27 citations · 73 across the 43 of their papers we have counts for
5 papers · 1 filter
An incremental scenario approach for building energy management with uncertain occupancy
Arman Karshenas, Kostas Margellos, Simone Garatti
We deal with the problem of energy management in buildings subject to uncertain occupancy. To this end, we formulate this as a finite horizon optimization program and optimize with…
Dynamic Programming for Optimal Delivery Time Slot Pricing
Denis Lebedev, Paul Goulart, Kostas Margellos
We study the dynamic programming approach to revenue management in the context of attended home delivery. We draw on results from dynamic programming theory for Markov decision pro…
Subgradient averaging for multi-agent optimisation with different constraint sets
Licio Romao, Kostas Margellos, Giuseppe Notarstefano +1
We consider a multi-agent setting with agents exchanging information over a possibly time-varying network, aiming at minimising a separable objective function subject to constraint…
A Concave Value Function Extension for the Dynamic Programming Approach to Revenue Management in Attended Home Delivery
Denis Lebedev, Paul Goulart, Kostas Margellos
We study the approximate dynamic programming approach to revenue management in the context of attended home delivery. We draw on results from dynamic programming theory for Markov…
Probably Approximately Correct Nash Equilibrium Learning
Filiberto Fele, Kostas Margellos
We consider a multi-agent noncooperative game with agents' objective functions being affected by uncertainty. Following a data driven paradigm, we represent uncertainty by means of…