Daniele Giovanni Gioia

arXiv2025

Sequential drone routing for data assimilation on a 2D airborne contaminant dispersion problem

The combined use of data from different sources can be critical in emergencies, where accurate models are needed to make real-time decisions, but high-fidelity representations and detailed information are simply unavailable. This study presents a data assimilation framework based on an ensemble Kalman filter that sequentially exploits and improves an advection-diffusion model in a case study concerning an airborne contaminant dispersion problem over a complex two-dimensional domain. An autonomous aerial drone is used to sequentially observe the actual contaminant concentration in a small fraction of the domain, orders of magnitude smaller than the total domain area. Such observations are synchronized with the data assimilation framework, iteratively adjusting the simulation. The path of the drone is sequentially optimized by balancing exploration and exploitation according to the available knowledge at each decision time. Starting from an erroneous initial model based on approximated assumptions that represent the limited initial knowledge available during emergency scenarios, results show how the proposed framework sequentially improves its belief about the dispersion dynamics, thus providing a reliable contaminant concentration map.

eess.SY↗

arXiv2023

Rolling horizon policies for multi-stage stochastic assemble-to-order problems

Assemble-to-order approaches deal with randomness in demand for end items by producing components under uncertainty, but assembling them only after demand is observed. Such planning problems can be tackled by stochastic programming, but true multistage models are computationally challenging and only a few studies apply them to production planning. Solutions based on two-stage models are often short-sighted and unable to effectively deal with non-stationary demand. A further complication may be the scarcity of available data, especially in the case of correlated and seasonal demand. In this paper, we compare different scenario tree structures. In particular, we enrich a two-stage formulation by introducing a piecewise linear approximation of the value of the terminal inventory, to mitigate the two-stage myopic behavior. We compare the out-of-sample performance of the resulting models by rolling horizon simulations, within a data-driven setting, characterized by seasonality, bimodality, and correlations in the distribution of end item demand. Computational experiments suggest the potential benefit of adding a terminal value function and illustrate interesting patterns arising from demand correlations and the level of available capacity. The proposed approach can provide support to typical MRP/ERP systems, when a two-level approach is pursued, based on master production and final assembly scheduling.

math.OC↗