Optimal Risk Sharing with Different Reference Probabilities

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In this research we study the berth allocation problem (BAP) in real time as disruptions occur. In practice, the actual arrival times and handling times of the vessels deviate from their expected or estimated values, which can disrupt the original berthing ...

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The present contribution demonstrates the applicability of polynomial chaos expansion to stochastic (optimal) AC power flow problems that arise in the operation of power grids. For rectangular power flow, polynomial chaos expansion together with Galerkin p ...

Dynamic optimization problems affected by uncertainty are ubiquitous in many application domains. Decision makers typically model the uncertainty through random variables governed by a probability distribution. If the distribution is precisely known, then ...

Decision making and planning with partial state information is a problem faced by all forms of intelligent entities. The formulation of a problem under partial state information leads to an exorbitant set of choices with associated probabilistic outcomes m ...

Systems and methods for tracking interacting objects may acquire, with a sensor, and two or more images associated with two or more time instances. A processor may generate image data from the two or more images. The processor may apply an extended Probabi ...

Consider a finite set of sources, each producing independent identically distributed observations that follow a unique probability distribution on a finite alphabet. We study the problem of matching a finite set of observed sequences to the set of sources ...

Differential privacy (DP) has become widely accepted as a rigorous definition of data privacy, with stronger privacy guarantees than traditional statistical methods. However, recent studies have shown that for reasonable privacy budgets, differential priva ...

The calculation of the steady-state probability density for multidimensional stochastic systems that do not obey detailed balance is a difficult problem. Here we present the analytical derivation of the stationary joint and various marginal probability den ...

Optimal Risk Sharing with Different Reference Probabilities

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Real-time management of berth allocation with stochastic arrival and handling times

Revenue and Reserve Prices in a Probabilistic Single Item Auction

On the use of reservation-based autonomous vehicles for demand management

Covariations in ecological scaling laws fostered by community dynamics

Solving Stochastic AC Power Flow via Polynomial Chaos Expansion

Dimensionality Reduction in Dynamic Optimization under Uncertainty

Learning Search Strategies from Human Demonstrations

Systems and methods for tracking interacting objects

Asymptotically Optimal Matching of Multiple Sequences to Source Distributions and Training Sequences

Differential Privacy with Bounded Priors: Reconciling Utility and Privacy in Genome-Wide Association Studies

Analytical approach to an integrate-and-fire model with spike-triggered adaptation