The multi-commodity network flow problem (MCNF) consists in routing a set of commodities through a capacitated network at minimum cost and is relevant for routing containers in liner shipping networks. As commodity transit times are often a critical factor, the literature has introduced hard...

Spanish Abstract: El proceso de toma de decisiones que implique optimizar recorridos, ya sea de reparto de mercancías, servicios de mensajerías, circuitos turísticos, entre otros, es por lo general una tarea difícil. Aparece aquí uno de los problemas que ha sido y continúa siendo, un reto...

While single-level Nash equilibrium problems are quite well understood nowadays, less is known about multi-leader multi-follower games. However, these have important applications, e.g., in the analysis of electricity and gas markets, where often a limited number of firms interacts on various...

Assortment optimization is an important problem in revenue management arising in industries such as online advertising, retailing and airline ticketing. We study assortment optimization under an arbitrary mixture of multi-nomial logit (MNL) models, when the universe of products is dense. In...

In a discrete-time setting, we study arbitrage concepts in the presence of convex trading constraints. We show that solvability of portfolio optimization problems is equivalent to absence of arbitrage of the first kind, a condition weaker than classical absence of arbitrage opportunities. We...

Hard lockdowns have left policymakers to face the ethical dilemma of choosing between saving lives and saving the economy. However, massive testing could have helped to respond more effectively to COVID-19 crisis. In this paper, we study the trade-off between infection control, lockdown and...

Many aspects of social welfare are intrinsically multidimensional. Composite indices at-tempting to reduce this complexity to a unique measure abound in many areas of economics and public policy. Comparisons based on such measures depend, sometimes critically, on how the different dimensions of...

We study a multi-player stochastic differential game, where agents interact through their joint price impact on an asset that they trade to exploit a common trading signal. In this context, we prove that a closed-loop Nash equilibrium exists if the price impact parameter is small enough....

We propose in this report decisive and constructive responses to critical appraisals of the Agenda 2030, the Sustainable Development Goals, and the EU taxonomy. The lack of transparency and accountability plaguing these vitally important efforts can be rectified by means of systematic...

Labor is a critical resource for the functionality of supply chain networks. Without labor, products cannot be produced, transported, stored, and distributed to consumers at demand markets. Disruptions to labor in the COVID-19 pandemic have further highlighted its importance with many companies...