In this paper, we consider the optimal strategies in asset allocation, consumption, and life insurance for a household with an exogenous stochastic income under a self-contagious market which is modeled by bivariate self-exciting Hawkes jump processes. By using the Hawkes process, jump...

In this paper, we study the capacitated multi-trip vehicle routing problem with time windows (CMTVRPTW) and its use in different scenarios, which have a common feature: vehicles can make multiple trips. This feature is widely used in the real world; not only can it reduce the number of vehicles...

Integrated single-vendor single-buyer problem has received a lot of attention as it is the building block for wider supply chains. This paper considers a manufacturing system in which a single manufacturer procures raw materials from a single supplier, processes them to produce finished...