Abstract. We study two-stage, finite-scenario stochastic versions of several combinatorial optimization problems, and provide nearly tight approximation algorithms for them. Our pr...
In this work, probabilistic reachability over a finite horizon is investigated for a class of discrete time stochastic hybrid systems with control inputs. A suitable embedding of ...
Alessandro Abate, Maria Prandini, John Lygeros, Sh...
The integration of renewable energy generation, such as wind power, into the electric grid is difficult because of the source intermittency and the large distance between generatio...
K. Mani Chandy, Steven H. Low, Ufuk Topcu, Huan Xu
— We consider a financial decision problem involving dynamic investment decisions on a single risky instrument over multiple and discrete time periods. Investment returns are as...
Ufuk Topcu, Giuseppe Carlo Calafiore, Laurent El G...
In this paper, we consider a new inventory control technique for large-scale supply chains including repairs. The part flow is bidirectional with broken parts propagated upstream f...
Prashanth Krishnamurthy, Farshad Khorrami, David A...