We revisit the relationship between market power and firms' investment incentives in a noncooperative differential oligopoly game in which firms sell diffe...

Shift scheduling when the demand for employees is stochastic is usually done in two steps. Since employees need to know their shifts before the demand is kno...

This paper is concerned with the Multi-Row Facility Layout Problem. Given a set of rectangular facilities, a fixed number of rows, and weights for each pair ...

We introduce learning in a dynamic game of international pollution, with ecological uncertainty. We characterize and compare the feedback non-cooperative emi...

This paper focuses on the resolution of the capacitated minimum cost flow problem on a network comprising <i>n</i> nodes and <i>m</i> arcs. We present a met...

Remote communities are typically isolated from the main electricity grid and require local generation, most often relying on expensive resources (especially ...

Simulation-and-regression algorithms have become a standard tool for solving dynamic programs in many areas, in particular financial engineering and computat...

Any significant increase in current levels of air traffic will need the support of efficient decision-aid tools. One of the tasks of air traffic management i...

Scheduling production in open-pit mines is characterized by uncertainty about the metal content of the orebody (the reserve) and leads to a complex large-sca...

Security-constrained optimal power flow (SCOPF) and security-constrained unit commitment (SCUC) problems are necessary tools for system operators for operati...

There are few systematic methodologies capable of predicting and managing the potential of large populations of appliances working as aggregated reserve reso...

In this paper, we propose a model for an energy broker who acts as a third party between the grid and its clients, through the maintenance of a two-sided po...

In grid or cloud computing, the optimal location and capacity of data centers (hosting the servers executing the remote users' tasks) depends on the availabl...

The Mesh Adaptive Direct Search (MADS) algorithm is designed for blackbox optimization problems subject to general inequality constraints. Currently, MADS do...

We characterize equilibrium pricing strategies in a marketing channel in two scenarios. In the first scenario, the manufacturer chooses the wholesale price...

Aircraft sizing, route network design, demand estimation and allocation of aircraft to routes are different facets of the air transportation optimization pro...

This paper provides new results on the application of semidefinite optimization to satisfiability by studying the connection between semidefinite optimizatio...

This paper discusses a unique formulation of en-route flight planning problem in a constrained airspace with the objective of minimizing the total cost while...

We consider the multivariate linear model for multilevel data where units are nested within a hierarchy of clusters. We propose permutation procedures to tes...

We introduce an efficient approach to evaluate counterparty risk and compute the Credit Value Adjustement for derivatives having early exercise features. The...