The application of reinforcement learning (RL) to algorithmic trading is, in many ways, a perfect match. Trading is fundamentally a problem of making decisions under uncertainty, and reinforcement learning is a family of methods for solving such problems. Indeed, many researcher…
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Perishable commodities make up a significant part of our global commerce, from the food we eat to the flowers we gift. Compared to conventional supply chains, the logistical operations involved in maintaining a cold chain for such perishables are appreciably more complex and cos…
As residential consumers seek to reduce their electricity costs through renewable energy use and responding to time-varying electricity prices, energy storage is considered a potential solution to increase electricity cost savings. Due to this, this research is motivated by the …
A presente dissertação, realizada no âmbito do Mestrado em Engenharia Industrial, do ramo de especialização em Logística e Distribuição, descreve o trabalho desenvolvido relativamente à otimização da gestão de inventário de baixa rotação na Leroy Merlin de Braga. A problemática …
In the last decade, ubiquity of the internet and proliferation of smart personal devices have given rise to businesses that are built on the foundation of the sharing economy. The mobility market has implemented the sharing economy model in many forms, including but not limited …
Logistic providers have learned to efficiently serve their existing customer bases with optimized routes and transportation resource allocation. The problem arises when there is potential for logistics growth in an emerging market with no previous data. The purpose of this work …
Simulation is a powerful technique to study complex problems and systems. This thesis explores two different problems. Part 1 (Chapters 2 and 3) focuses on the theory and practice of the problem of simulating graphs with a prescribed degree sequence. Part 2 (Chapter 4) focuses o…
Same-day delivery (SDD) changes the way people shop as it combines immediate product availability and the convenience of ordering from electronic devices. The SDD market has seen a fast growth over the past decade. These services have further gained popularity during the COVID-1…
Climate change causes an increase in the frequency and intensity of some types of extreme weather events, including hurricanes, extreme precipitation, tornados, snowstorms, and wildfires. These weather events affect the operation of health services by disturbing the performance …
Radiation treatment, one of the main methods to treat cancer, requires a CT simulation to view the body’s inner structure and generate treatment plans. The appointment scheduling for CT simulation and radiation treatments is a complex two-stage problem for patients of different …
This thesis presents a mixed risk-return optimization framework for selecting long put option positions to hedge the tail risk of investments. We formulate tractable optimization models by utilizing hypothetical portfolios that roll put options on a constant basis. Variance and …
Solving combinatorial optimization problems, especially stochastic problems, could be complicated. Reinforcement learning (RL) algorithms train a machine learning model to make a sequence of decisions. Instead of learning the direct rewards, it learns the long-term effects on th…
The classical Duplication-Loss-Coalescence parsimony model (DLC-model) is a powerful tool when studying the complex evolutionary scenarios of simultaneous duplication-loss and deep coalescence events in evolutionary histories of gene families. However, inferring such scenarios i…
In this thesis, we consider two-stage newsvendor problem where the decision maker selling a seasonal product only uses the historical demand information in her decisions. In our setting, there are two decisions to be made: the order quantity, and a marked-down price. We decide o…
This work proposes a framework of concept generation and evaluation that takes into consideration the benefit of creativity and innovation in current market trends. By educating engineers in how to increase creativity in concept design and assess it quantitatively, the next gene…
This dissertation addresses the problem of militant infiltrations and militant attacks against border security outposts along the Turkish-Iraqi border. Attacks on border outposts have caused hundreds of soldier casualties in the past two decades. In the mountainous terrain, time…
Cyclic storage of surface water and groundwater (CSSG) refers to physically integrated and operationally-interconnected surface water and groundwater subsystems with their full interactions. In such a system, surface and subsurface impoundment subsystems may be treated as compet…
Modern military conflicts are producing dramatic increases in a new class of "silent" injuries, in part due to the changing manners by which war is waged and better protective equipment. Foremost among these are traumatic brain injury (TBI), posttraumatic stress disorder (PTSD),…
IED (Improvised Explosive Device) activity has been a concern for US and coalition troops in the Middle East for more than a decade. This dissertation describes a data collection effort in Afghanistan where IED event data and dismounted friendly force patrol movements were obtai…