In early 2001, the U.S. Department of the Treasury suspended the issuance of 30-year bonds, and then resumed issuing its long paper in early 2006. As a res...

With the emphasis on renewable energy integration, stochastic methods have begun to emerge as one of the most viable alternatives to traditional deterministi...

A class of hybrid systems with both autonomous and controlled switchings and jumps is considered where switching manifolds corresponding to autonomous switch...

Starting from the improved primal simplex (IPS) decomposition, introduced by Elhallaoui et al. (2011) to tackle degeneracy in general linear programs, we int...

Non-price attributes such as prior relationship, product quality, and reliability can be more important than bidding prices for the buyers when selecting the...

In this paper, we tackle the aircraft conflict resolution problem under uncertainties. We consider errors due to the wind effect, the imprecision on the airc...

A stochastic integer-programming (SIP) model is presented to optimize long-term scheduling of underground mine operations while considering geological uncert...

We consider a multi-agent system with linear stochastic individual dynamics, and individual linear quadratic ergodic cost functions. The agents partially o...

This paper addresses the optimization of mineral supply chain operations under metal and material type uncertainties. A mathematical model to simultaneously ...

This paper develops an efficient method to solve a typical combinatorial optimization problem that is frequently encountered when designing high levels of pr...

Currently, power system operations planning practices are undergoing various transformations in an attempt to integrate efficiently significant amounts of su...

We introduce an efficient approach to evaluate counterparty risk and we compute the Credit Valuation Adjustement for derivatives having early exercise feat...

We consider the class of stochastic games played over finite event trees, that is, games where the random process is an act of nature and is not influenced b...

The first part of this two-part paper developed the framework for characterizing the feasibility regions of power systems in the demand space. This character...

This two-part paper presents a framework for the characterization and minimal representation of the feasibility regions of power systems in the demand space....

This paper proposes an incentive mechansim for transmission expansion planning. The mechansim is a bilevel program. The upper level is a profit-maximizing tr...

Robust optimization (RO) is a powerful mean to handle optimization problems where there is a set of parameters that are uncertain. The effectiveness of the m...

In this paper we show how to robustify the computation of equilibria in two integrated assessment models for climate change. Both models deal with the optima...

Robust optimization is a methodology that has gained a lot of attention in the recent years. This is mainly due to the simplicity of the modeling process and...

In this paper, we present a stochastic two-level optimization model whose upper-level problem depicts a wastewater treatment plant deciding on the size of co...