4 citations · 5 across the 14 of their papers we have counts for
3 papers · 2 filters
How long is long enough? Finite-horizon approximation of energy storage scheduling problems
Eléa Prat, Richard M. Lusby, Juan Miguel Morales +2
Energy storage scheduling problems, where a storage system is operated to maximize its profit in response to a price signal, are naturally formulated as infinite-horizon optimizati…
Wasserstein Distributionally Robust Optimization with Heterogeneous Data Sources
Yves Rychener, Adrian Esteban-Perez, Juan M. Morales +1
We study decision problems under uncertainty, where the decision-maker has access to data sources that carry {\em biased} information about the underlying risk factors. The bia…
An enhanced heuristic framework for solving the Rank Pricing Problem
Asunción Jiménez-Cordero, Salvador Pineda, Juan Miguel Morales
The Rank Pricing Problem (RPP) is a challenging bilevel optimization problem with binary variables whose objective is to determine the optimal pricing strategy for a set of product…