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...

We investigate a facility location problem with modular capacity under demand uncertainty arising at Hydro-Québec, the largest public utility in Canada. We p...

This paper introduces the consistent vehicle routing problem with stochastic customers and demands. We consider driver consistency as customer-driver assignm...

Optimizing static risk-averse objectives in Markov decision processes is challenging because they do not readily admit dynamic programming decompositions. Pr...

Seaports are highly vulnerable to climate-change induced events, which makes it necessary for them to invest in climate change adaptation measures to ensure ...

For planning the operation of power transmission systems, which transport the energy produced by generation plants to customers centers, it is essential to e...

This paper first presents a time-series impact analysis of charging electric vehicles (EVs) to loading levels of power network equipment considering stochast...

In this paper, we investigate the problem of system identification for autonomous Markov jump linear systems (MJS) with complete state observations. We prop...

This paper presents a novel rapid estimation method (REM) to perform stochastic impact analysis of grid-edge technologies (GETs) to the power distribution ne...

The estimation of the structural model poses a major challenge as its underlying asset (the firm's asset value) is not directly observable. We extend the m...

An innovative simultaneous stochastic optimization approach is proposed that combines actor-critic reinforcement learning and stochastic mathematical progr...

In multi-robot missions, relative position and attitude information between robots is valuable for a variety of tasks such as mapping, planning, and formatio...

Recommender systems provide recommendations to their users for items and services by creating a model tailored to each user to infer their preferences based ...

Motivated by our collaboration with one of the largest fast-fashion retailers in Europe, we study a two-echelon inventory control problem called the One-Ware...

Hydropower producers participate in the electricity market by providing bids in the day-ahead market auctions. Making good bids that obey all market rules an...

This paper studies the properties of a stochastic optimization model for the short-term hydropower generation problem with uncertain inflows. The uncertaint...

The short-term scheduling of activities in underground mines is an important step in mining operations. This procedure is a challenging optimization problem ...

We use stochastic dynamic programming to design and solve an extended structural setting for which the illiquidity of the firm's assets under liquidation i...

In this paper, we study a novel approach for data-driven decision-making under uncertainty in the presence of contextual information. Specifically, we addres...