We revisit a service provider's problem to match supply and demand via an online appointment system such as a doctor in the health care sector. We identify in a survey that an extensive set of available appointments leads to significantly less demand because customers infer a lower quality of...

Operations research requires models that unambiguously define problems and support the generation and presentation of solution methodology. In the field of dynamic routing, capturing the joint evolution of complex sequential routing decisions and stochastic information is challenging, leading to...

The last mile delivery is particularly challenging for stochastic deliveries with narrow time windows. This topic is timely due to the rise of e-commerce and courier type services and the impacts of fleet size and vehicle type on delivery costs. A novel contribution of this research is to...

We present a problem motivated by discussions with Colombian e-commerce platforms for agri-food products. In regular time intervals (periods), the platforms collect groceries from local farmers and stores them at a warehouse to distribute them to local customers. The supply quantities and prices...

In this paper we develop a framework to analyze stochastic dynamic optimization problems in discrete time. We obtain new results about the existence and uniqueness of solutions to the Bellman equation through a notion of Banach contractions that generalizes known results for Banach and local...

This paper presents the construction of a particle filter, which incorporates elements inspired by genetic algorithms, in order to achieve accelerated adaptation of the estimated posterior distribution to changes in model parameters. Specifically, the filter is designed for the situation where...

We introduce a novel simulated certainty equivalent approximation (SCEQ) method for solving dynamic stochastic problems. Our examples show that SCEQ can quickly solve high-dimensional finite- or infinite-horizon, stationary or non- stationary dynamic stochastic problems with hundreds of state...