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...

In an effort to reduce power system-caused wildfires, utilities carry out public safety power shutoffs (PSPS) in which portions of the grid are de-energized ...

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

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

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...

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

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

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...

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...

In this paper, we study a novel approach for data-driven decision-making under uncertainty in the presence of contextual information. Specifically, we addres...

This research focuses on the bid optimization problem in the real-time bidding setting for online display advertisements, where an advertiser, or the adverti...

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...

We study how the financial literature has evolved in scale, research team composition, and article topicality across 32 finance-focused academic journals fro...

Les systèmes de production d'énergie renouvelables hybrides (SPERH), où l'on peut trouver deux ou plusieurs moyens de production d'énergie renouvelables co-l...

Position estimation in Multi-Robot Systems (MRS) relies on relative angle or distance measurements between the robots, which generally deteriorate as dista...

Recently equal risk pricing, a framework for fair derivative pricing, was extended to consider dynamic risk measures. However, all current implementations ei...

Crew pairing problems (CPP) are regularly solved by airlines to produce crew schedules. The goal of CPPs is to find a set of pairings (sequence of flights a...

The multi-depot scheduling problem (MDVSP) is one of the most studied problem in public transport service planning. It consists of assigning buses to each ti...