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 ...

Research areas: Healthcare optimization under uncertainty, Large-scale optimization, stochastic programming, decomposition-based integer programming algorithms (Benders decomposition, Lagrangian ...

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 ...