A structuring review on multi-stage optimization under uncertainty: Aligning concepts from theory and practice

H Bakker, F Dunke, S Nickel - Omega, 2020 - Elsevier
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 …

Online algorithms for conversion problems: a survey

E Mohr, I Ahmad, G Schmidt - Surveys in Operations Research and …, 2014 - Elsevier
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 …

Pareto-optimal learning-augmented algorithms for online conversion problems

B Sun, R Lee, M Hajiesmaili… - Advances in Neural …, 2021 - proceedings.neurips.cc
This paper leverages machine-learned predictions to design competitive algorithms for
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

A Lechowicz, N Christianson, J Zuo, N Bashir… - Proceedings of the …, 2023 - dl.acm.org
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 …

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 …

Online Conversion with Switching Costs: Robust and Learning-augmented Algorithms

A Lechowicz, N Christianson, B Sun, N Bashir… - ACM SIGMETRICS …, 2024 - dl.acm.org
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 …

Cost minimizing online algorithms for energy storage management with worst-case guarantee

CK Chau, G Zhang, M Chen - IEEE Transactions on Smart Grid, 2016 - ieeexplore.ieee.org
The fluctuations of electricity prices in demand response schemes and intermittency of
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 …

Competitive online optimization under inventory constraints

Q Lin, H Yi, J Pang, M Chen, A Wierman… - Proceedings of the …, 2019 - dl.acm.org
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‐based workload distribution in geographically distributed data centers: A survey

I Ahmad, MIK Khalil, SAA Shah - International Journal of …, 2020 - Wiley Online Library
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 …