-
作者：Kim, Michael Jong
作者单位：University of Toronto
摘要：This paper is concerned with optimal maintenance decision making in the presence of model misspecification. Specifically, we are interested in the situation where the decision maker fears that a nominal Bayesian model may be miss-specified or unrealistic, and would like to find policies that work well even when the underlying model is flawed. To this end, we formulate a robust dynamic optimization model for condition-based maintenance in which the decision maker explicitly accounts for distrus...
-
作者：Xu, Huan; Caramanis, Constantine; Mannor, Shie
作者单位：National University of Singapore; University of Texas System; University of Texas Austin; Technion Israel Institute of Technology
摘要：We consider optimization problems whose parameters are known only approximately, based on noisy samples. In large-scale applications, the number of samples one can collect is typically of the same order of (or even less than) the dimensionality of the problem. This so-called high-dimensional statistical regime has been the object of intense recent research in machine learning and statistics, primarily due to phenomena inherent to this regime, such as the fact that the noise one sees here often...
-
作者：Vossen, Thomas W. M.; Wood, R. Kevin; Newman, Alexandra M.
作者单位：University of Colorado System; University of Colorado Boulder; United States Department of Defense; United States Navy; Naval Postgraduate School; Colorado School of Mines
摘要：The open-pit mine block sequencing problem (OPBS) models a deposit of ore and surrounding material near the Earth's surface as a three-dimensional grid of blocks. A solution in discretized time identifies a profit-maximizing extraction (mining) schedule for the blocks. Our model variant, a mixed-integer program (MIP), presumes a predetermined destination for each extracted block, namely, processing plant or waste dump. The MIP incorporates standard constructs but also adds not-so-standard lowe...
-
作者：Giallombardo, Giovanni; Jiang, Houyuan; Miglionico, Giovanna
作者单位：University of Calabria; University of Cambridge
摘要：We consider the conflict-resolution problem arising in the allocation of commercial advertisements to television program breaks. Because of the competition-avoidance requirements issued by advertisers, broadcasters aim to allocate any pairs of commercials promoting highly conflicting products to different breaks. Hence, the problem consists of assigning commercials to breaks, subject to time capacity constraints, with the aim of maximizing a total measure of the conflicts among commercials ass...
-
作者：Dahleh, Munther A.; Tahbaz-Salehi, Alireza; Tsitsiklis, John N.; Zoumpoulis, Spyros I.
-
作者：Lejeune, Miguel A.; Margot, Francois
作者单位：George Washington University; Carnegie Mellon University
摘要：We propose a new and systematic reformulation and algorithmic approach to solve a complex class of stochastic programming problems involving a joint chance constraint with random technology matrix and stochastic quadratic inequalities. The method is general enough to apply to nonconvex as well as nonseparable quadratic terms. We derive two new reformulations and give sufficient conditions under which the reformulated problem is equivalent. The second reformulation provides a much sparser repre...
