### 119 Papers in 2017

Utility-based shortfall risk measure (SR) effectively captures decision maker’s risk attitude on tail losses by an increasing convex loss function. In this ...

BibTeX referenceAn exact dynamic programming algorithm for the precedence-constrained class sequencing problem

This article discusses the precedence-constrained class sequencing problem (PCCSP). In scheduling terms, this is a one-machine scheduling problem with preced...

BibTeX reference

In this paper, we consider non-stationary response variables and covariates, where the marginal distributions and the associated copula may be time-dependent...

BibTeX reference

We address a three-level lot sizing and replenishment problem with a distribution structure (3LSPD), which is an extension of the one-warehouse multi-retaile...

BibTeX referenceTraffic characterization and LTE performance analysis for M2M communications in smart cities

The paper presents a model for the characterization of M2M traffic and the performance evaluation of LTE access to support M2M communication, embedded into ...

BibTeX reference

In this paper, we establish the maximum number of basic shortest paths in Cartesian product graphs and bounds on the maximum number of the vertex-disjoint sh...

BibTeX referenceThe contribution of mathematical models to climate policy design: A researcher's perspective

Energy and the environment are closely interconnected. In particular, energy-related carbon dioxide emissions are major contributors to climate change. To an...

BibTeX referenceBrand imitation: A dynamic-game approach

Brand imitation is a common practice that can take different forms, i.e., legal copying, as in the case of clones and knockoffs, or illegal, in the case of...

BibTeX reference

Within state-of-the-art optimization solvers such as IBM--CPLEX the ability to solve both convex and nonconvex Mixed-Integer Quadratic Programming (MIQP) pro...

BibTeX reference

In this paper we consider a version of the capacitated vehicle routing problem (CVRP) where travel times are assumed to be uncertain and statistically corre...

BibTeX reference

The survivorship bias in credit risk modeling is the bias that results in parameter estimates when the survival of a company is ignored. We study the statist...

BibTeX referenceStabilized optimization via an NCL algorithm

For optimization problems involving many nonlinear inequality constraints, we extend the bound-constrained (BCL) and linearly-constrained (LCL) augmented-La...

BibTeX reference

Climate change is one of the greatest environmental challenges facing our planet in the foreseeable future, yet, despite international environmental agreemen...

BibTeX referenceNon-constant discounting, social welfare and endogenous growth with pollution externalities

We analyze the effect of non-constant discounting on economic growth and social welfare in an endogenous growth model with pollution externalities. For ti...

BibTeX reference

The mining value chain comprises many inter-related components, from mines to transportation, to customers. When the individual components are optimized sep...

BibTeX reference

Despite the lack of theoretical and practical convergence support, the Nelder-Mead (NM) algorithm is widely used to solve unconstrained optimization proble...

BibTeX reference

As more and more data about mining complex operations is collected and stored, it becomes increasingly important for computer systems to help human operators...

BibTeX reference

Let `\(G\)`

be a graph of order `\(n\)`

. The energy `\(\mathcal{E}(G)\)`

of a simple graph `\(G\)`

is the sum of
absolute values of the eigenvalues of its ...

Let `\({\mathcal D(G)}\)`

, `\({\mathcal D}^L(G)={\mathcal Diag(Tr)} - {\mathcal D(G)}\)`

and `\({\mathcal D}^Q(G)={\mathcal Diag(Tr)} + {\mathcal D(G)}\)`

b...

Canada was a proactive participant in developing the Paris Accord (COP 21; December, 2015), and committed to reduce its greenhouse gas (GHG) emissions by 30%...

BibTeX reference

Relatively recent techniques for categorical simulations are based on multi-point statistical approaches where a training image is used to derive complex spa...

BibTeX reference

The facility layout problem is concerned with finding an arrangement of non-overlapping indivisible departments within a facility so as to minimize the tota...

BibTeX reference

In global liner shipping networks a large share of transported cargo is transshipped at least once between container vessels, and the total transportation ti...

BibTeX reference

The multiple depot vehicle scheduling problem (MDVSP) has been widely studied in the context of public transit systems. It consists of building vehicle sched...

BibTeX reference

Signatories of the Paris Agreement under the United Nations Framework Convention on Climate Change (UNFCCC) are exploring avenues to drastically abate their ...

BibTeX reference

Short-term production scheduling in open pit mining consists of defining the extraction sequence and process allocation of mineralized material over time-sca...

BibTeX reference

A mining complex is a mineral value chain that consists of multiple activities, starting from material extraction to a set of sellable products delivered t...

BibTeX referenceSimultaneous stochastic optimization of production scheduling at Twin Creeks mining complex, Nevada

Twin Creeks is a gold mining complex part of Newmont's Nevada Operations. The mining complex is comprised of two open pits, Mega and Vista, external ore sour...

