We study the properties of the rolling horizon and the approximate rolling horizon procedures for the case of two-person zero-sum discounted semi-Markov games with infinite horizon, when the state space is a borelian set ...

A novel energy management system (EMS) based on a rolling horizon (RH) strategy for a renewable-based microgrid is proposed. For each decision step, a mixed integer optimization problem based on forecasting models is solved. ...

In this article, we propose a new method to reduce the computational burden of strategic supply chain (SC) planning models that provide decision support for public policy makers. The method is based on a rolling horizon ...

We consider the problem of approximating the values and the optimal policies in risk-averse discounted Markov Decision Processes with infinite horizon. We study the properties of the rolling horizon and the approximate ...

Scheduling product batches in pipelines is a very complex task with many constraints to be considered. Several papers have been published on the subject during the last decade. Most of them are based on large-size MILP ...

Liquefied Natural Gas contracts offer cancelation options that make their pricing difficult, especially if many gas storages need to be taken into account. We develop a valuation mechanism from the buyer's perspective, a ...

A rolling horizon heuristic is presented for large job shops, in which the total weighted tardiness must be minimized. The method divides a given instance into a number of subproblems, each having to correspond to a time ...

This paper addresses industrial gases supply chains involving multiple products at multiple plants that must be coordinated with multiple depot-truck-routes in order to satisfy customer demands. The full-space optimization ...