21 citations · 21 across the 3 of their papers we have counts for
6 papers · 1 filter
Multi-Stage Stochastic Optimization and Reinforcement Learning Approaches for Dynamic Inspection of Infrastructure Systems
Juan-Alberto Estrada-Garcia, Siqian Shen
We study a dynamic inspection problem for infrastructure systems in which multiple vehicles are routed and scheduled to monitor components subject to heterogeneous and stochastic f…
A Multi-objective Mixed-integer Programming Approach for Supply Chain Disruption Response with Lead-Time Awareness
Juan-Alberto Estrada-Garcia, Mingjie Bi, Dawn M. Tilbury +2
Supply chain (SC) risk management is influenced by both spatial and temporal attributes of different entities (suppliers, retailers, and customers). Each entity has given capacity…
Multistage Distributionally Robust Mixed-Integer Programming with Decision-Dependent Moment-Based Ambiguity Sets
Xian Yu, Siqian Shen
We study multistage distributionally robust mixed-integer programs under endogenous uncertainty, where the probability distribution of stage-wise uncertainty depends on the decisio…
Distributionally Robust Facility Location Problem under Decision-dependent Stochastic Demand
Beste Basciftci, Shabbir Ahmed, Siqian Shen
Facility location decisions significantly impact customer behavior and consequently the resulting demand in a wide range of businesses. Furthermore, sequentially realized uncertain…
Benders Cut Classification via Support Vector Machines for Solving Two-stage Stochastic Programs
Huiwen Jia, Siqian Shen
We consider Benders decomposition for solving two-stage stochastic programs with complete recourse based on finite samples of the uncertain parameters. We define the Benders cuts b…
Distributionally Robust Partially Observable Markov Decision Process with Moment-based Ambiguity
Hideaki Nakao, Ruiwei Jiang, Siqian Shen
We consider a distributionally robust Partially Observable Markov Decision Process (DR-POMDP), where the distribution of the transition-observation probabilities is unknown at the…