This study investigates sequential appointment scheduling with service criteria. It uses a constraint-based approach with service criteria bounded in a constraint set in contrast to the more typical weighted linear objective function. Properties are derived and a sequential scheduling algorithm...

Three new bounds for periodicity theorems on the unbounded Knapsack problem are developed. Periodicity theorems specify when it is optimal to pack one unit of the best item (the one with the highest profit-to-weight ratio). The successive applications of periodicity theorems can drastically...

We present a method to solve the free-boundary problem that arises in the pricing of classical American options. Such free-boundary problems arise when one attempts to solve optimal-stopping problems set in continuous time. American option pricing is one of the most popular optimal-stopping...