Related papers: Stability Constrained Optimal Vessel Loading
An optimal control problem for longitudinal motions of a thin elastic rod is considered. We suppose that a normal force, which changes piecewise constantly along the rod's length, is applied to the cross-section so that the positions of…
We study the load balanced capacitated vehicle routing problem (LBCVRP): the problem is to design a collection of tours for a fixed fleet of vehicles with capacity Q to distribute a supply from a single depot between a number of predefined…
In this note we consider the maximization of the expected terminal wealth for the setup of quadratic transaction costs. First, we provide a very simple probabilistic solution to the problem. Although the problem was largely studied, as far…
In this paper, we consider a chance-constrained formulation of the optimal power flow problem to handle uncertainties resulting from renewable generation and load variability. We propose a tuning method that iterates between solving an…
We introduce capital flow constraints, loss of good will and loan to the lot sizing problem. Capital flow constraint is different from traditional capacity constraints: when a manufacturer launches production, its present capital should not…
We study a robust utility maximization problem in the case of an incomplete market and logarithmic utility with general stochastic constraints, not necessarily convex. Our problem is equivalent to maximizing of nonlinear expected…
We construct Two-Point Flux Approximation (TPFA) finite volume schemes to solve the quadratic optimal transport problem in its dynamic form, namely the problem originally introduced by Benamou and Brenier. We show numerically that these…
In the statistical problem of denoising, Bayes and empirical Bayes methods can "overshrink" their output relative to the latent variables of interest. This work is focused on constrained denoising problems which mitigate such phenomena. At…
In this paper we study a revenue maximization problem for optical routing nodes. We model the routing node as a single server polling model with the aim to assign visit periods (service windows) to the different stations (ports) such that…
This paper connects discrete optimal transport to a certain class of multi-objective optimization problems. In both settings, the decision variables can be organized into a matrix. In the multi-objective problem, the notion of Pareto…
We consider hedging of a contingent claim by a 'semi-static' strategy composed of a dynamic position in one asset and static (buy-and-hold) positions in other assets. We give general representations of the optimal strategy and the hedging…
We study, numerically and analytically, the forced transport of deformable containers through a narrow constriction. Our central aim is to quantify the competition between the constriction geometry and the active forcing, regulating whether…
The paper examines how reinsurance can be used to strike a balance between expected profit and VaR/CVaR risk. Conditions making truncated stop loss contracts optimal are derived, and it is argued that those are usually satisfied in…
We develop a mathematical theory of entropic regularisation of unbalanced optimal transport problems. Focusing on static formulation and relying on the formalism developed for the unregularised case, we show that unbalanced optimal…
Directional motion towards a specified destination is a common occurrence in physical processes and human societal activities. Utilizing this prior information can significantly improve the control and predictive performance of system…
We study the existence of weak solutions to the two-phase model of crowd motion. The model encompasses the flow in the uncongested regime (compressible) and the congested one (incompressible) with the free boundary separating the two…
This paper introduces a novel theoretical framework and a suite of highly efficient, parallelizable algorithms for solving the large-scale multicommodity flow (MCF) feasibility problem. We reframe the classical constraint-satisfaction…
We study optimization problems for partially hinged rectangular plates, modeling bridge roadways, in the presence of real and artificial obstacles. Real obstacles represent structural constraints to avoid, while artificial ones are…
We consider variational problems that model the bending behavior of curves that are constrained to belong to given hypersurfaces. Finite element discretizations of corresponding functionals are justified rigorously via Gamma-convergence.…
A necessary and sufficient condition for linear stability of inviscid parallel shear flow is formulated by a novel variational method, where the velocity profile is assumed to be monotonic and analytic. Unstable eigenvalues of the Rayleigh…