Index Policies and Performance Bounds for Dynamic Selection Problems

We consider dynamic selection problems, where a decision maker repeatedly selects a set of items from a larger collection of available items. A classic example is the dynamic assortment problem with demand learning, where a retailer chooses items to offer for sale subject to a display space constraint. The retailer may adjust the assortment over … Read more

The forwarder planning problem in a two-echelon network

This paper is motivated by the case of a forwarder in dealing with inland transportation planning from a seaport, where inbound containers from the sea are filled with pallets, which have different destinations in the landside. Although this forwarder does not have or control any vehicle, he is required to plan the assignment of containers … Read more

Tightness of a new and enhanced semidefinite relaxation for MIMO detection

In this paper, we consider a fundamental problem in modern digital communications known as multi-input multi-output (MIMO) detection, which can be formulated as a complex quadratic programming problem subject to unit-modulus and discrete argument constraints. Various semidefinite relaxation (SDR) based algorithms have been proposed to solve the problem in the literature. In this paper, we … Read more

A multi-period production and distribution optimization model for radiopharmaceuticals

This paper addresses the manufacturing and distribution of short-lived radio-pharmaceuticals which are mainly used in diagnostic imaging studies. We develop a mixed integer nonlinear optimization model that is flexible enough to capture the complex underlying nuclear physics of the production process of fludeoxyglucose (FDG), which is widely used in oncology and cardiology, as well as … Read more

Uniqueness and Multiplicity of Market Equilibria on DC Power Flow Networks

We consider uniqueness and multiplicity of market equilibria in a short-run setup where traded quantities of electricity are transported through a capacitated network in which power flows have to satisfy the classical lossless DC approximation. The firms face fluctuating demand and decide on their production, which is constrained by given capacities. Today, uniqueness of such … Read more

NeatWork, a tool for the design of gravity-driven water distribution systems for poor rural communities

NeatWork is an advanced optimization and simulation tool for the design of purely gravity-driven water distribution systems aiming at delivering clean water to poor rural communities. The exclusion of any adjustable devices, such as pumps and valves, for controlling pressures and flows is motivated by two main reasons: firstly, the system should be as simple … Read more

Energy Technology Environment Model with Smart Grid and Robust Nodal Electricity Prices

This paper deals with the modeling of power flow in a transmission grid within the multi-sectoral multi-energy long-term regional energy model ETEM-SG. This extension of the model allows a better representation of demand response for flexible loads triggered by nodal marginal cost pricing. To keep the global model in the realm of linear program- ming … Read more

Time inconsistency of optimal policies of distributionally robust inventory models

In this paper, we investigate optimal policies of distributionally robust (risk averse) inventory models. We demonstrate that if the respective risk measures are not strictly monotone, then there may exist infinitely many optimal policies which are not base-stock and not time consistent. This is in a sharp contrast with the risk neutral formulation of the … Read more

Robust Sensitivity Analysis for Linear Programming with Ellipsoidal Perturbation

Given an originally robust optimal decision and allowing perturbation parameters of the linear programming problem to run through a maximum uncertainty set controlled by a variable of perturbation radius, we do robust sensitivity analysis for the robust linear programming problem in two scenarios. One is to keep the original decision still robust optimal, the other … Read more