This paper tackles the problem of dynamic power management (DPM) in nanoscale CMOS design technologies that are typically affected by increasing levels of process, voltage, and te...
Within the framework of multi-stage mixed-integer linear stochastic programming we develop a short-term production plan for a price-taking hydropower plant operating under uncerta...
Abstract— This paper proposes a simulation-based active policy learning algorithm for finite-horizon, partially-observed sequential decision processes. The algorithm is tested i...
Ruben Martinez-Cantin, Nando de Freitas, Arnaud Do...
This paper addresses a multi-stage stochastic integer programming formulation of the uncapacitated lot-sizing problem under uncertainty. We show that the classical ( , S) inequalit...
Yongpei Guan, Shabbir Ahmed, George L. Nemhauser, ...
Abstract. Real-world optimization problems are often subject to uncertainties, which can arise regarding stochastic model parameters, objective functions and decision variables. Th...