A George Mason University (GMU) model could help the intelligence, surveillance and reconnaissance (ISR) community gauge which assets are more valuable than others. Models address the complex problem ...

We consider optimal consumption and (strategic) asset allocation of an investor with uncertain lifetime. The problem is solved using a multi-stage stochastic linear programming (SLP) model to ...

Marshall, Paul W. "Linear Programming: A Technique for Analyzing Resource Allocation Problems." Harvard Business School Background Note 171-322, January 1971. (Revised November 1975.) ...

This is the course project for DDA 4300 Optimization in Data Science and Machine Learning taught by Prof. Yinyu Ye (Spring 2023). In this project, we implement offline and online SLPM and SCPM ...

Abstract: Airport stand allocation is a multi-purpose optimization process that has an impact on operational efficiency and requires rapid intervention in case of changing conditions (e.g. managing ...