High penetrations of variable renewable energy introduce significant resource adequacy challenges, particularly when weather-driven uncertainty affects renew...

Lithium-ion batteries (LIBs) are currently the core energy storage component of electric vehicles (EVs). Real-time, accurate, and robust state-of-charge (SO...

We investigate a state estimation problem for a linear time-invariant Gaussian system, based on a measured scalar privacy-sensitive signal. This is formulate...

Large Language Models (LLMs) are increasingly used as proxies for human respondents in social science, behavioral, and marketing experiments, yet their synth...

The almost supermartingale convergence theorem of Robbins and Siegmund (1971) is a fundamental tool for establishing the convergence of various stochastic it...

Dynamic games are considered with large subpopulations distributed over large sparse graphs, where each agent has mean field coupling with all agents withi...

Origin--destination (OD) matrices are essential for forecasting and capacity planning in transportation and communication networks, yet they are not directl...

Large-scale distributed wireless networks offer infrastructure-free and cost-effective connectivity. Recent theoretical work has shown that scalability crit...

Distributed wireless networks provide scalable and decentralized connectivity for applications ranging from IoT and vehicular communication to emergency resp...

The CRM, IVADO, and GERAD organized jointly the Fifteenth Montreal Industrial Problem Solving Workshop, which was held at HEC Montréal on June 2-6, 2025. We ...

This paper presents a perturbation analysis for linear quadratic Gaussian graphon mean field games (LQG-GMFGs) with Q-noise. The perturbation response functi...

We introduce method iR2N, a modified proximal quasi-Newton method for minimizing the sum of a \(\mathcal{C}^1\) function \(f\) and a lower semi-continuou...

Effective waste rock management is a crucial aspect of long-term mine planning and production scheduling. When waste management is not considered during th...

We characterize cooperative and non-cooperative solutions of a dynamic game played over event tree when the transition probability are not given. We assume...

We develop a maximum-likelihood (ML) approach based on option markets for estimating structural models. We use dynamic programming and finite elements, der...

We study the integration of multi-period assignment, routing, and scheduling of care workers for home health care services. In such a context, it is importa...

Many combinatorial optimization problems, such as vehicle and crew scheduling, can be modeled using path-flow formulations, where each variable represents a ...

This paper investigates a class of linear-quadratic-Gaussian risk-sensitive graphon mean-field games, involving an asymptotically infinite population of hete...

A shift toward shopping at (autonomous) wheeled vending stores is redefining urban retail. Compared with traditional brick-and-mortar stores, such mobile sto...

This study investigates multi-store order delivery services where customers can order from multiple stores for home delivery. We first consider separated-ord...