This work investigates optimization techniques for a multi-period vehicle allocation problem with uncertain transportation requests revealed sequentially over a rolling horizon. Policies derived from deterministic scenarios are compared: they are generated either by simple heuristics, or by more...

This paper proposes a methodology to analyze the implications of the Advanced Measurement Approach (AMA) for the assessment of operational risk put forward by the Basel II Accord. The methodology relies on an integrated procedure for the construction of the distribution of aggregate losses,...

Package bids, i.e., bids on sets of items, are an essential aspect of combinatorial auctions. They can allow bidders to accurately express their preferences. However, bidders on packages consisting of few items are often unable to outbid provisionally winning bids on large packages. To resolve...

In general scheduling a sports league is a difficult combinatorial optimization problem. We study some variants of round robin tournaments and analyze the relationship with the planar three index assignment problem. The complexity of scheduling a round robin tournaments is settled by a reduction...