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3,364 Results Found

  • Article
  • Open Access
181 Citations
16,853 Views
24 Pages

31 March 2014

The future smart grid is expected to be an interconnected network of small-scale and self-contained microgrids, in addition to a large-scale electric power backbone. By utilizing microsources, such as renewable energy sources and combined heat and po...

  • Article
  • Open Access
1 Citations
2,988 Views
23 Pages

29 September 2022

Studying the theoretical properties of optimization algorithms such as genetic algorithms and evolutionary strategies allows us to determine when they are suitable for solving a particular type of optimization problem. Such a study consists of three...

  • Article
  • Open Access
10 Citations
2,740 Views
18 Pages

19 March 2020

The stochastic inequality constrained optimization problems (SICOPs) consider the problems of optimizing an objective function involving stochastic inequality constraints. The SICOPs belong to a category of NP-hard problems in terms of computational...

  • Article
  • Open Access
10 Citations
5,968 Views
21 Pages

25 August 2017

The portfolio optimization problem is the central problem of modern economics and decision theory; there is the Mean-Variance Model and Stochastic Dominance Model for solving this problem. In this paper, based on the second order stochastic dominance...

  • Article
  • Open Access
15 Citations
9,374 Views
19 Pages

15 May 2018

In the field of investment, how to construct a suitable portfolio based on historical data is still an important issue. The second-order stochastic dominant constraint is a branch of the stochastic dominant constraint theory. However, only considerin...

  • Article
  • Open Access
2,165 Views
26 Pages

23 December 2020

This paper presents a distributed computational framework for stochastic convex optimization problems using the so-called scenario approach. Such a problem arises, for example, in a large-scale network of interconnected linear systems with local and...

  • Article
  • Open Access
2,435 Views
14 Pages

Solving Contextual Stochastic Optimization Problems through Contextual Distribution Estimation

  • Xuecheng Tian,
  • Bo Jiang,
  • King-Wah Pang,
  • Yu Guo,
  • Yong Jin and
  • Shuaian Wang

21 May 2024

Stochastic optimization models always assume known probability distributions about uncertain parameters. However, it is unrealistic to know the true distributions. In the era of big data, with the knowledge of informative features related to uncertai...

  • Article
  • Open Access
1 Citations
1,742 Views
31 Pages

Stochastic Zeroth-Order Multi-Gradient Algorithm for Multi-Objective Optimization

  • Zhihao Li,
  • Qingtao Wu,
  • Moli Zhang,
  • Lin Wang,
  • Youming Ge and
  • Guoyong Wang

14 February 2025

Multi-objective optimization (MOO) has become an important method in machine learning, which involves solving multiple competing objective problems simultaneously. Nowadays, many MOO algorithms assume that gradient information is easily available and...

  • Article
  • Open Access
6 Citations
4,465 Views
16 Pages

Stochastic gradient descent is the method of choice for solving large-scale optimization problems in machine learning. However, the question of how to effectively select the step-sizes in stochastic gradient descent methods is challenging, and can gr...

  • Article
  • Open Access
6 Citations
3,024 Views
20 Pages

5 November 2021

Integrative modeling of macromolecular assemblies requires stochastic sampling, for example, via MCMC (Markov Chain Monte Carlo), since exhaustively enumerating all structural degrees of freedom is infeasible. MCMC-based methods usually require tunin...

  • Article
  • Open Access
5 Citations
2,859 Views
20 Pages

3 December 2020

In this paper, a comparison of stochastic optimization algorithms is presented for the reconstruction of electromagnetic profiles in through-the-wall radar imaging. We combine those stochastic optimization approaches with a shape-based representation...

  • Article
  • Open Access
1 Citations
2,449 Views
29 Pages

10 April 2022

Fortet-Mourier (FM) probability metrics are important probability metrics, which have been widely adopted in the quantitative stability analysis of stochastic programming problems. In this study, we contribute to different types of convergence assert...

  • Article
  • Open Access
33 Citations
3,286 Views
39 Pages

Stochastic Triad Topology Based Particle Swarm Optimization for Global Numerical Optimization

  • Qiang Yang,
  • Yu-Wei Bian,
  • Xu-Dong Gao,
  • Dong-Dong Xu,
  • Zhen-Yu Lu,
  • Sang-Woon Jeon and
  • Jun Zhang

24 March 2022

Particle swarm optimization (PSO) has exhibited well-known feasibility in problem optimization. However, its optimization performance still encounters challenges when confronted with complicated optimization problems with many local areas. In PSO, th...

  • Article
  • Open Access
1 Citations
1,503 Views
20 Pages

4 January 2025

Process optimization is a highly successful method for achieving optimal efficiency in industrial production. The conventional optimization approach presupposes that the operational parameters should align with the optimization settings. However, it...