BibTeX referenceStochastic orebody modelling and stochastic long-term production scheduling for an iron ore deposit

For over a decade, stochastic optimization has emerged as a framework that is capable of generating a life-of-mine production schedule that increases ne...

BibTeX referenceStochastic optimization of long-term block cave scheduling with hang-up and grade uncertainty

The current trend of deeper and lower-grade deposits makes open pit mining less profitable. Mass mining alternatives have to be developed if mining at a si...

BibTeX reference

In the last 20 years, there has been increasing interest in using advanced simulation and optimization techniques to develop and manage mineral resources a...

BibTeX reference

In this paper, we describe an algorithm for the personalized nurse scheduling problem. We focus on the deterministic counterpart of the specific problem t...

BibTeX reference

In this paper, we focus on the problem that has been described in the second international nurse rostering competition: a personalized nurse scheduling prob...

BibTeX reference

Let `\(\gamma(G)\)`

and `\(\iota(G)\)`

be the domination and independent domination numbers of a graph `\(G\)`

, respectively.
In this paper, we define the ...

This note revisits the problem of how to select an equilibrium in a differential game in the case of multiplicity of Nash equilibria. Most of the previous ap...

BibTeX reference

We consider the solution of derivative-free optimization problems with continuous, integer, discrete and categorical variables in the context of costly black...

BibTeX reference

Distance measures play an important role in data analysis, mainly for clustering purpose, but also for data representation (for instance using multidimension...

BibTeX reference

This work studies the strategic impact of a region's investment in adaptation measures on the equilibrium outcomes of a transboundary pollution dynamic gam...

BibTeX reference

Given an integer solution, the integral simplex using decomposition (ISUD) seeks a descent direction that leads to an improved adjacent integer solution. It ...

BibTeX referenceExistence and uniqueness of optimal dynamic pricing and advertising controls without concavity

We consider a pricing and advertising dynamic-optimization problem where the goodwill dynamics evolve à la Nerlove-Arrow. The firm maximizes its profit ov...

BibTeX reference

In Positron Emission Tomography (PET), deep crystals (>20 mm) must be used to enhance detection efficiency and increase overall scanner sensitivity. Howeve...

BibTeX reference

Partially observed major minor LQG mean field game theory is applied to an optimal execution problem in finance; following standard financial models, control...

BibTeX reference

This study presents a production scheduling optimization method for a mining complex, which provides a flexible long-term plan for future investments and ope...

BibTeX reference

The *search neutrality* debate is about whether search engines should or should not be allowed to uprank certain results among the organic content matching a...

We study the lattice structure of random number generators of the MIXMAX family, a class of matrix linear congruential generators that produce a vector of...

BibTeX reference

We examine the stability of international environmental agreements when they include both adaptation and mitigation policies. We assume that adaptation req...

BibTeX reference

Counterfeiting, which is defined as illegally copying genuine goods with a brand name, is a widespread phenomenon and is imposing a huge cost on owners of tr...

BibTeX referenceNumerical methods for stochastic dynamic programming with application to hydropower optimization

Stochastic Dynamic Programming (SDP) is a powerful approach applicable to nonconvex and stochastic stagewise problems. We investigate the impact of the form...

BibTeX reference

Maintenance activities help prevent costly generator breakdowns but because generators under maintenance are typically unavailable, the impact of maintenance...

BibTeX reference

We study X-ray tomograqphic reconstruction using statistical methods. The problem is expressed in cylindrical coordinates, which yield significant computatio...

BibTeX reference

We consider a dynamic game model of ride-sourcing, where a large number of private car owners provide rides to randomly appearing customers. Free drivers c...

BibTeX referenceCCGO: Fast heuristic global optimization

Global optimization problems are very hard to solve, especially when the nonlinear constraints are highly nonconvex, which can result in a large number of di...

BibTeX reference

We propose a lemma that clarifies the proof of Theorem 4.1 on densities of sums in Rudelson and Vershynin. More precisely, by denoting by `\(f_{S+Y}\)`

the d...

Nanoparticle-based drug delivery is a promising method to increase the therapeutic index of anti-cancer agents with low median toxic dose. The delivery effic...

BibTeX reference

In this paper, we first present a review of statistical tools that can be used in asset management either to track financial indexes or to create synthetic o...

BibTeX reference

The calibration of hydrological models is here formulated as a Blackbox optimization problem where the only information available to the optimization algorit...

BibTeX reference

In this paper we solve the discrete time mean-variance hedging problem when asset returns follow a multivariate autoregressive hidden Markov model. Time dep...

BibTeX reference

We propose an analytical formula for the evaluation of compound options when the underlying asset is described by a two-states Markov regime-switching log-...

