We consider a multi-portfolio optimization problem where nonlinear market impact costs result in a strong dependency of one account's performance on the trading activities of other accounts. We develop a novel target-oriented model that jointly optimizes the rebalancing trades and split of...

Throughout the last years, open big data has brought many challenges and revealed much potential for transportation research. In this study, we show how large open datasets can be used to accurately estimate the accessibility of transportation infrastructure for whole China, a scale...

The application of revenue management in airlines, mainly driven by profitability seeking and an increased competition, has led to the evolution of so-called booking ploys, where passengers exploit technical loopholes to reduce their ticket fares significantly. One of these booking ploys is...

The COVID-19 pandemic can be considered an unparalleled disruption to the aviation industry in the last century. Starting with an at-that-time inconceivable reduction in the number of flights from March 2020 to May 2020, the aviation industry has been trying to navigate through and out of the...

Basic Concepts -- Regular Performance Measures -- Irregular Performance Measures -- Stochastic Machine Breakdowns -- Optimal Stopping Problems -- Multi-armed Bandit Processes -- Dynamic Policies -- Stochastic Scheduling with Incomplete Information -- Optimal Policies in Time-varying Scheduling...

The recycling of used lithium-ion batteries can undoubtedly bring enormous environmental and economic benefits. However, most researchers paid attention to the leaching and seldom the separation of valuable metals in waste LiNixCoyMnzO2 cathode materials. From the perspective of the raw...

We consider dynamic capacity booking problems faced by multiple manufacturers each outsourcing certain operations to a common third-party firm. Each manufacturer, upon observing the current state of the third-party schedule, books capacity with the objective to jointly minimize holding costs...

We consider an entrepreneur (she) designing a reward-based crowdfunding campaign to fund an innovative product when facing a potential competitor (he), who may compete with her in the consumer market by developing a similar product. The innovative product's quality is private information of the...

This paper explores the use of Initial Coin Offerings (ICOs) as a means of fundraising for companies through the issuance of blockchain-based tokens. Specifically, we investigate how a company can implement ICOs and issue tokens supported by its products while taking into account the presence of...