Monte Carlo (MC) is widely used for the simulation of discrete time Markov chains. We consider the case of a \(d\)-dimensional continuous state space and w...

Randomized Quasi-Monte Carlo (RQMC) methods provide unbiased estimators whose variance often converges at a faster rate than standard Monte Carlo as a functi...

We consider the set of graphs that can be constructed from a one-vertex graph by repeatedly adding a clique or a stable set linked to all or none of the vert...

How can retailers incentivize customers to make healthier food choices? Price, convenience, and taste are known to be among the main drivers behind such choi...

Automatic document summarization aims at creating a shorter version of one or more documents to help users digest large amounts of information more easily by...

Recommender systems provide personalized recommendations to their users for items and services. They do that using a model that is tailored to each user to i...

To cover the import taxes, a manufacturer typically charges a higher price in a foreign market than in its domestic market. The price difference can lead to ...

We consider a firm offering an opaque good over one selling season, that is, a product whose full characteristics are only revealed after the consumer comp...

Seaports are highly vulnerable to climate-change induced events, which makes it necessary for them to invest in climate change adaptation measures to ensure ...

Recommender systems provide recommendations to their users for items and services by creating a model tailored to each user to infer their preferences based ...

In this study, we investigate the best remanufacturing strategy for the original equipment manufacturer (OEM) and independent remanufacturer (IR) in an innov...

This research focuses on the bid optimization problem in the real-time bidding setting for online display advertisements, where an advertiser, or the adverti...

Personnel scheduling consists in determining employee work schedules (sequences of work shifts and days off) to cover the demands of multiple jobs over a pl...

This paper considers the pricing of a new product in the face of sophisticated consumer behaviors. At the individual level, consumers are forward-looking, wh...

We study a staffing optimization problem in multi-skill call centers. The objective is to minimize the total cost of agents under some quality of service (Q...

Faster delivery, lower shipping costs, and a higher chance of product availability, are some of the benefits offered by an omnichannel business model. Assumi...

We analyze a capital accumulation game in a dynamic version of Cournot duopoly model of complements. In this game, firms' instant profits are discontinuous a...

We review dynamic quality models both in single-agent setup and in a competitive framework. Our objectives are: (1) to give the reader a vantage point on t...

Product recalls are often consequences of quality failures. While such failures are related to a manufacturer's or supplier's design quality, the perceived q...

It is a challenge to sustain cooperation in a finite-horizon dynamic game. Since players generally have an incentive to deviate to their noncooperative str...