14 citations · 135 across the 33 of their papers we have counts for
6 papers · 1 filter
Optimal Learning for Stochastic Optimization with Nonlinear Parametric Belief Models
Xinyu He, Warren B. Powell
We consider the problem of estimating the expected value of information (the knowledge gradient) for Bayesian learning problems where the belief model is nonlinear in the parameter…
An optimal learning method for developing personalized treatment regimes
Yingfei Wang, Warren Powell
A treatment regime is a function that maps individual patient information to a recommended treatment, hence explicitly incorporating the heterogeneity in need for treatment across…
Finite-time Analysis for the Knowledge-Gradient Policy
Yingfei Wang, Warren Powell
We consider sequential decision problems in which we adaptively choose one of finitely many alternatives and observe a stochastic reward. We offer a new perspective of interpreting…
The Information-Collecting Vehicle Routing Problem: Stochastic Optimization for Emergency Storm Response
Lina Al-Kanj, Warren B. Powell, Belgacem Bouzaiene-Ayari
Utilities face the challenge of responding to power outages due to storms and ice damage, but most power grids are not equipped with sensors to pinpoint the precise location of the…
SDDP vs. ADP: The Effect of Dimensionality in Multistage Stochastic Optimization for Grid Level Energy Storage
Tsvetan Asamov, Daniel F. Salas, Warren B. Powell
There has been widespread interest in the use of grid-level storage to handle the variability from increasing penetrations of wind and solar energy. This problem setting requires o…
Practicality of Nested Risk Measures for Dynamic Electric Vehicle Charging
Daniel R. Jiang, Warren B. Powell
We consider the sequential decision problem faced by the manager of an electric vehicle (EV) charging station, who aims to satisfy the charging demand of the customer while minimiz…