Alexander S. Estes | Searcharxiv

arXiv2026

Balancing adaptability and predictability: K-revision multistage stochastic programming

A standard assumption in multistage stochastic programming is that decisions are made after observing the uncertainty from the prior stage. The resulting solutions can be difficult to implement in practice, as they leave practitioners ill-prepared for future stages. To provide better foresight, we introduce the K-revision approach. This new framework requires plans to be specified in advance. To maintain flexibility, we allow plans to be revised a maximum of K times as new information becomes available. We analyze the complexity of K-revision problems, showing NP-hardness even in a simple setting. We examine, both theoretically and computationally, the impact of the K-revision approach on the objective compared with classical multistage stochastic programming models and the partially adaptive approach introduced in [1, 2]. We develop two MIP formulations, one directly from our definition and the other based on a combinatorial characterization. We analyze the tightness of these formulations and propose several methods to strengthen them. Computational experiments on synthetic problems and practical applications demonstrate that our approach is both computationally tractable and effective in reaching near-optimal performance while increasing the predictability of the solutions produced.

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arXiv2023

Distributionally Robust Airport Ground Holding Problem under Wasserstein Ambiguity Sets

Ground Delay Programs (GDPs) mitigate demand-capacity imbalances by holding flights on the ground when an airport's arrival capacity is reduced, thereby reducing costly airborne holding. A central challenge is that day-to-day demand-capacity balancing relies on accurate predictions of airport capacities. However, these predictions are deeply uncertain: forecast errors, operational disruptions, and climate change-driven shifts in weather severity can induce distribution shifts in capacity outcomes. Thus, policies optimized for a single predicted distribution may be brittle out of sample. We address this challenge by developing a \emph{distributionally robust} framework for the single airport ground holding problem (dr-SAGHP). We also propose a method integrates Kelly's cutting plane method with the integer L-shaped method, and that is applicable more broadly to two-stage distributionally robust integer programs with relatively complete recourse and continuous second-stage decision variables. Our method includes a novel dual bisection and primal recovery algorithm that makes use of the structure of the distributionally robust integer program in order to quickly generate subgradients required by Kelly's cutting plane method. In computational experiments, our proposed algorithm delivers up to two orders-of-magnitude speedups compared to solving the convex reformulation directly, while maintaining negligible optimality gaps. We generate capacity scenarios via Gaussian process regression and evaluate out-of-sample performance by perturbing the posterior mean and variance. The numerical experiment results show that dr-SAGHP delivers significant out-of-sample gains under moderate-to-severe shifts, improving the resilience and effectiveness of GDP decision-making under capacity uncertainty.

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