This paper considers a multi-agent optimal investment problem with conservative sentiments in an incomplete market by a BSDE approach. Particularly, we formulate the conservative sentiments of the agents by a sup-inf/inf-sup problem where we take infimum on a choice of a probability measure and...

Kriging is a popular method for estimating the global optimum of a simulated system. Kriging approximates the input/output function of the simulation model. Kriging also estimates the variances of the predictions of outputs for input combinations not yet simulated. These predictions and their...

We study a Coordinated clinic and surgery Appointment Scheduling (CAS) problem for advance scheduling of surgical patients. Our models seek to provide timely access to care by coordinating clinic and surgery appointments to ensure that patients can see a surgeon in the clinic and (if needed)...