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

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

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

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

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

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

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...

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...

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...

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

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

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

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...

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

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

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-...

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

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

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...

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...