Optimal stopping problems constitute a pivotal area in applied mathematics and statistics, where the objective is to determine the most opportune moment to terminate a stochastic process in order to ...

昂贵优化问题(Expensive Optimization Problem，EOP)是指在评估待选解决方案时，需要付出昂贵甚至难以承担的成本的一类最优化问题。随着社会的不断进步，以及智慧城市、物联网、大数据时代等带来的新兴挑战，更高效地解决EOP问题正成为推动各领域繁荣发展的必要 ...

Optimal control problems and variational inequalities form a rich interdisciplinary area that bridges the disciplines of mathematical analysis, numerical methods and engineering applications. At its ...

In this paper we consider a method of solving optimal stopping problems in discrete and continuous time based on their dual representation. A novel and generic simulation-based optimization algorithm ...

Over the course of my 25-year career in the mathematical optimization software industry, I’ve lost count of how many times I’ve been asked this question: “Can you tell me what mathematical ...

Bicycle sharing systems have become an attractive option to alleviate traffic in congested cities. However, rebalancing the number of bikes at each port as time passes is essential, and finding the ...

An optimization problem is one where you have to make the best decision (choose the best investments, minimize your company’s costs, find the class schedule with the fewest morning classes, or so on).

Quay crane efficiency is the key bottleneck for container port productivity. An important issue of container terminal optimization is the quay crane double-cycling problem (QCDCP). For the simple ...