This report presents and proposes several methods to improve the capacity of generalization of the learning algorithms in a context of financial decision-making. These methods, overall, aim at controlling the capacity of the learning algorithms in order to limit the problem of the over-training,...

We consider a scenario in which a large equipment manufacturer wishes to outsource the work involved in repairing purchased goods while under warranty. Several external service vendors are available for this work. We develop models and analyses to support decisions concerning how responsibility...

The idea of price-directed control is to use an operating policy that exploits optimal dual prices from a mathematical programming relaxation of the underlying control problem. We apply it to the problem of replenishing inventory to subsets of products/locations, such as in the distribution of...