RaBVIt-SG, an algorithm for solving Feedback Nash equilibria in Multiplayers Stochastic Differential Games

In a previous work, we have introduced an algorithm, called RaBVItG, used for computing Feedback Nash equilibria of deterministic multiplayers Differential Games. This algorithm is based on a sequence of Game Iterations (i.e., a numerical method to simulate an equilibrium of a Differential Game), combined with Value Iterations (i.e, a numerical method to solve a … Read more

Optimal Design of Retailer-Prosumer Electricity Tariffs Using Bilevel Optimization

We compare various flexible tariffs that have been proposed to cost-effectively govern a prosumer’s electricity management – in particular time-of-use (TOU), critical-peak-pricing (CPP), and a real-time-pricing tariff (RTP). As the outside option, we consider a fixed-price tariff (FP) that restricts the specific characteristics of TOU, CPP, and RTP, so that the flexible tariffs are at … Read more

Mixed Integer Programming models for planning maintenance at offshore wind farms under uncertainty

We introduce the Stochastic Maintenance Fleet Transportation Problem for Offshore wind farms (SMFTPO), in which a maintenance provider determines an optimal, medium-term planning for maintaining multiple wind farms while controlling for uncertainty in the maintenance tasks and weather conditions. Since the maintenance provider is typically not the owner of a wind farm, it needs to … Read more

Multi-Module Capacitated Lot-Sizing Problem, and its Generalizations with Two-Echelons and Piecewise Concave Production Costs

We study new generalizations of the classical capacitated lot-sizing problem with concave production (or transportation), holding, and subcontracting cost functions in which the total production (or transportation) capacity in each time period is the summation of capacities of a subset of n available modules (machines or vehicles) of different capacities. We refer to this problem … Read more

Dynamic Design Of Reserve Crew Duties For Long Haul Airline Crew

Airlines need crew to operate their flights. In case of crew unavailability, for example due to illness, the airline often uses reserve crew to still be able to operate the flight. In this paper, we apply a simulation-based optimization method to determine how much and on which days reserve crew needs to be scheduled. This … Read more

Hub Location and Route Dimensioning: Strategic and Tactical Intermodal Transportation Hub Network Design

We propose a novel hub location model that jointly eliminates the traditional assumptions on the structure of the network and on the discount due to economies of scale in an effort to better reflect real-world logistics and transportation systems. Our model extends the hub literature in various facets: instead of connecting non-hub nodes directly to … Read more

Migration from Sequence to Schedule in Total Earliness and Tardiness Scheduling Problem

Services must be delivered with high punctuality to be competitive. The classical scheduling theory offers to minimize the total earliness and tardiness of jobs to deliver punctual services. In this study, we developed a fully polynomial-time optimal algorithm to transform a given sequence, the permutation of jobs, into its corresponding minimum cost schedule, the timing … Read more

Data-Driven Distributionally Robust Appointment Scheduling over Wasserstein Balls

We study a single-server appointment scheduling problem with a fixed sequence of appointments, for which we must determine the arrival time for each appointment. We specifically examine two stochastic models. In the first model, we assume that all appointees show up at the scheduled arrival times yet their service durations are random. In the second … Read more

Arc routing with electric vehicles: dynamic charging and speed-dependent energy consumption

Concerns about greenhouse gas emissions and government regulations foster the use of electric vehicles. Several recently published articles study the use of electric vehicles (EVs) in node-routing problems. In contrast, this article considers EVs in the context of arc routing while also addressing practically relevant aspects that have not been addressed sufficiently so far. These … Read more

Feeder Routing for Air-to-Air Refueling Operations

We consider the problem of routing a fleet of feeders for civil air-to-air refueling operations. In the air-to-air refueling problem, a fixed set of cruisers requires refueling by a fleet of feeders at fixed locations and fixed points in time. A typical objective function is to minimize the fuel consumption or the total number of … Read more