In derivative-free and blackbox optimization, the objective function is often evaluated through the execution of a computer program seen as a blackbox. It ...

Very large networks linking dynamical agents are now ubiquitous and the need to analyse, design and control them is evident. The emergence of the graphon the...

Graphon-based control has recently been proposed and developed to solve control problems for dynamical systems on networks which are very large or growing w...

In this paper we study the linear quadratic regulation (LQR) problem for dynamical systems coupled over large-scale networks and obtain locally computable l...

This work introduces StoMADS, a stochastic variant of the mesh adaptive direct-search (MADS) algorithm originally developed for deterministic blackbox optim...

Dealing with demand uncertainty in multi-item lot sizing problems poses huge challenges due to the inherent complexity. The resulting stochastic formulation...

This paper explores the idea that two-stage worst-case regret minimization problems with either objective or right-hand side uncertainty can be reformulated ...

The deepening penetration of renewable power generation is challenging how the minute balancing of supply and demand is carried out by power system operators...

We consider a class of min-max robust problems in which the functions that need to be robustified can be decomposed as the sum of arbitrary functions. This...

Drawing on statistical learning theory, we derive out-of-sample and optimality guarantees about the investment strategy obtained from a regularized portfoli...

This paper considers a dynamic Emergency Medical Services (EMS) network design problem and introduces two novel two-stage stochastic programming formulatio...

Randomized decision making refers to the process of taking decisions randomly according to the outcome of an independent randomization device such as a dic...

The open-pit mine production scheduling problem aims to optimize the net present value of a mining asset. Several solution methods have been proposed to find...

We consider a class of dynamic collective choice models with social interactions, whereby a large number of non-uniform agents have to individually settle ...

This paper develops an exact method for the redundancy allocation problem (RAP) for multistate homogeneous series-parallel systems. The problem aims to min...

In its reform of the US bankruptcy procedure, the American Bankruptcy Institute (ABI) is proposing to grant a redemption option to junior creditors and let...

The paper combines two major contemporary systems and control methodologies to obtain a unique $\epsilon$-Nash equilibrium for optimal execution problem...

A mining complex can include multiple mines, stockpiles, waste dumps and processing facilities. Traditional optimization approaches are often based on sequ...

Mining complexes are value chains where extracted material from different mines is transformed into sellable products through a set of processing streams. ...