BibTeX reference

The particularities of the aircraft parts riveting process simulation necessitate the solution of a large amount of contact problems. We propose a primal-dua...

BibTeX reference

This paper reviews the literature on vehicle routing problems and location-routing problems with intermediate stops. Besides providing concise paper excerpts...

BibTeX referenceThe impact of synchronizing drivers breaks and recharging operations for electric vehicles

Electric commercial vehicles (ECVs) are gaining importance as they are seen to provide a sustainable mean of transportation. However, practitioners still see...

BibTeX referenceAre ECVs breaking even? Competitiveness of electric commercial vehicles in retail logistics

In this paper, we evaluate the competitiveness of electric commercial vehicle (ECV) in medium-duty mid-haul logistics for a specific case study. This is done...

BibTeX reference

A performance-based mechanism as a support for an environmental protection law is proposed to promote product recovery and to subside the pollution caused by...

BibTeX reference

This paper deals with R&D investment and technology licensing in a supply chain formed of an original equipment manufacturer (OEM) and a contract manufactu...

BibTeX reference

Unlike delta-hedging or similar methods based on Greeks, global hedging is an approach optimizing some terminal criterion that depends on the difference be...

BibTeX reference

The job shop scheduling literature has been dominated by a focus on regular objective functions -in particular the makespan- in its half a century long his...

BibTeX reference

An exchangeable bond is a debt that is convertible into shares of a firm's equity other than the bond's issuer. We evaluate an exchangeable bond within a two...

BibTeX reference

The bid construction problem (BCP) for combinatorial total truckload transportation service procurement auctions consists of determining one or several bids ...

BibTeX referenceIntegral column generation

The integral simplex using decomposition (ISUD) algorithm was recently developed to solve efficiently set partitioning problems containing a number of variab...

BibTeX reference

Electric power systems need to ensure that production and demand of electricity are continuously in balance. With fundamental changes taking place in the p...

BibTeX referenceThe carousel scheduling problem

Scheduling problems on which constraints are imposed with regard to the temporal distances between successive executions of the same task have numerous appli...

BibTeX reference

The airline crew scheduling problem, because of its size and complexity, is usually solved in two phases: the crew pairing problem and the crew assignment pr...

BibTeX reference

With the increasing penetration of renewable energy sources in the electrical power grid, demand response via thermostatic appliances such as electric wate...

BibTeX reference

Simple, intuitive, and scalable to large problems, `\(k\)`

-means clustering is perhaps the most frequently-used technique for unsupervised learning. However...

Long-term open pit mine scheduling is generally assessed with a mixed integer programming (MIP) formulation which can be solved with different operations res...

BibTeX reference

Management and storage of waste and tailings are critical concerns in open pit mining, especially when the available space is limited but also to reduce the ...

BibTeX reference

The purpose of this paper is to develop a fast heuristic called FastCARP for the solution of very large-scale capacitated arc routing problems, with or witho...

BibTeX reference

Visualization of high-dimensional data is counter-intuitive using conventional graphs. Parallel coordinates is proposed, as an alternative, to explore multiv...

BibTeX reference

Tropical algebra is the algebra constructed over the tropical semifield `\(R_{max}= (R\cup \{-\infty\},\max, +)\)`

. We show here that every `\(m\)`

-dimensi...

This paper proposes a framework to determine day-ahead capacity profiles that account for the stochastic demand generated by user behavior in smart buildings...

BibTeX reference

Many biological datasets such as microarrays, metabolomics, and proteomics involve observations (or subjects) in rows, and attributes (or genes, metabolites,...

BibTeX reference

The introduction of the environmental and social impact assessment (ESIA) into public environmental protection schemes and corporate performance standards ha...

BibTeX reference

Most structural models for valuing corporate securities assume a geometric-Brownian motion to describe the firm's assets value. However, this does not reflec...

BibTeX reference

In this article, we discuss an alternative method for deriving conservative approximation models for two-stage robust optimization problems. The method main...

BibTeX reference

The problem of output stabilization is studied for a class of linear hybrid systems subject to signal uncertainties: linear impulsive systems under dwell-t...

BibTeX reference

Most papers on digital advertising focus on the point of view of Internet companies such as Google and Microsoft, and were written by people working for thos...

BibTeX reference

Personnel scheduling consists of determining least-cost employee work schedules to cover the demand of one or several jobs in each period of a time horizon. ...

BibTeX referenceStatic teams with common information

We consider a static team problem in which agents observe correlated Gaussian observations and seek to minimize a quadratic cost. It is assumed that the ob...

BibTeX referenceVertex and edge residual mean distances: New resilience measures for telecommunication networks

Any telecommunication network is subject to a node or link failure at any given time. Such a failure may impact the quality of the services provided by the n...

