Research Output 1988 2020

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2020

A note on homomorphisms of Kneser hypergraphs

Bonomo, F., Dourado, M. C., Valencia-pabon, M. & Vera Lizcano, J., Feb 2020, In : Applied Mathematics and Computation. 366, 124764.

Research output: Contribution to journalArticleScientificpeer-review

Homomorphisms
Hypergraph
Subset
Pairwise
Disjoint

On interactive sequencing situations with exponential cost functions

Saavedra-Nieves, A., Schouten, J. & Borm, P., Jan 2020, In : European Journal of Operational Research. 280, p. 78-89

Research output: Contribution to journalArticleScientificpeer-review

Exponential functions
Cost functions
Sequencing
Cost Function
Cooperative Game

Trees with a large Laplacian eigenvalue multiplicity

Akbari, S., van Dam, E. & Fakharan, M., Feb 2020, In : Linear Algebra and its Applications. 586, p. 262-273

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Laplacian Eigenvalues
Largest Eigenvalue
Multiplicity
Algebraic Connectivity
Upper bound
2019

A multi-stage optimal control approach of durable goods pricing and the launch of new product generations

Seidl, A., Hartl, R. F. & Kort, P. M., Aug 2019, In : Automatica. 106, p. 207-220

Research output: Contribution to journalArticleScientificpeer-review

A selfish allocation heuristic in scheduling: Equilibrium and inefficiency bound analysis

Braat, J., Hamers, H., Klijn, F. & Slikker, M., Mar 2019, In : European Journal of Operational Research. 273, 2, p. 634-645

Research output: Contribution to journalArticleScientificpeer-review

Scheduling
Heuristics
Costs
Decision problem
Nash Equilibrium

Asymptotic optimality of power-of-d load balancing in large-scale systems

Mukherjee, D., Borst, S., van Leeuwaarden, J. & Whiting, P., Sep 2019, (Accepted/In press) In : Mathematics of Operations Research.

Research output: Contribution to journalArticleScientificpeer-review

Asymptotic Optimality
Large-scale Systems
Load Balancing
Resource allocation
Join

Debt stabilization in the presence of risk premia: A dynamic game approach

Anevlavis, T., Papavassilopoulos, G., Engwerda, J. & van Aarle, B., Oct 2019, In : Macroeconomic Dynamics. 23, 7, p. 2616-2648

Research output: Contribution to journalArticleScientificpeer-review

Debt
Dynamic games
Stabilization
Risk premia
Risk premium

Distance-regular Cayley graphs with small valency

van Dam, E. & Jazaeri, M., 2019, In : Ars Mathematica Contemporanea. 17, 1, p. 203-222

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Distance-regular Graph
Cayley Graph
Generalized Hexagon
Graph in graph theory
Incidence
16 Downloads (Pure)

Distributionally robust optimization with polynomial densities: Theory, models and algorithms

de Klerk, E., Kuhn, D. & Postek, K. S., Sep 2019, In : Mathematical Programming .

Research output: Contribution to journalArticleScientificpeer-review

Robust Optimization
Model Theory
Polynomials
Polynomial
Sum of squares

Dynamic capital structure choice and investment timing

Dockner, E. J., Hartl, R. F. & Kort, P., May 2019, In : Journal of Economic Dynamics and Control. 102, p. 70-80

Research output: Contribution to journalArticleScientificpeer-review

Shareholders
Timing
Dividend
Equity
Economics

Entry deterrence by timing rather than overinvestment in a strategic real options framework

Huberts, N. F. D., Dawid, H., Huisman, K. & Kort, P., Apr 2019, In : European Journal of Operational Research. 274, 1, p. 165-185

Research output: Contribution to journalArticleScientificpeer-review

Real Options
Timing
Scenarios
Framework
Real options

Globally solving non-convex quadratic programs via linear integer programming techniques

Xia, W., Vera, J. C. & Zuluaga, L. F., Jul 2019, In : INFORMS Journal on Computing. 22 p.

