Abstract: This paper presents a computation-efficient stochastic dynamic programming algorithm for solving energy storage price arbitrage considering variable charge and discharge efficiencies. We ...
Abstract: In this study, we use a stochastic representation of wind for medium/long-term planning problems that are associated with the operation of hydro-thermal systems. The stochastic dual dynamic ...
Agentic applications—AI systems empowered to take autonomous actions by calling external tools—are the current rage in software development. They promise efficiency, convenience, and reduced human ...
Dr. Katehakis is a distinguished professor at Rutgers University and chair of the Department of Management Science & Information Systems. He holds a courtesy appointment in Rutgers' New Brunswick ...
Vaccines are a key intervention to reduce the burden of the COVID-19 pandemic. However, vaccine supply and administration capacity will initially be limited. Due to these constraints, it is critical ...
ABSTRACT: In this paper, we revisit the optimal consumption and portfolio selection problem for an investor who has access to a risk-free asset (e.g. bank account) with constant return and a risky ...
The Dynamic Vehicle Routing Problem with Stochastic Requests (DVRPSR) is a prototypical problem in transportation logistics. The DVRPSR calls for an initial route plan and an online scheduling policy ...
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