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math.OC2023
Multistage Stochastic Program for Mitigating Power System Risks under Wildfire Disruptions
Hanbin Yang, Noah Rhodes, Haoxiang Yang +2
The frequency of wildfire disasters has surged five-fold in the past 50 years due to climate change. Preemptive de-energization is a potent strategy to mitigate wildfire risks but…
math.OC2016
Absolute semi-deviation risk measure for ordering problem with transportation cost in Supply Chain
Saravanan Venkatachalam, Lewis Ntaimo
We present a decomposition method for stochastic programs with 0-1 variables in the second-stage with absolute semi-deviation (ASD) risk measure. Traditional stochastic programming…
math.OC2016
Integer Set Reduction for Stochastic Mixed-Integer Programming
Saravanan Venkatachalam, Lewis Ntaimo
Two-stage stochastic mixed-integer programming (SMIP) problems with general integer variables in the second-stage are generally difficult to solve. This paper develops the theory o…