The problem of portfolio management represents an important and challenging class of dynamic decision making problems, where rebalancing decisions need to be...

Optimization with stochastic dominance constraints has recently received an increasing amount of attention in the quantitative risk management literature. In...

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...

Dans la plupart des municipalités suisses, la collecte des déchets non valorisables s'effectue au moyen d'un système de collecte en bordure de trottoir, avec...

Within the context of optimization under uncertainty, a well-known alternative to minimizing expected value or the worst-case scenario consists in minimizing...

This study assesses the contribution of various forest-based bioenergy technologies when transitioning to a low carbon economy. A detailed modeling of differ...

A compact operations research (OR) model is proposed to analyse the prospects of meeting the Paris Agreement targets when direct air capture technologies can...

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...

Column generation is an iterative method used to solve a variety of optimization problems. It decomposes the problem into two parts: a master problem, and on...

This paper presents DCISolver.jl a new Julia package implementating the Dynamic Control of Infeasibility method (DCI), introduced by Bielschowsky & Gomes (20...

Les charges thermostatiques, telles que le chauffage électrique de l'eau et des bâtiments, ont un impact significatif sur la demande en électricité sur une a...

Avec la transition énergétique en cours, les réseaux électriques deviennent de plus en plus complexes et la commande de ceux-ci doit composer avec un accrois...

Cette étude exploratoire est originale dans le champ de l'accompagnement. A partir de la base de données horodatées fournie par Google, notre étude retrace l...

In blackbox optimization, evaluation of the objective and constraint functions is time consuming. In some situations, constraint values may be evaluated in...

In this paper, we study a distributionally robust multi-item newsvendor problem, where the demand distribution is unknown but specified with a general event-...

Une fonction de coût de Mayer constante par morceaux est requise pour correctement modéliser des problèmes de contrôle optimal dans lesquels l'espace des éta...

L'utilisation de l'espace par les satellites est de plus en plus importante pour les nations, les entreprises et les particuliers. Cependant, depuis l'envoi ...

We introduce an iterative method named GPMR for solving 2X2 block unsymmetric linear systems. GPMR is based on a new process that reduces simultaneously...

This paper presents an efficient method for extracting the second-order sensitivities from a system of implicit nonlinear equations. We design a custom aut...