In this study, a stochastic simulation-based chance-constrained programming (SSCP) model
is developed by integrating soil and water assessment tool (SWAT), generalized likelihood …

Transmission line capacity ratings are often treated as a fixed nominal value; however, these
ratings can be temporarily increased to a higher rating that can be leveraged when …

We introduce a novel chance-constrained stochastic unit commitment model to address
uncertainty in renewables' production in operations of power systems. For most thermal …

Consider a two-stage decision making framework under uncertainty, where decisions are
made at all times t∈ T. First, a set of decisions, x, of size| T| is made. Then, one of several …

This paper concerns the staffing optimization problem in multi-skill call centers. The
objective is to find a minimal cost staffing solution while meeting a target level for the quality …

Lagrangian relaxation schemes, coupled with a subgradient procedure, are frequently
employed to solve chance-constrained optimization models. Subgradient procedures …

This cumulative habilitation thesis is a collection of summaries of various topics in
mathematical optimization. Stochastic optimization is the unifying theme of these works …

Consider a set of finitely many scenarios ω∈ Ω and a finite discrete time horizon t∈ T. At
each time t, let Et and Et denote the complementary sets of scenarios that result in “failure” …

We consider the problem of laying out several objects in an equal number of predefined
positions. Objects are allowed finitely many orientations, can overlap each other, and must …

Integrating renewable energy into the power grid is challenging due to the intermittent,
variable, and non-dispatchable characteristics of renewable energy generation. From …