Hybrid Offline/Online Methods for Optimization under Uncertainty.

• Superior document: Frontiers in Artificial Intelligence and Applications Series ; v.349
• Author: De Filippo, A.
• Place / Publishing House: Amsterdam : : IOS Press, Incorporated,, 2022.; Ã2022.
• Year of Publication: 2022
• Edition: 1st ed.
• Language: English
• Series: Frontiers in Artificial Intelligence and Applications Series
• Physical Description: 1 online resource (126 pages)

Table of Contents

Intro -- Title Page -- Abstract -- Contents -- Introduction -- Context -- Contribution -- Outline -- Related Work -- Optimization Under Uncertainty -- Robust Optimization -- Stochastic Optimization and Sequential Decision Problems -- Sampling and Sample Average Approximation -- Two-Stage Stochastic Programming -- Multistage Stochastic Programming -- Stochastic Dynamic Programming -- Markov Decision Processes -- Towards Online Stochastic Optimization -- Online Stochastic Optimization -- Online Anticipatory Algorithms -- Integrated Offline/Online Decision-Making in Complex Systems -- Motivating Examples -- Offline/Online Models -- Optimization Models under Uncertainty for EMS -- Distributed Generation and Virtual Power Plants -- Optimization Techniques -- Offline/Online Integration in Optimization under Uncertainty -- Introduction -- Strategic and Operational Decisions -- Model Description and Motivations -- Baseline Model: Formal Description -- Flattened Problem -- Offline Problem -- Online Heuristic -- Improving Offline/Online Integration Methods -- ANTICIPATE -- TUNING -- ACKNOWLEDGE -- ACTIVE -- Method Comparison -- Instantiating the Integrated Offline/Online Methods -- Distributed Energy System: the Virtual Power Plant Case Study -- Instantiating the Baseline Model -- Instantiating ANTICIPATE -- Instantiating TUNING -- Instantiating ACKNOWLEDGE -- Instantiating ACTIVE -- Results for the VPP -- Experimental Setup -- Discussion -- The Vehicle Routing Problem Case Study -- Instantiating the Baseline Model -- Instantiating ANTICIPATE -- Instantiating TUNING -- Instantiating ACKNOWLEDGE -- Instantiating ACTIVE -- Results for the VRP -- Experimental Setup -- Discussion -- Trade-Offs of Online Anticipatory Algorithms -- Introduction -- Motivations of ``Taming" an Online Anticipatory Algorithm -- Offline Information Availability.

Building Block Techniques -- Probability Estimation for Scenario Sampling -- Building a Contingency Table -- Efficient Online Fixing Heuristic -- Deriving the FIXING Heuristic -- Formal Method Description -- ANTICIPATE-D -- CONTINGENCY -- CONTINGENCY-D -- Instantiating the Methods -- Instantiating the Methods for the VPP Energy Problem -- Instantiating the Baseline Model -- The Models of Uncertainty -- Instantiating ANTICIPATE -- Instantiating ANTICIPATE-D -- Instantiating CONTINGENCY -- Instantiating CONTINGENCY-D -- Results for the VPP -- Experimental Setup -- Discussion -- The Traveling Salesman Problem Case Study -- Instantiating the Baseline Model -- The Models of Uncertainty -- Instantiating ANTICIPATE -- Results for the TSP -- Experimental Setup -- Discussion -- Concluding Remarks &amp -- Future Works -- Bibliography.