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20102023
most citedThe Parametric Cost Function Approximation: A new approach for multistage stochastic programming

7 citations · 11 across the 6 of their papers we have counts for

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5 papers · 1 filter

math.OC2023

Entropy Minimization for Optimization of Expensive, Unimodal Functions

Xiaohe Luo, Warren B. Powell

Maximization of an expensive, unimodal function under random observations has been an important problem in hyperparameter tuning. It features expensive function evaluations (which…

math.OC20232 cited

An Information-Collecting Drone Management Problem for Wildfire Mitigation

Lawrence Thul, Warren B Powell

We present a formal mathematical multi-agent modeling framework for autonomously combating a wildland fire with unmanned aerial vehicles. The problem is formulated as a collaborati…

math.OC20232 cited

The Information-Collecting Vehicle Routing Problem: Stochastic Optimization for Emergency Storm Response

Lina Al-Kanj, Warren B. Powell, Belgacem Bouzaiene-Ayari

We address the problem of mitigating damage to a power grid following a storm by managing a vehicle that has to be routed while simultaneously performing two tasks: learning about…

math.OC20227 cited

The Parametric Cost Function Approximation: A new approach for multistage stochastic programming

Warren B Powell, Saeed Ghadimi

The most common approaches for solving multistage stochastic programming problems in the research literature have been to either use value functions ("dynamic programming") or scen…

math.OC2010

Stochastic Search with an Observable State Variable

Lauren A. Hannah, Warren B. Powell, David M. Blei

In this paper we study convex stochastic search problems where a noisy objective function value is observed after a decision is made. There are many stochastic search problems whos…