  • Article
  • Open Access
11 Citations
4,008 Views
34 Pages

Clustering and Stochastic Simulation Optimization for Outpatient Chemotherapy Appointment Planning and Scheduling

  • Majed Hadid,
  • Adel Elomri,
  • Regina Padmanabhan,
  • Laoucine Kerbache,
  • Oualid Jouini,
  • Abdelfatteh El Omri,
  • Amir Nounou and
  • Anas Hamad

Outpatient Chemotherapy Appointment (OCA) planning and scheduling is a process of distributing appointments to available days and times to be handled by various resources through a multi-stage process. Proper OCAs planning and scheduling results in m...

  • Article
  • Open Access
32 Citations
3,348 Views
34 Pages

Stochastic Cognitive Dominance Leading Particle Swarm Optimization for Multimodal Problems

  • Qiang Yang,
  • Litao Hua,
  • Xudong Gao,
  • Dongdong Xu,
  • Zhenyu Lu,
  • Sang-Woon Jeon and
  • Jun Zhang

27 February 2022

Optimization problems become increasingly complicated in the era of big data and Internet of Things, which significantly challenges the effectiveness and efficiency of existing optimization methods. To effectively solve this kind of problems, this pa...

  • Article
  • Open Access
10 Citations
5,331 Views
14 Pages

In this paper, for an Low-Earth Orbit (LEO) satellite network with inter-satellite links, a routing optimization method is developed in the case of stochastic link failure. First, a discrete-time strategy is used for the satellite network to acquire...

  • Article
  • Open Access
10 Citations
2,693 Views
26 Pages

A Hybrid Stochastic Deterministic Algorithm for Solving Unconstrained Optimization Problems

  • Ahmad M. Alshamrani,
  • Adel Fahad Alrasheedi,
  • Khalid Abdulaziz Alnowibet,
  • Salem Mahdi and
  • Ali Wagdy Mohamed

23 August 2022

In this paper, a new deterministic method is proposed. This method depends on presenting (suggesting) some modifications to existing parameters of some conjugate gradient methods. The parameters of our suggested method contain a mix of deterministic...

  • Article
  • Open Access
6 Citations
5,344 Views
44 Pages

Stochastic Optimization System for Bank Reverse Stress Testing

  • Giuseppe Montesi,
  • Giovanni Papiro,
  • Massimiliano Fazzini and
  • Alessandro Ronga

The recent evolution of prudential regulation establishes a new requirement for banks and supervisors to perform reverse stress test exercises in their risk assessment processes, aimed at detecting default or near-default scenarios. We propose a reve...

  • Article
  • Open Access
7 Citations
2,335 Views
18 Pages

25 November 2022

Aiming at the poor effect of traditional denoising algorithms on image enhancement with strong noise, an image denoising algorithm based on improved whale optimization algorithm and parameter adaptive array stochastic resonance is proposed in the pap...

  • Article
  • Open Access
14 Citations
2,361 Views
25 Pages

14 January 2025

Renewable Energy Communities (RECs) are emerging as significant in the global paradigm shift towards a smart and sustainable energy environment. By empowering energy consumers to actively participate in local energy generation, and sharing, using ren...

  • Article
  • Open Access
23 Citations
3,197 Views
20 Pages

Stochastic Optimization Operation of the Integrated Energy System Based on a Novel Scenario Generation Method

  • Delong Zhang,
  • Siyu Jiang,
  • Jinxin Liu,
  • Longze Wang,
  • Yongcong Chen,
  • Yuxin Xiao,
  • Shucen Jiao,
  • Yu Xie,
  • Yan Zhang and
  • Meicheng Li

9 February 2022

The application of integrated energy systems is significant for realizing the comprehensive utilization of various energy sources and improving the utilization rate of renewable energy. At present, the optimal operation of integrated energy systems i...

  • Article
  • Open Access
15 Citations
3,713 Views
25 Pages

24 October 2018

In this paper, a tactical Production-Distribution Planning (PDP) has been handled in a fuzzy and stochastic environment for supply chain systems (SCS) which has four echelons (suppliers, plants, warehouses, retailers) with multi-products, multi-trans...

  • Feature Paper
  • Article
  • Open Access
1,279 Views
22 Pages

15 November 2025

The efficiency of intelligent urban mobility increasingly depends on adaptive mathematical models that can optimize multimodal transportation resources under stochastic and heterogeneous conditions. This study proposes a Markovian stochastic modeling...

  • Article
  • Open Access
13 Citations
2,532 Views
26 Pages

A Stochastic Optimization Algorithm to Enhance Controllers of Photovoltaic Systems

  • Samia Charfeddine,
  • Hadeel Alharbi,
  • Houssem Jerbi,
  • Mourad Kchaou,
  • Rabeh Abbassi and
  • Víctor Leiva

19 June 2022

Increasing energy needs, pollution of nature, and eventual depletion of resources have prompted humanity to obtain new technologies and produce energy using clean sources and renewables. In this paper, we design an advanced method to improve the perf...

