Abstract: In this paper, we use stochastic planning and ARIMA time series forecasting model to forecast the data. Drawing on the idea of the newsboy model, the optimal strategy is formulated by ...

An intelligent electric vehicle charging system that uses reinforcement learning and stochastic dynamic programming to minimize charging costs while maintaining optimal battery health under uncertain ...

Course in stochastic optimization with an emphasis on formulating, solving, and approximating optimization models under uncertainty. Topics include: Models and applications: extensions of the linear ...

This study develops a unified framework for optimal portfolio selection in jump–uncertain stochastic markets, contributing both theoretical foundations and computational insights. We establish the ...