Research output: Contribution to journalArticleScientificpeer-review

Integer programming
Linear programming
MATLAB
Linear systems
Integer linear programming

Green electricity investments: Environmental target and the optimal subsidy

Bigerna, S., Wen, X., Hagspiel, V. & Kort, P., Dec 2019, In : European Journal of Operational Research. 279, 2, p. 635-644

Research output: Contribution to journalArticleScientificpeer-review

Electricity
Target
Demand Uncertainty
Real Options
Optimal Investment

New bounds for truthful scheduling on two unrelated selfish machines

Kuryatnikova, O. & Vera, J. C., May 2019, In : Theory of Computing Systems.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Scheduling
Distribution functions
Rational functions

Optimal combined proton-photon therapy schemes based on the standard BED model

ten Eikelder, S. C. M., den Hertog, D., Bortfeld, T. & Perko, Z., Mar 2019, In : Physics in Medicine and Biology. 64, 6, 21 p., 065011.

Research output: Contribution to journalArticleScientificpeer-review

Optimal investment and location decisions of a firm in a flood risk area using impulse control theory

Grames, J., Grass, D., Kort, P. M. & Prskawetz, A., Dec 2019, In : Central European Journal of Operations Research. 27, 4, p. 1051-1077

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Investment decision
Optimal investment
Impulse control
Location decision
Control theory

Optimal scientific production over the lifecycle

Feichtinger, G., Grass, D. & Kort, P., Nov 2019, In : Journal of Economic Dynamics and Control. 108, 103752.

Research output: Contribution to journalArticleScientificpeer-review

Life Cycle
Productivity
Sufficient
Education
Fading
17 Downloads (Pure)

Polynomial norms

Ahmadi, A., de Klerk, E. & Hall, G., 2019, In : SIAM Journal on Optimization. 29, 1, p. 399–422

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File
Polynomials
Norm
Polynomial
Positive definite
Sum of squares

Reducing conservatism in robust optimization

Roos, E. & den Hertog, D., Jun 2019, (Accepted/In press) In : INFORMS Journal on Computing.

Research output: Contribution to journalArticleScientificpeer-review

Uncertainty
Conservatism
Robust optimization
Violations
Safeguards

Resource allocation problems with concave reward functions

Grundel, S., Borm, P. & Hamers, H., Apr 2019, In : Top . 27, 1, p. 37-54

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Reward
Resource Allocation
Resource allocation
Nucleolus
Resources

Robust optimization of dose-volume metrics for prostate HDR-brachytherapy incorporating target- and OAR volume delineation uncertainties

Balvert, M., den Hertog, D. & Hoffmann, A. L., Feb 2019, In : INFORMS Journal on Computing. 31, 1, p. 100-114

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Radiotherapy
Planning
Tumors
Uncertainty
Robust optimization

Scale-free network clustering in hyperbolic and other random graphs

Stegehuis, C., van Der Hofstad, R. & van Leeuwaarden, J. S. H., 19 Jul 2019, In : Journal of physics a-Mathematical and theoretical. 52, 29, 295101.

Research output: Contribution to journalArticleScientificpeer-review

Unilateral support equilibria

Schouten, J., Borm, P. E. M. & Hendrickx, R. L. P., Dec 2019, In : Journal of Mathematical Psychology. 93

Research output: Contribution to journalArticleScientificpeer-review

Rearrangement
Nash Equilibrium
Formulation
Alternatives

Using column generation to solve extensions to the Markowitz model

Roebers, L., Selvi, A. & Vera Lizcano, J., Jul 2019, In : The Engineering Economist. 64, 3, p. 275-288

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Column Generation
Portfolio Optimization
Optimization Problem
Cardinality Constraints
Portfolio Selection
2018

Adjustable robust optimization via Fourier-Motzkin elimination

Zhen, J., den Hertog, D. & Sim, M., Jul 2018, In : Operations Research. 66, 4, p. 1086-1100

Research output: Contribution to journalArticleScientificpeer-review

Linear programming
Robust optimization
Optimization problem
Lenses
Decision rules

