Research
Research
Research
Research
2,537+ open-access research outputs.
We consider the problem of finding the (unique) minimal Walrasian equilibrium price in multi-item, multi-unit auction models: there are multiple indivisible items for sale, with several units of each …
Let $\mathcal{OP}_n$ be the monoid of all orientation-preserving full transformations on $X_n=\{1,\dots, n\}$ with the natural order. For $\alpha \in \mathcal{OP}_n$, let $F(\alpha)=\{y\in X_n: y\alph…
We show that finite-energy weak solutions to the incompressible Navier--Stokes equations on a three-dimensional bounded smooth domain are regular up to the boundary, provided that the $L^4_tL^4_x$-nor…
We study the fair capacitated vehicle routing problem, in which a fleet of vehicles must serve a set of customers such that the difference between the longest and shortest route, the range, is minimiz…
Two-stage stochastic integer programs provide a powerful framework for modeling decision-making under uncertainty, but they are notoriously difficult to solve at scale due to their high dimensionality…
Selecting which products to display and at what prices is a central decision in retail and e-commerce operations. In many applications, these two choices must be made jointly under limited display cap…
Future inverter-dominated power systems feature higher variability and more stressed operating conditions, which motivates the consideration of stability in operational settings. Existing approaches t…
Although shared rides have the potential to increase vehicle utilization and reduce congestion and emissions, these benefits depend heavily on ridesharing platforms' ability to match riders effectivel…
Temporal dependencies between customer visits, such as synchronization constraints, pose a fundamental challenge in vehicle routing. These dependencies, which arise in applications such as home health…
This paper studies an online trading variant of the classical secretary problem, called secretary problem variant trading (SPVT), from the perspective of an intermediary who facilitates trade between …
For a simple graph $G$ with $n$ vertices, let $A_G$ denote the adjacency matrix of $G$, and let $\lambda_1(G) \geq \lambda_2(G) \geq \dots \geq \lambda_n(G)$ be its eigenvalues. For an integer $p \geq…
We develop a stochastic free-boundary model of housing tenure decisions in markets with high mobility risk, such as areas near military installations. Housing prices and rents follow correlated diffus…
Optimized charging of electric vehicles (EVs) at public locations consists of two decisions: how much energy to deliver at what times, which is continuous, and where to plug in, which is binary. This …
We present a mathematical model of a market with $m$ shares traded across $n$ investor groups, each one with similar motivations and trading strategies. The market of each asset consists of a fixed am…
In this work, we study a single-machine scheduling problem that aims at minimizing the total cost of a schedule subject to start-time dependent costs. This framework naturally captures scenarios where…
In continuous-time portfolio selection for non-concave utility functions, the martingale duality approach is widely adopted in complete markets, while the dynamic programming approach may sometimes le…
The relationship between demand and prices of a set of products can be modeled as a linear mapping from logarithmic price changes to logarithmic changes in demand. We consider the problem of estimatin…
Electric car-sharing systems are pivotal for sustainable urban mobility, but their strategic design is complicated by operational constraints, particularly those arising from the charging needs of ele…
We study the finite mutually exclusive outcome version of risk-constrained Kelly optimization with explicit state prices. The market has outcome probabilities $p_i>0$, state prices $q_i>0$, terminal w…
These personal reminiscences of the great Russian mathematician Sergey K. Godunov (1929-2023) arose from a request by his daughter, Ekaterina, to contribute a piece to a book she is writing about her …
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