Related papers: A multi-objective multi-item solid transportation …
In This paper we present a genetic algorithm for the multi-pickup and delivery problem with time windows (m-PDPTW). The m-PDPTW is an optimization vehicles routing problem which must meet requests for transport between suppliers and…
The calibration of volatility models from observable option prices is a fundamental problem in quantitative finance. The most common approach among industry practitioners is based on the celebrated Dupire's formula [6], which requires the…
We provide a survey of recent results on model calibration by Optimal Transport. We present the general framework and then discuss the calibration of local, and local-stochastic, volatility models to European options, the joint VIX/SPX…
Consider the problem of optimally matching two measures on the circle, or equivalently two periodic measures on the real line, and suppose the cost of matching two points satisfies the Monge condition. We introduce a notion of locally…
Consider a transportation problem with sets of sources and sinks. There are profits and prices on the edges. The goal is to maximize the profit while meeting the following constraints; the total flow going out of a source must not exceed…
Many research has been conducted about quadratic programming and inverse optimization. In this paper we present the combination aspect of these subjects, applying on transportation problem. First, we obtain the inverse form of quadratic…
Handling loosely placed objects with robotic manipulators is a difficult task from the point of view of trajectory planning and control. This becomes even more challenging when the object to be handled is a container filled with liquid.…
The motion planning problem is a fundamental problem in robotics, so that every autonomous robot should be able to deal with it. A number of solutions have been proposed and a probabilistic one seems to be quite reasonable. However, here we…
The optimal transportation problem, first suggested by Gaspard Monge in the 18th century and later revived in the 1940s by Leonid Kantorovich, deals with the question of transporting a certain measure to another, using transport maps or…
We consider a variant of bin packing called multiple-choice vector bin packing. In this problem we are given a set of items, where each item can be selected in one of several $D$-dimensional incarnations. We are also given $T$ bin types,…
Fuzzy optimization deals with the problem of determining 'optimal'solutions of an optimization problem when some of the elements that appear in the problem are not precise. In real situations it is usual to have information, in systems…
Each individual investor is different, with different financial goals, different levels of risk tolerance and different personal preferences. From the point of view of investment management, these characteristics are often defined as…
Task allocation problems have traditionally focused on cost optimization. However, more and more attention is being given to cases in which cost should not always be the sole or major consideration. In this paper we study a fair task…
Optimal transport has recently started to be successfully employed to define misfit or loss functions in inverse problems. However, it is a problem intrinsically defined for positive (probability) measures and therefore strategies are…
We provide a solution to the problem of optimal transport by Brownian martingales in general dimensions whenever the transport cost satisfies certain subharmonic properties in the target variable, as well as a stochastic version of the…
The travelling thief problem (TTP) is a well-known multi-component optimisation problem that captures the interdependence between two components: the tour across cities and the packing of items. The packing while travelling problem (PWT) is…
In this paper studies the maximal covering location problem, assuming imprecise knowledge of all data involved. The considered problem is modeled from a fuzzy perspective producing suitable fuzzy Pareto solutions. Some properties of the…
We explore a multiple-stage variant of the min-max robust selection problem with budgeted uncertainty that includes queries. First, one queries a subset of items and gets the exact values of their uncertain parameters. Given this…
Using the growing volumes of vehicle trajectory data, it becomes increasingly possible to capture time-varying and uncertain travel costs in a road network, including travel time and fuel consumption. The current paradigm represents a road…
This paper considers theoretical solutions for path planning problems under non-probabilistic uncertainty used in the travel salesman problems under uncertainty. The uncertainty is on the paths between the cities as nodes in a travelling…