In this paper, we investigate the problem of system identification for autonomous Markov jump linear systems (MJS) with complete state observations. We prop...

This paper presents \(\texttt{Krylov.jl}\), a Julia package that implements a collection of Krylov processes and methods for solving a variety of linear pr...

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

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...

The Twelfth Montreal IPSW took place on August 22-26, 2022, and was jointly organized by the Centre de recherches mathématiques (CRM) and the Institute for D...

We develop a Levenberg-Marquardt method for minimizing the sum of a smooth nonlinear least-squares term \(f(x) = \tfrac{1}{2} \|F(x)\|_2^2\) and a nonsmoo...

Variations between related images (e.g. due to motions) can caused by different independent factors. A qualified representation can decouple the underlying...

Short-term production planning in mining complexes involves a series of decisions concerning activities and processes to accomplish the long-term planning ...

An innovative simultaneous stochastic optimization approach is proposed that combines actor-critic reinforcement learning and stochastic mathematical progr...

Summary: We study an increasingly popular retail practice called pickup partnership that allows online retailers to offer an in-store pickup service by par...

In multi-robot missions, relative position and attitude information between robots is valuable for a variety of tasks such as mapping, planning, and formatio...

Recommender systems provide recommendations to their users for items and services by creating a model tailored to each user to infer their preferences based ...

This paper presents a multiobjective, mixed-integer linear programming (MILP) model that integrates production scheduling, inventory management, and vessel a...

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

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...

This note provides a counterexample to a theorem announced in the last part of the paper Analysis of direct searches for discontinuous functions, Mathemati...

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...

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

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...

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