activity
20172022
most citedDelivery by Drones with Arbitrary Energy Consumption Models: A New Formulation Approach

2 citations · 2 across the 1 of their papers we have counts for

collaborators

6 papers

math.OC2022★ 2 cited

Delivery by Drones with Arbitrary Energy Consumption Models: A New Formulation Approach

Amir Ahmadi-Javid, Mahla Meskar

This paper presents a new approach for formulating the delivery problem by drones with general energy consumption models where the drones visit a set of places to deliver parcels t…

math.OC2018

Location and Capacity Planning of Facilities with General Service-Time Distributions Using Conic Optimization

Amir Ahmadi-Javid, Oded Berman, Pooya Hoseinpour

This paper studies a stochastic congested location problem in the network of a service system that consists of facilities to be established in a finite number of candidate location…

stat.AP2017

Remarks on Bayesian Control Charts

Amir Ahmadi-Javid, Mohsen Ebadi

There is a considerable amount of ongoing research on the use of Bayesian control charts for detecting a shift from a good quality distribution to a bad quality distribution in uni…

math.OC2017

Convexification of Queueing Formulas by Mixed-Integer Second-Order Cone Programming: An Application to a Discrete Location Problem with Congestion

Amir Ahmadi-Javid, Pooya Hoseinpour

Mixed-Integer Second-Order Cone Programs (MISOCPs) form a nice class of mixed-inter convex programs, which can be solved very efficiently due to the recent advances in optimization…

stat.AP2017

Economic Design of Memory-Type Control Charts: The Fallacy of the Formula Proposed by Lorenzen and Vance (1986)

Amir Ahmadi-Javid, Mohsen Ebadi

The memory-type control charts, such as EWMA and CUSUM, are powerful tools for detecting small quality changes in univariate and multivariate processes. Many papers on economic des…

q-fin.PM2017

Portfolio Optimization with Entropic Value-at-Risk

Amir Ahmadi-Javid, Malihe Fallah-Tafti

The entropic value-at-risk (EVaR) is a new coherent risk measure, which is an upper bound for both the value-at-risk (VaR) and conditional value-at-risk (CVaR). As important proper…