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Designing fare systems for public transportation networks is a challenging task. A popular approach is to partition the network into fare zones (``zoning'') and fix journey prices depending on the number of traversed zones (``pricing''). In…
Optimization of non-convex loss surfaces containing many local minima remains a critical problem in a variety of domains, including operations research, informatics, and material design. Yet, current techniques either require extremely high…
The orienteering problem is a well-studied and fundamental problem in transportation science. In the problem, we are given a graph with prizes on the nodes and lengths on the edges, together with a budget on the overall tour length. The…
This paper concerns the numerical solution of the finite-horizon Optimal Investment problem with transaction costs under Potential Utility. The problem is initially posed in terms of an evolutive HJB equation with gradient constraints. In…
Given an n-vertex graph G, a drawing of G in the plane is a mapping of its vertices into points of the plane, and its edges into continuous curves, connecting the images of their endpoints. A crossing in such a drawing is a point where two…
Off-policy evaluation (OPE) is the problem of estimating the value of a target policy from samples obtained via different policies. Recently, applying OPE methods for bandit problems has garnered attention. For the theoretical guarantees of…
This paper analyzes the problem of starting and stopping a Cox-Ingersoll-Ross (CIR) process with fixed costs. In addition, we also study a related optimal switching problem that involves an infinite sequence of starts and stops. We…
The key issue in importance sampling is the choice of the alternative sampling distribution, which is often chosen from the exponential tilt family of the underlying distribution. However, when the problem exhibits certain kind of…
In this work, we study a new approach to optimizing the margin distribution realized by binary classifiers. The classical approach to this problem is simply maximization of the expected margin, while more recent proposals consider…
Combinatorial optimization is considered a promising class of problems in which quantum computers can show significant advantages. However, problems of practical relevance typically have more variables than current or foreseeable quantum…
This report is an introduction to transcription methods for trajectory optimization techniques. The first few sections describe the two classes of transcription methods (shooting \& simultaneous) that are used to convert the trajectory…
Ports, warehouses and courier services have to decide online how an arriving task is to be served in order that cost is minimized (or profit maximized). These operators have a wealth of historical data on task assignments; can these data be…
We consider a new approach to portfolio selection in presence of transaction costs which allows to map the problem into one without costs. The proposed approach connects all the quantities of interest to exit times and probabilities to…
In the online bin packing problem, a sequence of items is revealed one at a time, and each item must be packed into an available bin instantly upon its arrival. In this paper, we revisit the problem under a setting where the total number of…
Overconservatism has long been recognized as a major issue with robust optimization, despite its key advantages of tractability, performance guarantee, and limited information. To address this issue, a new criterion is proposed that can…
In the knapsack problem under explorable uncertainty, we are given a knapsack instance with uncertain item profits. Instead of having access to the precise profits, we are only given uncertainty intervals that are guaranteed to contain the…
Optimal transport (OT) is a powerful geometric and probabilistic tool for finding correspondences and measuring similarity between two distributions. Yet, its original formulation relies on the existence of a cost function between the…
We investigate the Optimal Obstacle Placement (OOP) problem under uncertainty, framed as the dual of the Optimal Traversal Path problem in the Stochastic Obstacle Scene paradigm. We consider both continuous domains, discretized for…
The operation of open-cast lignite mines is a large intervention in nature, making the areas uninhabitable even after closing the mines without renaturation processes. Renaturation of these large areas requires a regional planning process…
The stable allocation problem is one of the broadest extensions of the well-known stable marriage problem. In an allocation problem, edges of a bipartite graph have capacities and vertices have quotas to fill. Here we investigate the case…