We consider the optimal management of a hydro-thermal power system in the mid and long terms. From the optimization point of view, this amounts to a large-scale multistage stochastic linear program, often solved by combining sampling with decomposition algorithms, like stochastic dual dynamic programming. Such methodologies, however, may entail prohibitive computational time, especially when ap...

A comparison of methods for lot-sizing in a rolling horizon environment Wilco van den Heuvel • Albert P.M. Wagelmans Econometric Institute and Erasmus Research Institute of Management, Erasmus University Rotterdam, PO Box 1738, 3000 DR Rotterdam, The Netherlands September 2004 We argue that the superior performance of a recent method for lot-sizing in a rolling horizon scheme is to a large exte...

Non-stationary stochastic lot sizing problem appears in many industrial environments where demand is nonstationary and stochastic, and replenishments require fixed freight fees. This paper presents the cost performance assessment of three inventory control strategies proposed for the stochastic lot sizing problem, namely Hua et al. (2008)’s strategy (HYHX), Tarim and Kingsman (2006)’s model (TK...

Monotonicity of optimal solutions to finite horizon dynamic optimization problems is used to prove the existence of a forecast horizon, i.e a long enough planning horizon that ensures that a first period optimal action for the infinite horizon and the finite horizon problem agree, regardless of problem parameter changes in the tail. The existence of extremal monotone optimal solutions motivates...

Airline disruption incurred huge cost for airlines and serious inconvenience for travelers. In this paper, we study the integrated airline schedule recovery problem, which considers flight recovery, aircraft recovery and crew recovery simultaneously. First we built an integer programming model which is based on traditional set partitioning model but including flight copy decision variables. The...

In this paper, we study a dynamic parallel machine scheduling problem with release times, where the release times and processing times of jobs may change during the production process due to uncertainties. The problem is different from classical scheduling problems in the deterministic environment where all information of jobs is known at the beginning of the scheduling horizon and will not cha...

In this paper we use formal argumentation theory to study the deliberation cycle of the BOID cognitive agent architecture. We combine goal generation with a planning approach recently proposed by Leila Amgoud. In her formal argumentation framework plans for fulfilling a desire are represented just like arguments that support a conclusion; the framework can thus deal with conflicting desires. In...

This paper proposes a multi-stage stochastic programming formulation for the reservoir management problem. Our problem specifically consists in minimizing the risk of floods over a fixed time horizon for a multi-dimensional hydro-electrical complex. We consider well-studied linear time series model and enhance the approach to consider heteroscedasticity. Using these stochastic processes under v...

Contemporary medicine has been in the process of a paradigm shift. Instead of relatively broad pathological entities, population-based risk assesments, and non-specific "one-size-fits-all" therapies, a new paradigm of predictive, individualized and personalized care and targeted therapy is rolling on the horizon. Person-centered medicine is a term with different meanings which competes in some ...