Related papers: Payment Scheduling in the Interval Debt Model
This paper considers parallel machine scheduling with incompatibilities between jobs. The jobs form a graph and no two jobs connected by an edge are allowed to be assigned to the same machine. In particular, we study the case where the…
We study financial networks with debt contracts and credit default swaps between specific pairs of banks. Given such a financial system, we want to decide which of the banks are in default, and how much of their liabilities can these…
Consider oriented graph nodes requiring periodic visits by a service agent. The agent moves among the nodes and receives a payoff for each completed service task, depending on the time elapsed since the previous visit to a node. We consider…
We study an optimal dividend problem under a bankruptcy constraint. Firms face a trade-off between potential bankruptcy and extraction of profits. In contrast to previous works, general cash flow drifts, including Ornstein--Uhlenbeck and…
In this paper we study the problem of discovering a timeline of events in a temporal network. We model events as dense subgraphs that occur within intervals of network activity. We formulate the event-discovery task as an optimization…
We consider a fundamental integer programming (IP) model for cost-benefit analysis flood protection through dike building in the Netherlands, due to Verweij and Zwaneveld. Experimental analysis with data for the Ijsselmeer lead to integral…
In this paper, we tackle the problem of multi-cell resource scheduling, where the objective is to maximize the weighted sum-rate through inter-cell interference coordination (ICIC). The blanking method is used to mitigate the inter-cell…
The paper aims at the development of an apparatus for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems (that is, problems of optimal control of SP systems) considered on the infinite…
We propose a hybrid physics-informed machine learning framework to approximate invariant manifolds (IMs) of discrete-time dynamical systems driven by exogenous autonomous dynamics (exosystems). Such systems appear in applications ranging…
In this paper, we consider the problem of scheduling jobs on parallel identical machines, where the processing times of jobs are uncertain: only interval bounds of processing times are known. The optimality criterion of a schedule is the…
We study classical deadline-based preemptive scheduling of tasks in a computing environment equipped with both dynamic speed scaling and sleep state capabilities: Each task is specified by a release time, a deadline and a processing volume,…
We study the Parallel Task Scheduling problem $Pm|size_j|C_{\max}$ with a constant number of machines. This problem is known to be strongly NP-complete for each $m \geq 5$, while it is solvable in pseudo-polynomial time for each $m \leq 3$.…
Modern manufacturing systems must meet hard delivery deadlines while coping with stochastic task durations caused by process noise, equipment variability, and human intervention. Traditional deterministic schedules break down when reality…
We study financial systems from a game-theoretic standpoint. A financial system is represented by a network, where nodes correspond to firms, and directed labeled edges correspond to debt contracts between them. The existence of cycles in…
We study the formation of an optimal interbank network in a model where banks control both their supply of liquidity, through cash reserves, and their exposures to other banks' risky projects. The value of each bank's project may suddenly…
The problem of attaining energy efficiency in distributed systems is of importance, but a general, non-domain-specific theory of energy-minimal scheduling is far from developed. In this paper, we classify the problems of energy-minimal…
Inventory management, vehicle routing, and delivery scheduling decisions are simultaneously considered in the context of the inventory routing problem. This paper focuses on the continuous-time version of this problem where, unlike its more…
We consider the problem of determining a sequence of payments among a set of entities that clear (if possible) the liabilities among them. We formulate this as an optimal control problem, which is convex when the objective function is, and…
This paper considers the problem of scheduling jobs on single and parallel machines where all the jobs possess different processing times but a common due date. There is a penalty involved with each job if it is processed earlier or later…
This paper studies the fundamental problem of how to reroute $k$ unsplittable flows of a certain demand in a capacitated network from their current paths to their respective new paths, in a congestion-free manner and fast. This scheduling…