Abstract Firms compete in supply functions when they offer a schedule of prices and quantities into a market; for example, this occurs in many wholesale electricity markets. We stu...
In the dial-a-ride problem, users formulate requests for transportation from a specific origin to a specific destination. Transportation is carried out by vehicles providing a sha...
The multilevel generalized assignment problem (MGAP) is a variation of the generalized assignment problem, in which agents can execute tasks at different efficiency levels with di...
For a discrete-time finite-state Markov chain, we develop an adaptive importance sampling scheme to estimate the expected total cost before hitting a set of terminal states. This s...
Mixed-Integer Programs (MIP's) involving logical implications modelled through big-M coefficients, are notoriously among the hardest to solve. In this paper we propose and an...