A structuring review on multi-stage optimization under uncertainty: Aligning concepts from theory and practice
While methods for optimization under uncertainty have been studied intensely over the past
decades, the explicit consideration of the interplay between uncertainty and time has gained …
decades, the explicit consideration of the interplay between uncertainty and time has gained …
Online algorithms for conversion problems: a survey
This paper surveys the literature devoted to online algorithms for conversion problems. We
attempt to unify the terminology and the notation, while introducing the existing results based …
attempt to unify the terminology and the notation, while introducing the existing results based …
Pareto-optimal learning-augmented algorithms for online conversion problems
This paper leverages machine-learned predictions to design competitive algorithms for
online conversion problems with the goal of improving the competitive ratio when …
online conversion problems with the goal of improving the competitive ratio when …
The online pause and resume problem: Optimal algorithms and an application to carbon-aware load shifting
We introduce and study the online pause and resume problem. In this problem, a player
attempts to find the k lowest (alternatively, highest) prices in a sequence of fixed length T …
attempts to find the k lowest (alternatively, highest) prices in a sequence of fixed length T …
Computational finance
A Arratia - An Introductory Course with R, Atlantis Studies in …, 2014 - Springer
Finance is about managing money. It is about making provisions and allocations of funds for
a business project with an assessment of risks and benefits. There are several instruments …
a business project with an assessment of risks and benefits. There are several instruments …
Online Conversion with Switching Costs: Robust and Learning-augmented Algorithms
We introduce and study online conversion with switching costs, a family of online problems
that capture emerging problems at the intersection of energy and sustainability. In this …
that capture emerging problems at the intersection of energy and sustainability. In this …
Cost minimizing online algorithms for energy storage management with worst-case guarantee
The fluctuations of electricity prices in demand response schemes and intermittency of
renewable energy supplies necessitate the adoption of energy storage in microgrids …
renewable energy supplies necessitate the adoption of energy storage in microgrids …
Online search with best-price and query-based predictions
S Angelopoulos, S Kamali, D Zhang - Proceedings of the AAAI …, 2022 - ojs.aaai.org
In the online (time-series) search problem, a player is presented with a sequence of prices
which are revealed in an online manner. In the standard definition of the problem, for each …
which are revealed in an online manner. In the standard definition of the problem, for each …
Competitive online optimization under inventory constraints
This paper studies online optimization under inventory (budget) constraints. While online
optimization is a well-studied topic, versions with inventory constraints have proven difficult …
optimization is a well-studied topic, versions with inventory constraints have proven difficult …
Optimization‐based workload distribution in geographically distributed data centers: A survey
Energy efficiency is a contemporary and challenging issue in geographically distributed data
centers. These data centers consume significantly high energy and cast a negative impact …
centers. These data centers consume significantly high energy and cast a negative impact …