The problem of portfolio management represents an important and challenging class of dynamic decision making problems, where rebalancing decisions need to be...

Optimization with stochastic dominance constraints has recently received an increasing amount of attention in the quantitative risk management literature. In...

We review dynamic quality models both in single-agent setup and in a competitive framework. Our objectives are: (1) to give the reader a vantage point on t...

In most Swiss municipalities, a curbside system consisting of heavy trucks stopping at almost each household is used for non-recoverable waste collection. Du...

Within the context of optimization under uncertainty, a well-known alternative to minimizing expected value or the worst-case scenario consists in minimizing...

This study assesses the contribution of various forest-based bioenergy technologies when transitioning to a low carbon economy. A detailed modeling of differ...

A compact operations research (OR) model is proposed to analyse the prospects of meeting the Paris Agreement targets when direct air capture technologies can...

Product recalls are often consequences of quality failures. While such failures are related to a manufacturer's or supplier's design quality, the perceived q...

It is a challenge to sustain cooperation in a finite-horizon dynamic game. Since players generally have an incentive to deviate to their noncooperative str...

Column generation is an iterative method used to solve a variety of optimization problems. It decomposes the problem into two parts: a master problem, and on...

This paper presents DCISolver.jl a new Julia package implementating the Dynamic Control of Infeasibility method (DCI), introduced by Bielschowsky & Gomes (20...

Thermostatically-controlled loads have a significant impact on electricity demand after service is restored following an outage, a phenomenon known as cold l...

With the ongoing energy transition, electric power and energy systems are becoming increasingly multi-dimensional and complex with higher levels of uncertain...

The time-stamped database provided by Google traces the code contributions to Chrome browser on the period from September 2008 to January 2014. It describes ...

In blackbox optimization, evaluation of the objective and constraint functions is time consuming. In some situations, constraint values may be evaluated in...

In this paper, we study a distributionally robust multi-item newsvendor problem, where the demand distribution is unknown but specified with a general event-...

A piecewise constant Mayer cost function is used to model optimal control problems in which the state space is partitioned into several regions, each having ...

The use of space through satellites is more and more important for nations, companies, and individuals. However, since the first satellite was sent up in 19...

We introduce an iterative method named GPMR for solving 2X2 block unsymmetric linear systems. GPMR is based on a new process that reduces simultaneously...

This paper presents an efficient method for extracting the second-order sensitivities from a system of implicit nonlinear equations. We design a custom aut...