The increasing penetration of renewable electricity generation as well as the implementation of demand response programs has led to new challenges in the ope...

We consider mean field social optimization in nonlinear diffusion models. By dynamic programming with a representative agent employing cooperative optimize...

Producing accurate precipitation Intensity-Duration-Frequency (IDF) curves necessitates robust statistical methodologies. Employing a scaling model to combin...

The Thirteenth Montreal IPSW took place on August 21-25, 2023, and was jointly organized by the Centre de recherches mathématiques (CRM) and the Institute ...

Vehicle routing problems (VRPs) with deadlines have received significant attention around the world. Motivated by a real-world food delivery problem, we assu...

This poster conceptually lays out recent advances in trustworthy machine learning (ML) that are of great interest for power systems applications like virtu...

We extend the $\alpha$ and $\beta$ characteristic functions (CFs) to cooperative interval games, which constitute an interesting class of games t...

Inventory management for slow-moving items is challenging due to their high intermittence and lumpiness. Recent developments in machine learning and computat...

Determining optimal inventory replenishment decisions requires balancing the costs of excess inventory with shortage risks. While demand uncertainty has been...

In this work, we propose a non-intrusive and training free method to detect behind-the-meter (BTM) electric vehicle (EV) charging events from the data measur...

We show that the two-stage minimum description length (MDL) criterion widely used to estimate linear change-point (CP) models corresponds to the marginal lik...

Monte Carlo (MC) is widely used for the simulation of discrete time Markov chains. We consider the case of a $d$-dimensional continuous state space and w...

Randomized Quasi-Monte Carlo (RQMC) methods provide unbiased estimators whose variance often converges at a faster rate than standard Monte Carlo as a functi...

We consider the set of graphs that can be constructed from a one-vertex graph by repeatedly adding a clique or a stable set linked to all or none of the vert...

Classical mean field games (MFG) have been concerned with large games amongst symmetrically influential agents with asymptotically negligible weight. In th...

Reinforcement learning (RL) for partially observable Markov decision processes (POMDPs) is a challenging problem because decisions need to be made based on t...

We consider a structural model to design and evaluate the American call, conversion, and put options embedded in corporate bonds. We use dynamic programmin...

Station-based Bike-sharing systems have been implemented in multiple major cities, offering a low-cost and environmentally friendly transportation alternativ...

This paper addresses risk averse constrained optimization problems where the objective and constraint functions can only be computed by a blackbox subject to...

We study the integration of multi-period assignment, routing, and scheduling of care workers for home health care services. In such a context, it is importa...