We consider a complex planning problem in integrated steel production. A sequence of coils of sheet metal needs to be color coated in consecutive stages. Different coil geometries and changes of colors necessitate time-consuming setup work. In most coating stages one can choose between two...

This paper presents an extraction and expansion approach for the graph coloring problem. The extraction phase transforms a large graph into a sequence of progressively smaller graphs by removing large independent sets from the graph. The expansion phase starts by generating an approximate...

We study the structural properties of Russian stock market by means of analysis of the corresponding market graph. For this graph we found the distribution of correlations, edge density, maximum cliques and maximum independent sets. We also study the evolution of the structural properties of the...

In this paper, we study the on-line version of maximum-weighted hereditary subgraph problems. In our on-line model, the final instance-graph (which has n vertices) is revealed in t clusters, 2 ≤ t ≤ n. We first focus on the on-line version of the following problem : finding a...

In this paper, we study the on-line version of maximum-weighted hereditary subgraph problems. In our on-line model, the final instance-graph (which has n vertices) is revealed in t clusters, 2 £ t £ n. We first focus on the on-line version of the following problem : finding a maximum-weighted...

We study a model where agents, located in a social network, decide whether to exert effort or not in experimenting with a new technology (or acquiring a new skill, innovating, etc.). We assume that agents have strong incentives to free ride on their neighbors' effort decisions. In the static...

Economic agents care about their relative well-being, and the comparisons are usually local. We capture this using a network model, in which an agent's payoff depends on the ranking of their allocation among their network neighbors. Given a network, an allocation is called α-stable if no...