The goal is to implement, analyze, and compare various stochastic control techniques—from classical methods to modern machine learning approaches—with applications to real-world problems in portfolio ...

A global research team led by scientists from China’s Tianjin Renai College has developed a novel stochastic optimization technique for enhanced dispatching and operational efficiency in PV-powered ...

Abstract: For many problems of modeling the behavior of complex systems, it is necessary to apply optimization procedures. The most effective in this case are stochastic optimization methods. Given ...

Abstract: In this paper, we study discrete-time feedback optimization in stochastic scenarios. Specifically, we consider a discrete-time stochastic nonlinear system where the goal is to optimize its ...