Axis 3: Decision support made under uncertainty
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277 results — page 1 of 14
Price-based strategies for mitigating electric vehicle-induced overloads on distribution systems
This paper first introduces a computationally efficient approach for conducting a time-series impact analysis of electric vehicle (EV) charging on the loadin...
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Station-based Bike-sharing systems have been implemented in multiple major cities, offering a low-cost and environmentally friendly transportation alternativ...
BibTeX referenceRisk averse constrained blackbox optimization under mixed aleatory/epistemic uncertainties
This paper addresses risk averse constrained optimization problems where the objective and constraint functions can only be computed by a blackbox subject to...
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We study the integration of multi-period assignment, routing, and scheduling of care workers for home health care services. In such a context, it is importa...
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Two-stage stochastic programs are a class of stochastic problems where uncertainty is discretized into scenarios, making them amenable to solution approaches...
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We investigate counterparty credit risk and credit valuation adjustments in portfolios including derivatives with early-exercise opportunities, under a net...
BibTeX referenceThe primal Benders decomposition
Benders decomposition has been applied significantly to tackle large-scale optimization problems with complicating variables, which, when temporarily fixed, ...
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Recommender systems provide personalized recommendations to their users for items and services. They do that using a model that is tailored to each user to i...
BibTeX referenceOptimizing strategies for short-term hydropower scheduling using a blackbox optimization framework
This paper presents a study on the best possible use of optimization models for the short-term hydropower scheduling problem. Different deterministic and sto...
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The emerging demand for electric bicycles in recent years has prompted several bike-sharing systems (BSS) around the world to adapt their service to a new wa...
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The popularity of bike-sharing systems has constantly increased throughout the last years. Most of such success can be attributed to their multiple benefits,...
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We consider the problem of minimizing the linear cost of multistate homogeneous series-parallel system given the nonlinear reliability constraint on the syst...
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Recently there has been a surge of interest in operations research~(OR) and the machine learning~(ML) community in combining prediction algorithms and optimi...
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This paper studies linear-quadratic Stackelberg games with a major player (leader) and \(N\)
minor players (followers). To design decentralized strategies ...
This work considers stochastic optimization problems in which the objective function values can only be computed by a blackbox corrupted by some random noise...
BibTeX referenceFacility location with a modular capacity under demand uncertainty: An industrial case study
We investigate a facility location problem with modular capacity under demand uncertainty arising at Hydro-Québec, the largest public utility in Canada. We p...
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This paper introduces the consistent vehicle routing problem with stochastic customers and demands. We consider driver consistency as customer-driver assignm...
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Optimizing static risk-averse objectives in Markov decision processes is challenging because they do not readily admit dynamic programming decompositions. Pr...
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Seaports are highly vulnerable to climate-change induced events, which makes it necessary for them to invest in climate change adaptation measures to ensure ...
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For planning the operation of power transmission systems, which transport the energy produced by generation plants to customers centers, it is essential to e...
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