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In display advertising, advertisers want to achieve a marketing objective with constraints on budget and cost-per-outcome. This is usually formulated as an optimization problem that maximizes the total utility under constraints. The…

We study a scheduling problem arising in demand response management in smart grid. Consumers send in power requests with a flexible feasible time interval during which their requests can be served. The grid controller, upon receiving power…

We consider a multi-stage stochastic optimization problem originally introduced by Cygan et al. (2013), studying how a single server should prioritize stochastically departing customers. In this setting, our objective is to determine an…

In this paper we introduce the problem of dynamic pricing of power for smart-grid networks. This is studied within a network utility maximization (NUM) framework in a deterministic setting with a single provider, multiple users and a finite…

Recently there has been a lot of progress in the development of economic nonlinear model predictive control (NMPC) schemes for multistage optimal power flow (OPF) problems. However, the additional inclusion of discrete decision variables to…

The aim of distribution networks is to meet their local area power demand with maximum reliability. As the electricity consumption tends to increase every year, limited line thermal capacity can lead to network congestion. Continuous…

The co-optimization of behind-the-meter distributed energy resources is considered for prosumers under the net energy metering tariff. The distributed energy resources considered include renewable generations, flexible demands, and battery…

An electricity bill of a data center (DC) is determined not only by how much energy the DC consumes, but especially by how the consumed energy is spread over time during the billing cycle. More specifically, these electricity costs are…

In many service systems, especially those in healthcare, customer waiting times can result in increased service requirements. Such service slowdowns can significantly impact system performance. Therefore, it is important to properly account…

Optimal tracking in switched systems with controlled subsystem and Discrete-time (DT) dynamics is investigated. A feedback control policy is generated such that a) the system tracks the desired reference signal, and b) the optimal switching…

The problem of optimal motion planing and control is fundamental in robotics. However, this problem is intractable for continuous-time stochastic systems in general and the solution is difficult to approximate if non-instantaneous nonlinear…

This paper proposes an optimal management strategy for a Renewable Energy Community defined according to the Italian legislation. The specific case study is composed by a set of houses equipped with smart appliances, that share a PV plant.…

The increase of electric demand and the progressive integration of renewable sources threatens the stability of the power grid. To solve this issue, several methods have been proposed to control the demand side instead of increasing the…

In response to the increasing deployment of battery storage systems for cost reduction and grid stress mitigation, this study presents the development of a new real-time Markov decision process model to efficiently schedule battery systems…

High performance grid computing is a key enabler of large scale collaborative computational science. With the promise of exascale computing, high performance grid systems are expected to incur electricity bills that grow super-linearly over…

We study a fundamental stochastic selection problem involving $n$ independent random variables, each of which can be queried at some cost. Given a tolerance level $\delta$, the goal is to find a value that is $\delta$-approximately minimum…

How to compute (super) hedging costs in rather general fi- nancial market models with transaction costs in discrete-time ? Despite the huge literature on this topic, most of results are characterizations of the super-hedging prices while it…

In electrical distribution grids, the constantly increasing number of power generation devices based on renewables demands a transition from a centralized to a distributed generation paradigm. In fact, power injection from Distributed…

We consider a profit maximization problem in an urban mobility on-demand service, of which the operator owns a fleet, provides both exclusive and shared trip services, and dynamically determines prices of offers. With knowledge of the…

Fueled by the rapid development of communication networks and sensors in portable devices, today many mobile users are invited by content providers to sense and send back real-time useful information (e.g., traffic observations and sensor…