Related papers: The Stochastic Bilevel Continuous Knapsack Problem…
An instance of the multiperiod binary knapsack problem (MPBKP) is given by a horizon length $T$, a non-decreasing vector of knapsack sizes $(c_1, \ldots, c_T)$ where $c_t$ denotes the cumulative size for periods $1,\ldots,t$, and a list of…
In this paper,we mainly focus on the numerical solution of high-dimensional stochastic optimal control problem driven by fully-coupled forward-backward stochastic differential equations (FBSDEs in short) through deep learning. We first…
Motivated by applications where impatience is pervasive and evaluation times are uncertain, we study a selection model where options may expire at an unknown point in time and evaluation times are stochastic. Initially, the decision-maker…
We consider a distributed computing network consisting of a master and multiple workers processing tasks of different types. The master is running multiple applications. Each application stochastically generates real-time jobs with a strict…
In this paper, we study the following robust optimization problem. Given an independence system and candidate objective functions, we choose an independent set, and then an adversary chooses one objective function, knowing our choice. Our…
This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…
This paper presents an algorithmic study of a class of covering mixed-integer linear programming problems which encompasses classic cover problems, including multidimensional knapsack, facility location and supplier selection problems. We…
This paper is concerned with the stochastic linear quadratic Stackelberg differential game with overlapping information, where the diffusion terms contain the control and state variables. Here the term "overlapping" means that there are…
The min-knapsack problem with compactness constraints extends the classical knapsack problem, in the case of ordered items, by introducing a restriction ensuring that they cannot be too far apart. This problem has applications in…
Evolutionary multi-objective algorithms have been widely shown to be successful when utilized for a variety of stochastic combinatorial optimization problems. Chance constrained optimization plays an important role in complex real-world…
This study introduces an optimal mechanism in a dynamic stochastic knapsack environment. The model features a single seller who has a fixed quantity of a perfectly divisible item. Impatient buyers with a piece-wise linear utility function…
The assortment planning problem is a central piece in the revenue management strategy of any company in the retail industry. In this paper, we study a robust assortment optimization problem for substitutable products under a sequential…
In the incremental knapsack problem ($\IK$), we are given a knapsack whose capacity grows weakly as a function of time. There is a time horizon of $T$ periods and the capacity of the knapsack is $B_t$ in period $t$ for $t = 1, \ldots, T$.…
Stochastic optimization is a widely used approach for optimization under uncertainty, where uncertain input parameters are modeled by random variables. Exact or approximation algorithms have been obtained for several fundamental problems in…
In this study, we consider a class of linear matroid interdiction problems, where the feasible sets for the upper-level decision-maker (referred to as a leader) and the lower-level decision-maker (referred to as a follower) are induced by…
In real-time systems, in addition to the functional correctness recurrent tasks must fulfill timing constraints to ensure the correct behavior of the system. Partitioned scheduling is widely used in real-time systems, i.e., the tasks are…
In this paper, we study the stochastic unbounded min-knapsack problem ($\textbf{Min-SUKP}$). The ordinary unbounded min-knapsack problem states that: There are $n$ types of items, and there is an infinite number of items of each type. The…
Many systems have to be maintained while the underlying constraints, costs and/or profits change over time. Although the state of a system may evolve during time, a non-negligible transition cost is incured for transitioning from one state…
We consider discrete bilevel optimization problems where the follower solves an integer program with a fixed number of variables. Using recent results in parametric integer programming, we present polynomial time algorithms for pure and…
A variant of the classical knapsack problem is considered in which each item is associated with an integer weight and a qualitative level. We define a dominance relation over the feasible subsets of the given item set and show that this…