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We propose a dynamic stochastic game model to assess the value of restrictive clauses in private loan contracts. Restrictive clauses are used by lenders to m...
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to account for tail risks associated with an uncertain loss. With limited data, the empirical entropic risk estimator, i.e. replacing the expectation in the ...
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We propose some diagonal Hessian approximations of the least-squares nonlinear function. We use suitable diagonal matrices that carry some information of the...
BibTeX referenceMERCURY: A fast and versatile multi-resolution based global emulator of compound climate hazards
High-impact climate damages are often driven by compounding climate conditions. For example, elevated heat stress conditions can arise from a combination of ...
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In the multi-commodity two-echelon vehicle routing problem with time windows (MC-2E-VRPTW), first-echelon vehicles transport goods from depots to satellites...
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Planners in different industries use optimization software for decision-making. In numerous practical applications, these optimization tools are often not re...
BibTeX referenceThe feasibility of ultra large-scale distributed networks in symmetrical network typologies
This study investigates the feasibility of large-scale distributed networks. The core focus of our research is the impact of multi-hop communication on point...
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The Fourteenth Montreal Industrial Problem Solving Workshop, held May 13-17, 2024, was jointly organized by the Centre de recherches mathématiques (CRM), the...
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This paper addresses the difficulties mining companies face in planning their digital transformation. Based on the literature on project portfolio manageme...
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This paper addresses the Integrated Electrical Drill Rig Dispatching and Drilling Coordination Problem (IDRDCP) in open-pit mining operations, combining mach...
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The routing-and-driving problem for plug-in hybrid electric vehicles (PHEVs) is an extension of the vehicle routing problem with time windows, where routing ...
BibTeX referenceOn the clique decomposition impact to the optimal power flow semidefinite relaxation solve time
Managing intermittent generation in electric power systems with high penetration of renewable sources of energy presents major operational challenges. Faster...
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This study explores accelerating strategies in column generation (CG) to effectively solve online dial-a-ride problems in large-scale ride-sharing systems. ...
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Hydrogen is emerging as a crucial energy source in the global effort to reduce dependence on fossil fuels and meet climate goals. Integrating hydrogen into I...
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This paper presents a partial outsourcing strategy for the vehicle routing problem with stochastic demands (VRPSD), and routing reoptimization is considered ...
BibTeX referenceScheduling of drilling machines in open-pit mines: Stochastic and non-probabilistic CP approaches
This paper addresses the scheduling of electrical drilling machines in open-pit mines, proposing three constraint programming formulations to account for unc...
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For sequences of networks
embedded in the unit cube [0,1]m
,
(weak) measure limits of sequences of empirical measures
of vertex densities (vertexon...
Linear quadratic games on very large dense networks are modelled with discrete time linear quadratic graphon field games with Q-noise. In such a game, the ag...
BibTeX referenceBranch-and-Price
Integer (linear) programs are a standard way of formalizing a vast array of optimization problems in industry, services, management, science, and technology....
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We explore a scaled spectral preconditioner for the efficient solution of sequences of symmetric and positive-definite linear systems. We design the scaled...
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