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 ...

In this paper we study the problems of pricing and optimizing sidecar and collateralized reinsurance portfolios. The academic literature on sidecar portfolio optimization that takes into account the ...

Abstract: The rapid growth of Low Earth Orbit (LEO) satellite communications has led to an increasing demand for efficient downlink data transmission in highly dynamic network environments. However, ...

We propose dual decomposition and solution schemes for multistage CVaR-constrained problems. These schemes meet the need for handling multiple CVaR-constraints for different time frames and at ...

A first introduction to probability and statistics. This course will provide background to understand and produce rigorous statistical analysis including estimation, confidence intervals, hypothesis ...

本記事は、確率的プログラミング （Probabilistic Programming：PP）と確率的モデリング（Prorabilistic Modeling）を数式を使わずに概観する記事です。確率的プログラミングは確率的モデリングを実装する手段であり、統計、機械学習、ディープラーニング、そして ...