The sandwich plate (SP) with supported mass can model structural systems such as platform or floor with installed vibration-sensitive apparatus under random loading. The stochastic optimal control (in time domain) of periodic (in space) viscoelastome...
In this study, a dual interval robust stochastic dynamic programming (DIRSDP) method is developed for planning water resources management systems under uncertainty. As an extension of the existing interval stochastic dynamic programming (ISDP) method...
Stochastic dual dynamic programming (SDDP) has become a popular algorithm used in practical long-term scheduling of hydropower systems. The SDDP algorithm is computationally demanding, but can be designed to take advantage of parallel processing. Thi...
The simulation elevation-surface area-storage interrelationship of a reservoir is a crucial task in developing ideal water release policies for reservoir and dam operations. In this study, an inclusive (stochastic dynamic programming-artificial neura...
With the widespread integration of renewable energy sources and distributed energy storage systems, intraday dispatch of distribution networks (DNs) has gradually evolved into a multistage sequential decision-making problem with intertemporal state c...
This article aims to obtain and evaluate medium-term operating policies for the hydrothermal scheduling problem by using the stochastic dual dynamic programming (SDDP) approach. To this end, to feed the mathematical model and build the probability di...
Matching surgical patients to intensive care beds in real time remains stubbornly difficult in healthcare business operation. Demand spikes. Capacity tightens. Yet, even brief admission delays might trigger avoidable complications and inflate operati...
This study evaluates the generation adequacy and reliability of Ecuador’s National Interconnected System (SNI) under massive renewable integration by integrating stochastic dynamic programming (SimSEE) dispatch simulation, Capacity Outage Proba...
Blade degradation in IC packaging singulation processes induces progressive dimensional drift, inflates process variability, and escalates out-of-specification (OOS) risk, thereby coupling equipment condition directly to product quality. Conventional...
Simulation-optimization methods are often used to derive operation rules for large-scale hydropower reservoir systems. The solution of the simulation-optimization models is complex and time-consuming, for many interconnected variables need to be opti...
This study introduces a novel approach for optimizing residential energy systems by combining linear policy graphs with stochastic dual dynamic programming (SDDP) algorithms. Our method optimizes residential solar power generation and battery storage...
The deterministic evaluation framework for traditional virtual power plants (VPP) overlooks the capacity squeeze caused by day-ahead forecasting errors in real-time settlement, resulting in a significant overestimation of the adjustable capacity comm...
Equipment renewal and replacement strategy as well as smart capital investment is a vital focus in engineering asset management, particularly for water utilities aiming to improve asset reliability, water quality, service continuity and affordability...
Stochastic vibration control of uncertain structures under random loading is an important problem and its minimax optimal control strategy remains to be developed. In this paper, a stochastic optimal control strategy for uncertain structural systems...
Reliability and vulnerability (RV) are two very important performance measures but, due to their stage-inseparable nature, they cannot be explicitly incorporated in stochastic dynamic programming (SDP), which is extensively used in reservoir operatio...
A matheuristic approach based on a reduced two-stage Stochastic Integer Linear Programming (SILP) model is presented. The proposed approach is suitable for obtaining a policy constructed dynamically on the go during the rollout algorithm. The rollout...
This paper presents a reinforcement learning (RL)–based energy management strategy for a hybrid electric tracked vehicle. A control-oriented model of the powertrain and vehicle dynamics is first established. According to the sample information of the...
The aircraft ferry service is an important link in the transfer of travelers between the remote parking stand and the terminal. By analyzing the process of inbound and outbound ferry service, the relationship between the in-place time of each ferry o...
Energy management strategies (EMSs) in hybrid electric vehicles (HEVs) are highly related to the fuel economy and emission performances. However, EMS constitutes a challenging problem due to the complex structure of a HEV and the unknown or partially...
We propose a routing method for electric vehicles that finds a route with minimal expected travel time in time-dependent stochastic networks. The method first estimates whether the vehicle can reach the destination with the current battery level and...
This paper examines an optimal investment–consumption problem in a setting where the financial environment is influenced by both stochastic factors and delayed effects. The investor, endowed with Constant Relative Risk Aversion (CRRA) preferenc...
This study explores a stochastic guarantee cost control (GCC) for time-varying systems with random parameters and asymmetric saturation actuators by employing the integral reinforcement learning (IRL) method in the dynamic event-triggered (DET) mode....
Finite-horizon multiproduct markdown pricing with interacting demands, finite inventories, and a hard limit on product-level price changes leads to a high-dimensional stochastic dynamic program. We develop a block-interaction capacity-compressed suff...
This paper demonstrates an energy management method using traffic information for commuter hybrid electric vehicles. A control strategy based on stochastic dynamic programming (SDP) is developed, which minimizes on average the equivalent fuel consump...
