In this paper, we study the operations of a one-way station-based carsharing system implementing a complete journey reservation policy. We consider the percentage of served demand as a primary performance measure and analyze the effect of several dynamic s ...
This thesis develops three models that study the motivation of various agents to take on debt,
and the impact that excessive financial leverage can have on social welfare.
In the chapter "Short-term Bank Leverage and the Value of Liquid Reserves", the ince ...
The central task in many interactive machine learning systems can be formalized as the sequential optimization of a black-box function. Bayesian optimization (BO) is a powerful model-based framework for \emph{adaptive} experimentation, where the primary go ...
We consider linear programming (LP) problems in infinite dimensional spaces that are in general computationally intractable. Under suitable assumptions, we develop an approximation bridge from the infinite-dimensional LP to tractable finite convex programs ...
The financial crisis of 2007-2009 drew attention to the essential role of banks for the macroeconomy and to the importance of having a resilient financial sector. A vulnerability in the financial sector spills over to the real economy and can drive it into ...
Optimization-based controllers are advanced control systems whose mechanism of determining control inputs requires the solution of a mathematical optimization problem. In this thesis, several contributions related to the computational effort required for o ...
We consider optimal information acquisition for the control of linear discrete-time random systems with noisy observations and apply the findings to the problem of dynamically implementing emissions-reduction targets. The optimal policy, which is provided ...
