This paper studies linear-quadratic Stackelberg games with a major player (leader) and $N$ minor players (followers). To design decentralized strategies ...

We propose new algorithms with provable performance for online binary optimization subject to general constraints and in dynamic settings. We consider the su...

We consider a firm offering an opaque good over one selling season, that is, a product whose full characteristics are only revealed after the consumer comp...

We present a Julia framework dedicated to partially-separable problems whose element function are detected automatically. This framework takes advantage of ...

This work considers stochastic optimization problems in which the objective function values can only be computed by a blackbox corrupted by some random noise...

We investigate a facility location problem with modular capacity under demand uncertainty arising at Hydro-Québec, the largest public utility in Canada. We p...

This paper introduces the consistent vehicle routing problem with stochastic customers and demands. We consider driver consistency as customer-driver assignm...

Optimizing static risk-averse objectives in Markov decision processes is challenging because they do not readily admit dynamic programming decompositions. Pr...

Seaports are highly vulnerable to climate-change induced events, which makes it necessary for them to invest in climate change adaptation measures to ensure ...

Robotic Process Automation has emerged in recent years as an important field by allowing faster and more secure processes through a reduction in the risks or...

Given a ground-set of elements and a family of subsets, the set covering problem consists in choosing a minimum number of elements such that each subset cont...

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...

Microgrids (MGs) are regarded as effective solutions to provide ramping support to the main grid during heavy-load periods. Nevertheless, the uncertain renew...

For planning the operation of power transmission systems, which transport the energy produced by generation plants to customers centers, it is essential to e...

In this paper, a new model is proposed for the real-time diesel genset optimal dispatch and unit commitment in remote microgrids. The objective is to reduce ...

Given a set $\mathcal{N}$ of size $n$, a non-negative, integer-valued distance matrix $D$ of dimensions $n\times n$, an integer `(p\in\mathb...

In this paper, we evaluate the synergy between variable renewable energy (VRE), electric mobility, and Vehicle to Grid (V2G) deployment for a small community...

We explore the factor exposure heterogeneity in green and brown stocks using the peer-exposure ratio. By creating peer groups of S&P 500 index firms over 201...

This paper first presents a time-series impact analysis of charging electric vehicles (EVs) to loading levels of power network equipment considering stochast...

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