In this paper, we first propose a portfolio management model where the objective is to balance equity and liability. The asset price dynamics includes both permanent and temporary price impact, where the permanent impact is a linear function of the cumulative trading amount and the temporary...

In radiofrequency (RF) ablation a needle-shaped probe is inserted into the patient’s body in order to heat and subsequently destroy the malignant tissue around the needle tip. The determination of the optimal probe position poses an intricate problem, as it requires the modelling of the tumour...

This paper first introduces an original trajectory model using B-splines and a new semi-infinite programming formulation of the separation constraint involved in air traffic conflict problems. A new continuous optimization formulation of the tactical conflict-resolution problem is then proposed....

The sales force deployment problem arises in many selling organizations. This complex planning problem involves the concurrent resolution of four interrelated subproblems: sizing of the sales force, sales representatives locations, sales territory alignment, and sales resource allocation. The...