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math.OC2026
Cooperation in Conic Programming with Applications to Control, Production, and Portfolio
Miguel Martínez-Antón, Justo Puerto
We introduce the class of cooperative conic games, a new family of transferable utility games whose characteristic function can be computed by solving a conic optimization problem.…
math.OC2026
Exponential Conic Optimization for Multi-Regime Service System Design under Congestion and Tail-Risk Control
Víctor Blanco, Miguel Martínez-Antón, Justo Puerto
We study the design of single-facility service systems operating under multiple recurring regimes with service-level constraints on response times. Regime-dependent arrival and ser…