This paper addresses the problem of joint production and preventive maintenance (PM) planning of a deteriorating manufacturing system generating greenhouse gas (GHG) emissions. The system is composed of a deteriorating machine, subject to random fail...
Given the increasing global emphasis on sustainable energy usage and the rising energy demands of cellular wireless networks, this work seeks an optimal short-term, continuous-time power-procurement schedule to minimize operating expenditure and the...
This paper investigates an infinite-horizon discounted stochastic maintenance optimization problem within the framework of dynamic programming. The system degradation is modeled by a discrete-time stochastic process affected by maintenance actions an...
The establishment of more severe hydrological environmental constraints, usually as seasonal minimum flows (ϕ) and maximum ramping rates (ρ), on hydropower operation is a growing trend. This paper presents a study on the influence of ϕ and ρ on the w...
This paper investigates a dual-channel retailer’s inventory and pricing integrated decision-making problem over multiple periods. The quantity-sales mode is adopted in the online channel while the unit-sales mode is used offline. The customer d...
The integration of wind energy into the power grid is challenging because of its variability, which causes high ramp events that may threaten the reliability and efficiency of power systems. In this paper, we propose a novel distributionally robust s...
This work formulates a stochastic dynamic programming (SDP) model that incorporates seasonal electricity prices and can handle a constraint on power yield, which is assumed to be satisfied at any time it is possible, thus allowing for an analysis of...
Wildfires have caused significant ecological and social losses in terms of forest benefits, private dwellings, and suppression costs. Although great efforts have been made in wildfire policies and wildfire-mitigating strategies on private and public...
Natural gas markets exhibit violent, non-linear volatility regimes. The 2022 energy crisis introduced persistent supply shocks and cross-Atlantic spillover effects. Traditional valuation models assume single-regime environments; consequently, they sy...
Freight trucks are known to be a major source of air pollutants as well as greenhouse gas emissions in U.S. metropolitan areas, and they have significant effects on air quality and global climate change. Emissions from freight trucks during their del...
The accelerating integration of renewable energy sources into modern power grids has created unprecedented operational challenges, with significant system cost volatility under extreme uncertainty events. To address this challenge, this paper present...
Stochastic dynamic programming (SDP) is an optimization technique used in the operation of reservoirs for many years. However, being an iterative method requiring considerable computational time, it is important to establish adequate convergence crit...
This paper presents an energy management strategy for plug-in hybrid electric vehicles (PHEVs) that not only tries to minimize the energy consumption, but also considers the battery health. First, a battery model that can be applied to energy managem...
The size of the fuel cell and battery of a Fuel Cell Hybrid Electric Vehicle (FCHEV) will heavily affect the overall performance of the vehicle, its fuel economy, driveability, and the rates of fuel cell degradation observed. An undersized fuel cell...
Coconut plantations throughout the Asia–Pacific region are generally characterised by the presence of low-productivity senile palms over the age of 60, which have negative impacts on farming communities, coconut processors, and the wider econom...
Natural gas production from mature fields is progressively shifting toward low-rate wells operating near their economic limit, creating challenges for long-term asset management. This study proposes an integrated stochastic decision-support framework...
The optimal control of sustainable energy supply systems, including renewable energies and energy storage, takes a central role in the decarbonization of industrial systems. However, the use of fluctuating renewable energies leads to fluctuations in...
We consider a network of a residential heating system (RHS) composed of two types of agents: a prosumer and a consumer. Both are connected to a community heating system (CHS), which supplies non-intermittent thermal energy for space heating and domes...
In this paper, we consider the two-player state and control path-dependent stochastic zero-sum differential game. In our problem setup, the state process, which is controlled by the players, is dependent on (current and past) paths of state and contr...
This paper considers an alternative way of structuring stochastic variables in a dynamic programming framework where the model structure dictates that numerical methods of solution are necessary. Rather than estimating integrals within a Bellman equa...
In recent years, the adoption of renewable energy sources has significantly increased due to their numerous advantages, which include environmental sustainability and economic viability. However, the management of electric microgrids presents complex...
Hydropower plant operation reorganizes the temporal and spatial distribution of water resources to promote the comprehensive utilization of water resources in the basin. However, a lot of uncertainties were brought to light concerning cascade hydropo...
Rational Water Resources Management requires effective collaboration between decision-makers involved in the operational management of water resources and scientists, who can allow them to operate in an informed manner through forecasting and decisio...
Urban logistics encompass transportation and delivery operations within densely populated urban areas. It faces significant challenges from the evolving dynamic and stochastic nature of on-demand and conventional logistics services. Further challenge...
A good deal of molecular dynamics simulations aims at predicting and quantifying rare events, such as the folding of a protein or a phase transition. Simulating rare events is often prohibitive, especially if the equations of motion are high-dimensio...
Regional water resource modelling is important for evaluating system performance by analyzing the reliability, resilience and vulnerability criteria of the system. In water resource systems modelling, several uncertainties abound, including data inad...
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