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This study investigates multi-store order delivery services where customers can order from multiple stores for home delivery. We first consider separated-ord...
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Ultra-fast delivery revolutionizes food and grocery services, with several companies advertising delivery times under 15 to 30 minutes. Motivated by the mult...
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For continuing tasks, average cost Markov decision processes have well- documented value and can be solved using efficient algorithms. However, it explici...
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We consider fair resource allocation in sequential decision-making environments modeled as weakly coupled Markov decision processes, where resource constrain...
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In mining complexes or mineral value chains, materials flow from extraction sites (mines) through crushers, stockpiles, waste dump and tailings, and processi...
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On February 4, 2025, the 5th edition of GERAD's Student Day took place, under the theme of energy transition. The aim of this event was to give students the ...
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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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Vehicle routing problems (VRPs) with deadlines have received significant attention around the world. Motivated by a real-world food delivery problem, we assu...
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Recently there has been a surge of interest in operations research~(OR) and the machine learning~(ML) community in combining prediction algorithms and optimi...
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Optimizing static risk-averse objectives in Markov decision processes is challenging because they do not readily admit dynamic programming decompositions. Pr...
BibTeX referenceCrowdkeeping in last-mile delivery
In order to improve the efficiency of the last-mile delivery system when customers are possibly absent for deliveries, we propose the idea of employing the c...
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In this paper, we study a novel approach for data-driven decision-making under uncertainty in the presence of contextual information. Specifically, we addres...
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This research focuses on the bid optimization problem in the real-time bidding setting for online display advertisements, where an advertiser, or the adverti...
BibTeX referenceDeep reinforcement learning for option pricing and hedging under dynamic expectile risk measures
Recently equal risk pricing, a framework for fair derivative pricing, was extended to consider dynamic risk measures. However, all current implementations ei...
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We study a predisaster relief network design problem with uncertain demands. The aim is to determine the prepositioning and reallocation of relief supplies. ...
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The problem of portfolio management represents an important and challenging class of dynamic decision making problems, where rebalancing decisions need to be...
BibTeX referenceData-driven optimization with distributionally robust second-order stochastic dominance constraints
Optimization with stochastic dominance constraints has recently received an increasing amount of attention in the quantitative risk management literature. In...
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Within the context of optimization under uncertainty, a well-known alternative to minimizing expected value or the worst-case scenario consists in minimizing...
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In this paper, we study a distributionally robust multi-item newsvendor problem, where the demand distribution is unknown but specified with a general event-...
BibTeX referenceRobust integration of electric vehicles charging load in smart grids capacity expansion planning
Battery charging of electric vehicles (EVs) needs to be properly coordinated by electricity producers to maintain the network reliability. In this paper, we ...
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