A new approximation method for the Shapley value applied to the WTC 9/11 terrorist attack

van Campen, T., Hamers, H., Husslage, B. & Lindelauf, R., Dec 2018, In : Social Network Analysis and Mining. 8, 1, 12 p., 3.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
119 Downloads (Pure)

A numerical evaluation of the bounded degree sum-of-squares hierarchy of Lasserre, Toh, and Yang on the pooling problem

Marandi, A., Dahl, J. & de Klerk, E., Jun 2018, In : Annals of Operations Research. 265, 1, p. 67-92

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File
Evaluation
Pooling
Lower bounds
Optimization problem
Programming

Bankruptcy games with nontransferable utility

Dietzenbacher, B., Mar 2018, In : Mathematical Social Sciences. 92, p. 16-21

Research output: Contribution to journalArticleScientificpeer-review

Bankruptcy
bankruptcy
Game
NTU Games
compromise

Bounds on entanglement dimensions and quantum graph parameters via noncommutative polynomial optimization

Gribling, S., de Laat, D. & Laurent, M., Jul 2018, In : Mathematical Programming . 170, 1, p. 5-42

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Quantum Graphs
Entanglement
Polynomials
Polynomial
Optimization
78 Downloads (Pure)

Comparison of Lasserre's measure-based bounds for polynomial optimization to bounds obtained by simulated annealing

de Klerk, E. & Laurent, M., Nov 2018, In : Mathematics of Operations Research. 43, 4, p. 1317-1325

Research output: Contribution to journalArticleScientificpeer-review

File
Simulated annealing
Simulated Annealing
Polynomials
Polynomial
Optimization

Computing near-optimal Value-at-Risk portfolios using integer programming techniques

Babat, O., Vera, J. C. & Zuluaga, L. F., 1 Apr 2018, In : European Journal of Operational Research. 266, 1, p. 304-315

Research output: Contribution to journalArticleScientificpeer-review

Value at Risk
Integer programming
Integer Programming
Reward
Computing

Computing the maximum volume inscribed ellipsoid of a polytopic projection

Zhen, J. & den Hertog, D., Jan 2018, In : INFORMS Journal on Computing. 30, 1, p. 31-42

Research output: Contribution to journalArticleScientificpeer-review

Color
Approximation
Optimization techniques
Optimal solution
Robust optimization

Deciding robust feasibility and infeasibility using a set containment approach: An application to stationary passive gas network operations

Aßmann, D., Liers, F., Stingl, M. & Vera, J. C., Sep 2018, In : SIAM Journal on Optimization. 28, 3, p. 2489-2517

Research output: Contribution to journalArticleScientificpeer-review

Infeasibility
Polynomials
Polynomial
Gases
Absolute value

Directed strongly walk-regular graphs

van Dam, E. & Omidi, G. R., 1 Jun 2018, In : Journal of Algebraic Combinatorics. 47, 4, p. 623–639

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Regular Graph
Walk
Digraph
Eigenvalue
Adjacency Matrix

Effects of debt mutualization in a monetary union with endogenous risk premia: Can Eurobonds contribute to debt stabilization?

van Aarle, B., Engwerda, J. & Weeren, A. J. T. M., Mar 2018, In : Structural Change and Economic Dynamics. 44, p. 100-114

Research output: Contribution to journalArticleScientificpeer-review

Eurobonds
Debt
Endogenous risk
Stabilization
Monetary union

Extended antipodal theorems

Kalashnikov, V. V., Talman, D., Alanis-Lopez, L. & Kalashnykova, N. I., May 2018, In : Journal of Optimization Theory and Applications. 177, 2, p. 399-412

Research output: Contribution to journalArticleScientificpeer-review

Triangulation
Star-shaped Set
Stars
Optimization Theory
Fixed point

Graph bisection revisited

Sotirov, R., Jun 2018, In : Annals of Operations Research. 265, 1, p. 143-154

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Graph
Semidefinite programming
Valid inequalities
Partitioning

