We consider the carrier’s optimal bid generation problem in combinatorial auctions for
transportation procurement. Bidders (carriers) employ vehicle routing models to identify sets of …

We develop a robust portfolio selection model for tracking a market index using a subset of
its assets. The model is a 0–1 integer program that seeks to maximize similarity between …

Out-of-hospital cardiac arrest is a significant public health issue, and treatment, namely,
cardiopulmonary resuscitation and defibrillation, is very time sensitive. Public access …

Despite recent studies showing the impact of finance on rising income inequality in the USA,
few studies examine this effect from a comparative perspective. Drawing on the ‘Varieties of …

We propose a two-stage stochastic integer programming model for the winner determination
problem (WDP) in combinatorial auctions to hedge the shipper’s risk under shipment …

The restructuring of electricity markets around the world have caused increased volatility
and uncertainty of the price power. As a result, providers of power now face increased …

We review some mathematical programming models that capture the optimal bidding problem
that power producers face in day-ahead electricity auction markets. The models consider …

This book fills the need for an introductory book on linear programming that discusses the
important ways to mitigate parameter uncertainty. It includes two major ways of including …

We formulate and solve a risk parity optimization problem under a Markov regime-switching
framework to improve parameter estimation and to systematically mitigate the sensitivity of …

In this paper, we explore potential uses of generative AI models, such as ChatGPT, for
investment portfolio selection. Trusting investment advice from Generative Pre-Trained …