• Article  

      Binary decision rules for multistage adaptive mixed-integer optimization 

      Bertsimas, Dimitris; Georghiou, Angelos (2018)
      Decision rules provide a flexible toolbox for solving computationally demanding, multistage adaptive optimization problems. There is a plethora of real-valued decision rules that are highly scalable and achieve good quality ...
    • Article  

      The decision rule approach to optimization under uncertainty: methodology and applications 

      Georghiou, Angelos; Kuhn, Daniel; Wiesemann, Wolfram (2019)
      Dynamic decision-making under uncertainty has a long and distinguished history in operations research. Due to the curse of dimensionality, solution schemes that naïvely partition or discretize the support of the random ...
    • Article  

      Low-Complexity Method for Hybrid MPC with Local Guarantees 

      Frick, Damian; Georghiou, Angelos; Jerez, Juan L.; Domahidi, Alexander; Morari, Manfred (2019)
      Model predictive control problems for constrained hybrid systems are usually cast as mixed-integer optimization problems (MIPs). However, commercial MIP solvers are designed to run on desktop computing platforms and are ...
    • Article  

      The Power of Diversity: Data-Driven Robust Predictive Control for Energy-Efficient Buildings and Districts 

      Darivianakis, Georgios; Georghiou, Angelos; Smith, Roy S.; Lygeros, John (2019)
      The cooperative energy management of aggregated buildings has recently received a great deal of interest due to substantial potential energy savings. These gains are mainly obtained in two ways: 1) exploiting the load ...
    • Article  

      Robust Dual Dynamic Programming 

      Georghiou, Angelos; Tsoukalas, Angelos; Wiesemann, Wolfram (2019)
      Multistage robust optimization problems, where the decision maker can dynamically react to consecutively observed realizations of the uncertain problem parameters, pose formidable theoretical and computational challenges. ...