23 citations · 51 across the 13 of their papers we have counts for
17 papers
Intermittency for the parabolic Anderson model on spaces with sub-Gaussian heat kernel estimates
Fabrice Baudoin, Hongyi Chen, Li Chen +1
We study the parabolic Anderson model on an unbounded Ahlfors -regular Dirichlet metric measure space whose heat kernel satisfies two-sided sub-…
Analyzing changes in optimal variables in linear programming with uncertain parameters
Baptiste Istace, Guillaume Derval, Bardhyl Miftari +1
Linear problems often include many parameters that may be uncertain. Sensitivity analysis studies how these parameters impact optimal values. Instead of analyzing the objective fun…
Bayesian Inference for Estimating Generation Costs in Electricity Markets
Matthias Pirlet, Adrien Bolland, Alexandre Huynen +3
Estimating generation costs from observed electricity market data is essential for market simulation, strategic bidding, and system planning. To that end, we model the relationship…
Investigating the Monte-Carlo Tree Search Approach for the Job Shop Scheduling Problem
Laurie Boveroux, Damien Ernst, Quentin Louveaux
The Job Shop Scheduling Problem (JSSP) is a well-known optimization problem in manufacturing, where the goal is to determine the optimal sequence of jobs across different machines…
Efficient LP warmstarting for linear modifications of the constraint matrix
Guillaume Derval, Bardhyl Miftari, Damien Ernst +1
We consider the problem of computing the optimal solution and objective of a linear program under linearly changing linear constraints. The problem studied is given by $\min c^t x…
Sensitivity analysis for linear changes of the constraint matrix of a (mixed-integer) linear program
Guillaume Derval, Damien Ernst, Quentin Louveaux +1
Understanding how the optimal value of an optimisation problem changes when its input data is modified is an old question in mathematical optimisation. This paper investigates the…