Minimum Color-Degree Perfect b -Matchings

The minimum color-degree perfect b-matching roblem (Col-BM) is a new extension of the perfect b-matching problem to edge-colored graphs. The objective of Col-BM is to minimize the maximum number of differently colored edges in a perfect b-matching that are incident to the same node. We show that Col-BM is NP-hard on bipartite graphs by a … Read more

Optimal Residential Battery Storage Operations Using Robust Data-driven Dynamic Programming

In this paper, we consider the problem of operating a battery storage unit in a home with a rooftop solar photovoltaic (PV) system so as to minimize expected long-run electricity costs under uncertain electricity usage, PV generation, and electricity prices. Solving this dynamic program using standard techniques is computationally burdensome, and is often complicated by … Read more

A faster FPTAS for counting two-rowed contingency tables

In this paper we provide a deterministic fully polynomial time approximation scheme (FPTAS) for counting two-rowed contingency tables that is faster than any either deterministic or randomized approximation scheme for this problem known to date. Our FPTAS is derived via a somewhat sophisticated usage of the method of K-approximation sets and functions introduced by Halman … Read more

Bookings in the European Gas Market: Characterisation of Feasibility and Computational Complexity Results

As a consequence of the liberalisation of the European gas market in the last decades, gas trading and transport have been decoupled. At the core of this decoupling are so-called bookings and nominations. Bookings are special capacity right contracts that guarantee that a specified amount of gas can be supplied or withdrawn at certain entry … Read more

Decomposition Methods for Solving Markov Decision Processes with Multiple Models of the Parameters

We consider the problem of decision-making in Markov decision processes (MDPs) when the reward or transition probability parameters are not known with certainty. We consider an approach in which the decision-maker (DM) considers multiple models of the parameters for an MDP and wishes to find a policy that optimizes an objective function that considers the … Read more

Geometric insights and proofs on optimal inventory control policies

We develop a unifying framework to prove the existence of optimal policies for a large class of inventory systems. The framework is based on the transformation of the inventory control problem into a game, each round of which corresponds to a single replenishment cycle. By using parametrized optimization methods we show that finding the equilibrium … Read more

A Column and Constraint Algorithm for the Dynamic Knapsack Problem with Stochastic Item Sizes

We consider a version of the knapsack problem in which an item size is random and revealed only when the decision maker attempts to insert it. After every successful insertion the decision maker can choose the next item dynamically based on the remaining capacity and available items, while an unsuccessful insertion terminates the process. We … Read more

Dynamic Scheduling of Home Health Care Patients to Medical Providers

Home care provides personalized medical care and social support to patients within their own home. Our work proposes a dynamic scheduling framework to assist in the assignment of patients to health practitioners (HPs) at a single home care agency. We model the decision of which patients to assign to HPs as a discrete-time Markov decision … Read more

Variational Analysis and Optimization of Sweeping Processes with Controlled Moving Sets

This paper briefly overviews some recent and very fresh results on a rather new class of dynamic optimization problems governed by the so-called sweeping (Moreau) processes with controlled moving sets. Uncontrolled sweeping processes have been known in dynamical systems and applications starting from 1970s while control problems for them have drawn attention of mathematicians, applied … Read more

An algorithm for solving infinite horizon Markov dynamic programmes

We consider a general class of infinite horizon dynamic programmes where state and control sets are convex and compact subsets of Euclidean spaces and (convex) costs are discounted geometrically. The aim of this work is to provide a convergence result for these problems under as few restrictions as possible. Under certain assumptions on the cost … Read more