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This paper presents a novel rapid estimation method (REM) to perform stochastic impact analysis of grid-edge technologies (GETs) to the power distribution ne...

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The estimation of the structural model poses a major challenge as its underlying asset (the firm's asset value) is not directly observable. We extend the m...

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The parameter configuration problem consists of finding a parameter configuration that provides the most effective performance by a given algorithm. This pap...

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The most common form of renewable energy production around the world is hydropower. As a result of the growing demand for robust and environmentally friendly...

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Cette note fournit un contre-exemple à un théorème proposé dans la dernière partie de l'article Analysis of direct searches for discontinuous functions, Ma...

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Motivated by our collaboration with one of the largest fast-fashion retailers in Europe, we study a two-echelon inventory control problem called the One-Ware...

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We consider online optimization problems with time-varying linear equality constraints. In this framework, an agent makes sequential decisions using only pri...

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Hydropower producers participate in the electricity market by providing bids in the day-ahead market auctions. Making good bids that obey all market rules an...

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This paper studies the properties of a stochastic optimization model for the short-term hydropower generation problem with uncertain inflows. The uncertaint...

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In July 2022, I received the EURO Gold medal at the 32nd EURO Conference held in Espoo, Finland. On this occasion I was asked to deliver a 30-minute presenta...

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The short-term scheduling of activities in underground mines is an important step in mining operations. This procedure is a challenging optimization problem ...

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This paper presents PDENLPModels.jl a new Julia package for modeling and discretizing optimization problems with mixed algebraic and partial differential equ...

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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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La plupart des méthodes d'apprentissage par renforcement pour le contrôle adaptatif de la signalisation routière nécessitent une formation partant de zéro po...

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

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We use stochastic dynamic programming to design and solve an extended structural setting for which the illiquidity of the firm's assets under liquidation i...

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Providing the right data to a machine learning model is an important step to insure the performance of the model. Non-compliant training data instances may l...

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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...

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Nous considérons la méthode de surrelaxation successive généralisée (GSOR) pour la résolution d’une classe de systèmes de points de selle à trois par trois...

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