Given a flight schedule and a set of aircraft of different types, the airline fleet assignment problem (FAP) consists of assigning an aircraft type to each f...

In smart-metered systems, fine-grained power demand data (load profile) is communicated from a user to the utility provider. The correlation of the load pr...

This paper presents a new formulation for the risk averse stochastic reservoir management problem. Using recent advances in robust optimization and stochasti...

In this tutorial, we recall the main ingredients of the theory of dyamic games played over event trees and show step-by-step how to build a sustainable coo...

In early 2001, the U.S. Department of the Treasury suspended the issuance of 30-year bonds, and then resumed issuing its long paper in early 2006. As a res...

With the emphasis on renewable energy integration, stochastic methods have begun to emerge as one of the most viable alternatives to traditional deterministi...

A class of hybrid systems with both autonomous and controlled switchings and jumps is considered where switching manifolds corresponding to autonomous switch...

Starting from the improved primal simplex (IPS) decomposition, introduced by Elhallaoui et al. (2011) to tackle degeneracy in general linear programs, we int...

Non-price attributes such as prior relationship, product quality, and reliability can be more important than bidding prices for the buyers when selecting the...

In this paper, we tackle the aircraft conflict resolution problem under uncertainties. We consider errors due to the wind effect, the imprecision on the airc...

A stochastic integer-programming (SIP) model is presented to optimize long-term scheduling of underground mine operations while considering geological uncert...

We consider a multi-agent system with linear stochastic individual dynamics, and individual linear quadratic ergodic cost functions. The agents partially o...

This paper addresses the optimization of mineral supply chain operations under metal and material type uncertainties. A mathematical model to simultaneously ...

This paper develops an efficient method to solve a typical combinatorial optimization problem that is frequently encountered when designing high levels of pr...

Currently, power system operations planning practices are undergoing various transformations in an attempt to integrate efficiently significant amounts of su...

We introduce an efficient approach to evaluate counterparty risk and we compute the Credit Valuation Adjustement for derivatives having early exercise feat...

We consider the class of stochastic games played over finite event trees, that is, games where the random process is an act of nature and is not influenced b...

The first part of this two-part paper developed the framework for characterizing the feasibility regions of power systems in the demand space. This character...

This two-part paper presents a framework for the characterization and minimal representation of the feasibility regions of power systems in the demand space....

This paper proposes an incentive mechansim for transmission expansion planning. The mechansim is a bilevel program. The upper level is a profit-maximizing tr...