Vehicle scrappage subsidy programs have been widely applied by governments to replace old cars by newer, more fuel-efficient ones. While these programs hav...

Employee scheduling is an important activity in the service industry as it has a significant impact on costs, sales, and profitability. While a large amount ...

The purpose of this study is to design incentives for price and advertising coordination in a bilateral monopoly. I prove that a wholesale price reduction ...

The mesh adaptive direct search (MADS) algorithm is designed for blackbox optimization problems for which the functions defining the objective and the constr...

The vertex \(p\)-center problem consists in selecting \(p\) centers among a finite set of candidates and assigning a set of clients to them, with the aim...

Wrong-way risk arises when the value of a financial transaction is adversely correlated with the creditworthiness of the counterparty. This paper investiga...

The third installment of the Basel Accords advocates a capital charge against Credit Valuation Adjustment (CVA) variability. We propose an efficient numeri...

We analyze a transboundary pollution differential game where, in addition to the standard temporal dimension, a spatial dimension is introduced to capture th...

This paper focuses on designing a state estimator for a discrete-time SEIR epidemic model of an influenza-like illness. It is assumed that only sets of adm...

This paper addresses the winner determination problem (WDP) for TL transportation procurement auctions under uncertain shipment volumes and uncertain carrier...

Parrondo's paradox is extended to regime switching random walks in random environments. The paradoxical behavior of the resulting random walk is explained...

The shortest path problem with resource constraints (SPPRC) is often used as a subproblem within a column generation approach for routing and scheduling prob...

The \(P_k\)-hitting set problem consists in removing a minimum number \(\psi_k(G)\) of vertices of a given graph \(G\) so that the resulting graph does...

We propose an infeasible interior-point algorithm for constrained linear least-squares problems based on the primal-dual regularization of convex program...

The shortest path problem with resource constraints finds the least cost path between two nodes in a network while respecting constraints on resource consump...

For the last decades, community detection is a well-studied problem because it has applications in various fields. Variable Neighborhood Search (VNS) is an e...

We use NORTA (NORmal To Anything) to enhance normal credit-risk factor settings in modeling common risk factors and capturing contagion effects...

We investigate surrogate-assisted strategies for global derivative-free optimization using the mesh adaptive direct search MADS blackbox optimization algorit...

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

The classical p-median problem assumes that service to customers is always provided by the closest facility, while in practice, customers often interact for...