1 citations · 1 across the 2 of their papers we have counts for
3 papers
A graph-based heuristic for the non-stationary stochastic lot-sizing problem under penalty costs
Xiyuan Ma, Roberto Rossi, Thomas Welsh Archibald
This paper introduces a graph-based algorithm for solving single-item, single-location inventory lot-sizing problems under non-stationary stochastic demand using the p…
Mixed-Integer Linear Programming Approximations for the Stochastic Knapsack
Roberto Rossi, Steven D. Prestwich, S. Armagan Tarim
We develop mathematical programming approximations to tackle the stochastic knapsack problem. In this problem, the decision maker considers items for which either weights or values…
Conformal Prediction for Electricity Price Forecasting in the Day-Ahead and Real-Time Balancing Market
Ciaran O'Connor, Mohamed Bahloul, Roberto Rossi +2
The integration of renewable energy into electricity markets poses significant challenges to price stability and increases the complexity of market operations. Accurate and reliabl…