Intelligent transportation has been emerged as one of the data mining and machine learning applications. The smart card data nowadays are continuously gather...

In a static network reliability model one typically assumes that the failures of the components of the network are independent. This simplifying assumption m...

We propose an exponential tilting method for exact simulation from the truncated multivariate student-t distribution in high dimensions as an alternative t...

Traditionally, the planning of operating reserve has been done in terms of capacity and linear (average) ramping requirements. On the other hand, the newly e...

In deregulated markets, electricity prices are typically characterized by four key features: seasonality, mean-reversion, the possibility of large downward o...

The unequal-areas facility layout problem is concerned with finding the optimal arrangement of a given number of non-overlapping indivisible departments with...

The facility layout problem is a well-known operations research problem that arises in multiple applications. This paper is concerned with the multi-row layo...

We propose a quasi-analytical approach for valuing American-style options under Gaussian and double exponential jumps à la Merton (1976) and Kou (2002). Our ...

This paper describes three recent tools for dealing with primal degeneracy in linear programming. The first one is the Improved Primal Simplex (IPS) algor...

Since the financial crisis of 2007-2009, there has been a renewed interest toward quantifying more appropriately the risks involved in financial positions. P...

Two vertex colorings of a graph \(G\) are equivalent if they induce the same partition of the vertex set into color classes. The graphical Bell number `(...

Conic optimization refers to the problem of optimizing a linear function over the intersection of an affine space and a closed convex cone. Conic optimizat...

A smart grid is the combination of a traditional electrical power distribution system with two-way communication between suppliers and consumers. This combin...

This article studies the strategic withholding of physical transmission rights (PTRs) held by power producers in two different markets. Contrary to many prev...

In order to assess climate mitigation agreements, we propose an iterative procedure linking TIAM-WORLD, a global technology-rich optimization model, and GEMI...

Clustering and classification of replicated biological data is often performed using classical techniques that inappropriately treat the data as unreplicated...

The airline crew scheduling problem involves assigning a group of crew members to scheduled flights over a planning horizon (usually a month) while respectin...

Effective route planning for battery electric commercial vehicle (ECV) fleets has to take into account their limited autonomy and the possibility of visiting...

Portfolio credit risk models are very often constructed with correlation matrices serving as proxies for interrelations in the creditworthiness of each compa...

In this paper, we consider a class of non-cooperative N-player finite-horizon linear-quadratic dynamic games with linear constraints. We introduce a constr...