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IPCO
2004
144views Optimization» more  IPCO 2004»
13 years 9 months ago
Hedging Uncertainty: Approximation Algorithms for Stochastic Optimization Problems
Abstract. We study two-stage, finite-scenario stochastic versions of several combinatorial optimization problems, and provide nearly tight approximation algorithms for them. Our pr...
R. Ravi, Amitabh Sinha
AUTOMATICA
2008
134views more  AUTOMATICA 2008»
13 years 8 months ago
Probabilistic reachability and safety for controlled discrete time stochastic hybrid systems
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...
CDC
2010
IEEE
135views Control Systems» more  CDC 2010»
13 years 3 months ago
A simple optimal power flow model with energy storage
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
CDC
2008
IEEE
110views Control Systems» more  CDC 2008»
14 years 2 months ago
Multistage investments with recourse: A single-asset case with transaction costs
— 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...
TSMC
2008
158views more  TSMC 2008»
13 years 7 months ago
Decentralized Inventory Control for Large-Scale Reverse Supply Chains: A Computationally Tractable Approach
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...