相关论文: Stochastic Dynamic Lot-sizing with Supplier-Driven…

Electric vehicles (EVs) provide a cleaner alternative that not only reduces greenhouse gas emissions but also improves air quality and reduces noise pollution. The consumer market for electrical vehicles is growing very rapidly. Designing a…

In this paper we analyze the effect of two modelling approaches for supply planning problems under uncertainty: two-stage stochastic programming (SP) and robust optimization (RO). The comparison between the two approaches is performed…

We consider a general class of dynamic resource allocation problems within a stochastic optimal control framework. This class of problems arises in a wide variety of applications, each of which intrinsically involves resources of different…

The resource management of a phase array system capable of multiple target tracking and surveillance is critical for the realization of its full potential. Present work aims to improve the performance of an existing method, time-balance…

This paper introduces an integrated lot sizing and scheduling problem inspired from a real-world application in off-the-road tire industry. This problem considers the assignment of different items on parallel machines with complex…

We develop a novel mathematical programming approximation framework to tackle the stochastic knapsack problem. In this problem, the decision maker considers items for which either weights or values, or both, are random. The aim is to select…

We consider an online resource allocation problem where multiple resources, each with an individual initial capacity, are available to serve random requests arriving sequentially over multiple discrete time periods. At each time period, one…

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…

Energy storage promotes the integration of renewables by operating with charge and discharge policies that balance an intermittent power supply. A key challenge in this emerging sector is how to optimize the operation of storage assets…

Randomized load balancing networks arise in a variety of applications, and allow for efficient sharing of resources, while being relatively easy to implement. We consider a network of parallel queues in which incoming jobs with independent…

We provide finite-sample performance guarantees for control policies executed on stochastic robotic systems. Given an open- or closed-loop policy and a finite set of trajectory rollouts under the policy, we bound the expected value,…

We study flow shop scheduling with stochastic reentry, where jobs must complete multiple passes through the entire shop, and the number of passes that a job requires for completion is drawn from a discrete probability distribution. The goal…

This paper addresses the joint scheduling problem of stochastic workloads and a hydrogen-enabled distributed energy system in a low-carbon Internet data centers (IDC). Although such workloads can be shifted over temporal and spatial…

We consider a vehicle routing problem which seeks to minimize cost subject to service level constraints on several groups of deliveries. This problem captures some essential challenges faced by a logistics provider which operates…

Temperature control in refrigerated delivery vehicles is critical for preserving product quality, yet existing approaches neglect critical operational uncertainties, such as stochastic door opening durations and heterogeneous initial…

This paper studies a continuous-time market {under stochastic environment} where an agent, having specified an investment horizon and a target terminal mean return, seeks to minimize the variance of the return with multiple stocks and a…

Optimization problems involving sequential decisions in a stochastic environment were studied in Stochastic Programming (SP), Stochastic Optimal Control (SOC) and Markov Decision Processes (MDP). In this paper we mainly concentrate on SP…

Due to numerous applications in retail and (online) advertising the problem of assortment selection has been widely studied under many combinations of discrete choice models and feasibility constraints. In many situations, however, an…

We study the multi-stage stochastic unit commitment problem in which commitment and generation decisions can be made and adjusted in each time period. We formulate this problem as a Markov decision process, which is "weakly-coupled" in the…

Two-sided matching platforms provide users with menus of match recommendations. To maximize the number of realized matches between the two sides (referred here as customers and suppliers), the platform must balance the inherent tension…