BibTeX reference

In this article we consider a bi-objective vehicle routing problem in which, in addition to the classical minimization of the total routing cost, the operato...

BibTeX reference

The main objective of this paper is to explore deep decarbonization pathways for the Canadian energy sector that would allow Canada to participate in global ...

BibTeX reference

This paper proposes a multi-stage stochastic programming formulation based on affine decision rules for the reservoir management problem. Our approach seeks ...

BibTeX reference

Recently, two different copula-based approaches have been proposed to estimate the conditional quantile function of a variable `\(Y\)`

with respect to a vect...

We consider a dynamic marketing channel comprising of one manufacturer and one retailer, where consumer demand depends on price and on brand reputation. We...

BibTeX referencePricing decisions in fast fashion retailing using discrete choice dynamic programming model

In this study, the problem environment consists of two fast fashion retailing firms where one can obtain the other's selling data from an outside agent. The ...

BibTeX referenceStrategic bilateral exchange of a bad

A private bad is a commodity that causes its owner disutility. This article studies the bilateral exchange of a bad for a good that provides utility. Conside...

BibTeX reference

This work presents a collaborative scheme for the end-users in a smart building with multiple housing units. This approach determines a day-ahead operational...

BibTeX reference

Facility layout is a well-known operations research problem that arises in various applications. The multi-row layout is a challenging optimization problem...

BibTeX reference

We consider the multivariate linear model for multilevel data where units are nested within a hierarchy of clusters. We propose permutation procedures to te...

BibTeX reference

We consider the problems of determining the metric dimension and the minimum cardinality of doubly resolving sets in `\(n\)`

-cubes.
Most heuristics develope...

The Runge-Kutta class of iterative methods is designed to approximate solutions of a system of ordinary differential equations (ODE). The second-order cla...

BibTeX referenceDesigning sustainable mid-haul logistics networks with intra-route multi-resource facilities

Location-routing problems (LRPs) with intra-route facilities have recently gained the attention of researchers and practitioners. Intra-route facilities are ...

BibTeX reference

The vertex cover problem and the dominating set problem are two well-known problems in graph theory. Their goal is to find the minimum size of a vertex subse...

BibTeX reference

This paper proposes a hierarchical decision making model for a coupled planning and operation problem of an advanced microgrid. The proposed model, is formul...

BibTeX reference

Maritime Guinea is a region that opens onto the Atlantic Ocean on about 300 km of coastline. This is characterized by the almost continuous formation of mang...

BibTeX reference

In this article we consider a difficult combinatorial optimization problem arising from the operation of a system for testing electronic circuit boards (EC...

BibTeX reference

This paper addresses the solution of the capacitated minimum cost flow problem on a network containing `\(n\)`

nodes and `\(m\)`

arcs. Satisfying necessary ...

We investigate the role of heterogeneous peer effects in encouraging healthy and sustainable lifestyles. Our analysis revolves around one of the largest an...

BibTeX referenceA survey of applications of viability theory to the sustainable exploitation of renewable resources

In this paper, we survey the literature applying viability theory to the sustainable management of renewable resources. After a refresher on the main conce...

BibTeX reference

Necessary and sufficient conditions are provided for the existence of a simple
graph, or a simple connected graph with given
numbers `\(m_{ij}\)`

of edges ...

Computational comparison of several algorithms for the minimum cost perfect matching problem

The aim of this paper is to computationally compare several algorithms for the Minimum Cost Perfect Matching Problem on an undirected graph. Our work is moti...

BibTeX referenceA stochastic program with time series and affine decision rules for the reservoir management problem

This paper proposes a multi-stage stochastic programming formulation for the reservoir management problem. Our problem specifically consists in minimizing th...

BibTeX reference

The integration of biorefinery processes into existing pulp and paper mills has been identified as a promising avenue to maintain mills activities. It could ...

BibTeX reference

While the joint optimization of production and outbound distribution decisions in a manufacturing context has been intensively studied in the past decade, th...

BibTeX reference

This paper deals with a family of dynamic game models that represent schematically the interaction between groups of countries in achieving the necessary lim...

BibTeX reference

This article discusses the problem of unloading a sequence of boxes from a single conveyor line with a minimum number of moves. The problem under study is ef...

BibTeX reference

The object of study in the recent theory of Mean Field Games has been primarily large populations of agents interacting through a population dependent coupli...

BibTeX reference

Partially observed Mean Field Game (PO MFG) theory was introduced and developed in (Caines and Kizilkale, 2013, 2014, Şen and Caines 2014, 2015), where it i...

BibTeX reference

We propose an iterative method named LSLQ for solving linear least-squares problems `\(A x \approx b\)`

of any shape.
The method is based on the Golub and K...