  • Article
  • Open Access
2 Citations
1,737 Views
18 Pages

6 February 2024

There exists a temporal and spatial coupling effect among the hydropower units in cascade hydropower stations which constitutes a complex planning problem. Researching the multi-objective optimization scheduling of cascade hydropower stations under v...

  • Article
  • Open Access
8 Citations
3,936 Views
19 Pages

Stochastic Optimization Method for Energy Storage System Configuration Considering Self-Regulation of the State of Charge

  • Delong Zhang,
  • Yiyi Ma,
  • Jinxin Liu,
  • Siyu Jiang,
  • Yongcong Chen,
  • Longze Wang,
  • Yan Zhang and
  • Meicheng Li

5 January 2022

Photovoltaic (PV) power generation has developed rapidly in recent years. Owing to its volatility and intermittency, PV power generation has an impact on the power quality and operation of the power system. To mitigate the impact caused by the PV gen...

  • Article
  • Open Access
10 Citations
2,249 Views
24 Pages

An Enhanced Multi-Objective Optimizer for Stochastic Generation Optimization in Islanded Renewable Energy Microgrids

  • Upasana Lakhina,
  • Nasreen Badruddin,
  • Irraivan Elamvazuthi,
  • Ajay Jangra,
  • Truong Hoang Bao Huy and
  • Josep M. Guerrero

27 April 2023

A microgrid is an autonomous electrical system that consists of renewable energy and efficiently achieves power balance in a network. The complexity in the distribution network arises due to the intermittent nature of renewable generation units and v...

  • Article
  • Open Access
9 Citations
2,541 Views
15 Pages

In light of the problem of difficult model parameter selection and poor resonance effects in traditional bearing fault detection, this paper proposes a parameter-adaptive stochastic resonance algorithm based on an improved whale optimization algorith...

  • Article
  • Open Access
1 Citations
822 Views
17 Pages

Dynamic Stochastic Model Optimization for Underwater Acoustic Navigation via Singular Value Decomposition

  • Jialu Li,
  • Junting Wang,
  • Tianhe Xu,
  • Jianxu Shu,
  • Yangfan Liu,
  • Yueyuan Ma and
  • Yangyin Xu

The geometric distribution of seabed beacons significantly impacts the positioning accuracy of underwater acoustic navigation systems. To address this challenge, we propose a depth-constrained adaptive stochastic model optimization method based on si...

  • Article
  • Open Access
319 Views
21 Pages

Stochastic Response-Based Optimization of a Bilinear ECD Model for Seismic Analysis

  • Longteng Liang,
  • Siyu Zhou,
  • Zhouquan Feng,
  • Feiyun Deng and
  • Zhengqing Chen

27 November 2025

The eddy current damper (ECD), as a high-performance seismic protection device, has been increasingly applied in the field of civil engineering. However, most existing finite element software lacks a nonlinear constitutive model for this type of damp...

  • Article
  • Open Access
1,345 Views
27 Pages

Environmental uncertainties present a significant challenge in the design of onboard photovoltaic hybrid power systems (PV-HPS), a pivotal decarbonization technology garnering widespread attention in the shipping industry. Neglecting environmental un...

  • Feature Paper
  • Article
  • Open Access
4 Citations
2,439 Views
16 Pages

Stochastic Optimization of PQ Powers at the Interface between Distribution and Transmission Grids

  • Jérôme Buire,
  • Frédéric Colas,
  • Jean-Yves Dieulot and
  • Xavier Guillaud

24 October 2019

This paper addresses the volt-var control of distribution grids embedding many distributed generators (DGs). Specifically, it focuses on the compliance of powers to specified PQ diagrams at the high voltage/medium voltage (HV/MV) interface while the...

  • Article
  • Open Access
19 Citations
4,797 Views
18 Pages

6 May 2018

The inherent uncertainty of inflow forecasts hinders the reservoir real-time optimal operation. This paper proposes a risk analysis model for reservoir real-time optimal operation using the scenario tree-based stochastic optimization method. We quant...

  • Article
  • Open Access
8 Citations
7,837 Views
14 Pages

The paper compares portfolio optimization with the Second-Order Stochastic Dominance (SSD) constraints with mean-variance and minimum variance portfolio optimization. As a distribution-free decision rule, stochastic dominance takes into account the e...

  • Article
  • Open Access
20 Citations
4,804 Views
14 Pages

Real-Time Demand Side Management Algorithm Using Stochastic Optimization

  • Moses Amoasi Acquah,
  • Daisuke Kodaira and
  • Sekyung Han

7 May 2018

A demand side management technique is deployed along with battery energy-storage systems (BESS) to lower the electricity cost by mitigating the peak load of a building. Most of the existing methods rely on manual operation of the BESS, or even an ela...

