Testing a given matrix for membership in the family of Bernoulli matrices is a longstanding problem, the many applications of Bernoulli vectors in computer science, finance, medicine, and operations research emphasize its practical relevance. A novel approach towards this problem was taken by [Fiebig et al., 2017] for lowdimensional settings d
We investigate methods to solve the maximum-reliability stochastic network interdiction problem (SNIP). In this problem, a defender interdicts arcs on a directed graph to minimize an attacker’s probability of undetected traversal through the network. The attacker’s origin and destination are unknown to the defender and assumed to be random. SNIP can be formulated as a … Read more
We study the problem of a retailer that maximizes profit through joint replenishment, pricing and removal decisions. This problem is motivated by the observation that retailers usually retain rights to remove inventory from their network either by returning it to the suppliers or through liquidation in the face of random demand and capacity constraints. We … Read more
This paper provides a framework for deriving payment mechanisms for intermittent, flexible and inflexible electricity generators who are dispatched according to the optimal solution of a stochastic program that minimizes the expected cost of generation plus deviation. The first stage corresponds to a pre-commitment decision, and the second stage corresponds to real-time generation that adapts … Read more
In this paper, we introduce the Glider Routing and Trajectory Optimisation Problem (GRTOP), the problem of finding simultaneously optimal routes and trajectories for a fleet of gliders with the aim of surveying a set of locations. We propose a novel Mixed-Integer Nonlinear Programming (MINLP) formulation for the GRTOP, which simultaneously optimises the routes as well … Read more
Problem instances found in the literature that are used in computational studies of the resource constrained project scheduling problem, typically include only a few resources. In some practical applications, however, the number of resources may be significantly higher. In this paper, problem instances with a large number of resources are considered and a Benders decomposition … Read more
We address the multi container loading problem of a company that has to serve its customers by first putting the products on pallets and then loading the pallets into trucks. We approach the problem by developing and solving integer linear models. To be useful in practice, our models consider three types of constraints: geometric constraints, … Read more
Same-day delivery of online orders is becoming an indispensable service for large retailers. We explore an environment in which in-store customers supplement company drivers and can take on the task of delivering online orders on their way home. Because online orders as well as in-store customers willing to make deliveries arrive throughout the day, it … Read more
We propose a Fully Polynomial-Time Approximation Scheme (FPTAS) for stochastic dynamic programs with multidimensional action, scalar state, convex costs and linear state transition function. The action spaces are polyhedral and described by parametric linear programs. This type of problems finds applications in the area of optimal planning under uncertainty, and can be thought of as … Read more
We study disruptions at a major airport. Disruptions could be caused by bad weather, for example. Our study is from the perspective of the airport, the air services provider (such as air traffic control) and the travelling public, rather than from the perspective of a single airline. Disruptions cause flights to be subjected to ground … Read more