochastic resource…

Load side participation can provide support to the power network by appropriately adapting the demand when required. In addition, it enables an economically improved power allocation. In this study, we consider the problem of providing an…

This paper presents a stochastic model predictive controller (SMPC) for linear time-invariant systems in the presence of additive disturbances. The distribution of the disturbance is unknown and is assumed to have a bounded support. A…

The deepening penetration of renewable energy is challenging how power system operators cope with the associated variability and uncertainty in the unit commitment problem. Given its computational complexity, several optimization-based…

The classical optimal power flow problem optimizes the power flow in a power network considering the associated flow and operating constraints. In this paper, we investigate optimal power flow in the context of utility-maximizing demand…

The problem of scheduling under resource constraints is widely applicable. One prominent example is power management, in which we have a limited continuous supply of power but must schedule a number of power-consuming tasks. Such problems…

This paper considers optimization of power and delay in a time-varying wireless link using rateless codes. The link serves a sequence of variable-length packets. Each packet is coded and transmitted over multiple slots. Channel conditions…

Model predictive control solves a constrained optimization problem online in order to compute an implicit closed-loop control policy. Recursive feasibility -- guaranteeing that the optimal control problem will have a solution at every time…