  • Article
  • Open Access
1,244 Views
22 Pages

27 October 2023

The problem of finding the optimal open-loop control for discrete-time stochastic dynamical systems is considered. It is assumed that the initial conditions and external influences are random. The average value of the Bolza functional defined on indi...

  • Article
  • Open Access
4 Citations
5,496 Views
24 Pages

Risk-Based Optimization of Renewable Energy Investment Portfolios: A Multi-Stage Stochastic Approach to Address Uncertainty

  • Olufemi Ogunniran,
  • Olubayo Babatunde,
  • Busola Akintayo,
  • Kolawole Adisa,
  • Desmond Ighravwe,
  • John Ogbemhe and
  • Oludolapo Akanni Olanrewaju

22 February 2025

This work presents a multi-stage stochastic optimization model intended to improve investment decision-making for energy projects by incorporating uncertainty in contexts and changes in market pricing. In contrast to conventional deterministic models...

  • Article
  • Open Access
4 Citations
1,663 Views
21 Pages

28 June 2023

The article considers the problem of finding the optimal on average control of the trajectories of continuous stochastic systems with incomplete feedback. This class of problems includes control problems in which the initial states are described by a...

  • Article
  • Open Access
396 Views
25 Pages

27 November 2025

The global cruise industry has demonstrated remarkable growth, with modern ships functioning as large-scale floating resorts. Effective food provisioning is a critical operational function that directly impacts both cost efficiency and passenger sati...

  • Article
  • Open Access
727 Views
19 Pages

6 June 2025

In the practical application of Real-Time Precise Point Positioning (RT-PPP), the outages in receiving spatial state representation (SSR) information due to communication anomalies can result in a decrease or even divergence of the positioning accura...

  • Article
  • Open Access
15 Citations
3,805 Views
16 Pages

7 February 2021

The simultaneous stochastic optimization of mining complexes optimizes various components of the related mineral value chain jointly while considering material supply (geological) uncertainty. As a result, the optimization process capitalizes on the...

  • Article
  • Open Access
884 Views
27 Pages

30 October 2025

This paper presents a Monte Carlo simulation-based approach for solving stochastic two-stage bond portfolio optimization problems. The main objective is to optimize the cost of the bond portfolio while making decisions on bond purchases, holdings, an...

  • Article
  • Open Access
1 Citations
1,746 Views
19 Pages

31 March 2024

We analyzed a special class of graph traversal problems, where the distances are stochastic, and the agent is restricted to take a limited range in one go. We showed that both constrained shortest Hamiltonian pathfinding problems and disassembly line...

  • Article
  • Open Access
11 Citations
2,819 Views
30 Pages

6 August 2024

In this paper, a stochastic techno-economic optimization framework is proposed for three different hybrid energy systems that encompass photovoltaic (PV), wind turbine (WT), and hydrokinetic (HKT) energy sources, battery storage, combined heat and po...

  • Article
  • Open Access
23 Citations
4,613 Views
26 Pages

11 March 2019

Firefly-Algorithm (FA) is an eminent nature-inspired swarm-based technique for solving numerous real world global optimization problems. This paper presents an overview of the constraint handling techniques. It also includes a hybrid algorithm, namel...

  • Article
  • Open Access
3 Citations
3,432 Views
18 Pages

27 April 2021

The design of cell-based flotation circuits is often completed in two distinct phases, namely circuit structure identification and equipment sizing selection. While recent literature studies have begun to address the implications of stochastic analys...

  • Article
  • Open Access
618 Views
28 Pages

11 December 2025

This paper presents a comprehensive framework for real-time energy management in microgrids integrating distributed renewable energy sources and demand response (DR) programs. To address the inherent uncertainties in key operational variables—s...

  • Feature Paper
  • Article
  • Open Access
8 Citations
6,346 Views
20 Pages

This paper proposes a facility-specific modeling approach to plan maintenance and rehabilitation (M&R) activities on a network of airport runway pavement facilities. The objective of the modeling approach is to minimize system M&R cost while...

  • Feature Paper
  • Article
  • Open Access
1 Citations
1,370 Views
14 Pages

Scenario Generation Based on Ant Colony Optimization for Modelling Stochastic Variables in Power Systems

  • Daniel Fernández Valderrama,
  • Juan Ignacio Guerrero Alonso,
  • Carlos León de Mora and
  • Michela Robba

24 October 2024

Uncertainty is an important subject in optimization problems due to the unpredictable nature of real variables in the power system area, which can condition the solution’s accuracy. The effective modelling of stochastic variables can contribute...

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