Hysteresis due to irreversible exit: Addressing the option to mothball

Guerra, M., Kort, P., Nunes, C. & Oliveira, C., Jul 2018, In : Journal of Economic Dynamics & Control. 92, p. 69-83

Research output: Contribution to journalArticleScientificpeer-review

Laplacian spectral characterization of roses

He, C. & van Dam, E., 1 Jan 2018, In : Linear Algebra and its Applications. 536, p. 19-30

Research output: Contribution to journalArticleScientificpeer-review

Graph in graph theory
Laplacian Spectrum
Laplacian Matrix
Adjacency Matrix
Disjoint

On analyzing cost allocation problems: Cooperation building structures and order problem representations

Kleppe, J., Borm, P., Hendrickx, R. & Reijnierse, H., 2018, In : International Game Theory Review. 20, 1850007.

Research output: Contribution to journalArticleScientificpeer-review

Cost Allocation
Costs
Cost functions
Traveling salesman problem
Cost Function

On solving the quadratic shortest path problem

Hu, H. & Sotirov, R., 2018, (Accepted/In press) In : INFORMS Journal on Computing.

Research output: Contribution to journalArticleScientificpeer-review

Directed graphs
Costs
Shortest path
Semidefinite programming
Multiplier

On the convexity of step out - Step in sequencing games

Musegaas, M., Borm, P. & Quant, M., Apr 2018, In : Top . 26, 1, p. 68-109

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Sequencing
Convexity
Game
Coalitions
Processing

Partially metric association schemes with a multiplicity three

van Dam, E., Koolen, J. H. & Park, J., 1 May 2018, In : Journal of Combinatorial Theory, Series B, Graph theory. 130, p. 19-48

Research output: Contribution to journalArticleScientificpeer-review

Association Scheme
Multiplicity
Metric
Graph in graph theory
Arc of a curve

Robust optimization with ambiguous stochastic constraints under mean and dispersion information

Postek, K., Ben-Tal, A., den Hertog, D. & Melenberg, B., May 2018, In : Operations Research. 66, 3, p. 814-833

Research output: Contribution to journalArticleScientificpeer-review

Random variables
Computational complexity
Robust optimization
Upper bound

Serious strategy for the makers of fun: Analyzing the option to switch from pay-to-play to free-to-play in a two-stage optimal control model with quadratic costs

Seidl, A., Caulkins, J. P., Hartl, R. F. & Kort, P., Jun 2018, In : European Journal of Operational Research. 267, 2, p. 700-715

Research output: Contribution to journalArticleScientificpeer-review

Switch
Optimal Control
Video Games
Business Model
Switches

Solving sparse polynomial optimization problems with chordal structure using the sparse bounded-degree sum-of-squares hierarchy

de Klerk, E., Marandi, A. & Dahl, J., 2018, In : Discrete Applied Mathematics.

Research output: Contribution to journalArticleScientificpeer-review

Sparse Polynomials
Degree Sum
Sum of squares
Polynomials
Optimization Problem

Special cases of the quadratic shortest path problem

Sotirov, R. & Hu, H., Apr 2018, In : Journal of Combinatorial Optimization. 35, 3, p. 754-777

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Shortest Path Problem
Costs
Digraph
Polynomials
Path

Stabilization of an uncertain simple fishery management game

Engwerda, J., Jul 2018, In : Fisheries Research. 203, p. 63-73

Research output: Contribution to journalArticleScientificpeer-review

fishery management
stabilization
active control
valuation
fish

The min-cut and vertex separator problem

Rendl, F. & Sotirov, R., Jan 2018, In : Computational Optimization and Applications. 69, 1, p. 159-187

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Min-cut
Separator
Separators
Quadratic programming
Graph in graph theory

Three-valued simple games

Musegaas, M., Borm, P. E. M. & Quant, M., Aug 2018, In : Theory and Decision. 85, 2, p. 201-224

Research output: Contribution to journalArticleScientificpeer-review

Open Access