In stochastic optimal control the distribution of the exogenous noise is typically unknown and must be inferred from limited data before dynamic programming (DP)-based solution schemes can be applied. If the conditional expectations in the DP recursions are estimated via kernel regression, however, the historical sample paths enter the solution procedure directly as they determine … Read more
We present an exact method, based on an arc-flow formulation with side constraints, for solving bin packing and cutting stock problems — including multi-constraint variants — by simply representing all the patterns in a very compact graph. Our method includes a graph compression algorithm that usually reduces the size of the underlying graph substantially without … Read more
We consider the information relaxation approach for calculating performance bounds for stochastic dynamic programs (DPs), following Brown, Smith, and Sun (2010). This approach generates performance bounds by solving problems with relaxed nonanticipativity constraints and a penalty that punishes violations of these nonanticipativity constraints. In this paper, we study DPs that have a convex structure and … Read more
Routing problems stand among the hardest combinatorial problems to find high quality bounds or to prove new optimal solutions. In this thesis, we tackle the Capacitated Arc Routing Problem (CARP) and the Generalized Vehicle Routing Problem (GVRP). For both problems, there are a set of customers spread over a given graph, where each customer has … Read more
Motivated by situations in which independent agents, or players, wish to cooperate in some uncertain endeavor over time, we study dynamic linear programming games, which generalize classical linear production games to multi-period settings under uncertainty. We specifically consider that players may have risk-averse attitudes towards uncertainty, and model this risk aversion using coherent conditional risk … Read more
In this paper we show that for concave piecewise linear exchange economies every competitive equilibrium satisfies the property that the competitive allocation is a non-symmetric Nash bargaining solution with weights being the initial income of individual agents evaluated at the equilibrium price vector. We prove the existence of competitive equilibrium for concave piecewise linear exchange … Read more
We give a comprehensive theoretical treatment for calculating the viewshed of a given point, present an analytical solution to the viewshed problem and a new algorithm for finding the viewshed on a triangulated terrain. We implement our algorithm on a real terrain. Some algorithms make use of the horizon information of the terrain to calculate … Read more
We introduce a new flexible Inexact-Restoration (IR) algorithm and an application to problems with multiobjective constraints (MOCP) under the weighted-sum scalarization approach. In IR methods each iteration has two phases. In the first phase one aims to improve the feasibility and, in the second phase, one minimizes a suitable objective function. This is done in … Read more
In this paper we address a deterministic scheduling problem in which two agents compete for the usage of a single machine. Each agent decides on a fixed order to submit its tasks to an external coordination subject, who sequences them according to a known priority rule. We consider the problem from different perspectives. First, we … Read more
We consider a three-tier architecture for mobile and pervasive computing scenarios, consisting of a local tier of mobile nodes, a middle tier (cloudlets) of nearby computing nodes, typically located at the mobile nodes access points but characterized by a limited amount of resources, and a remote tier of distant cloud servers, which have practically infinite … Read more