Group for Research in Decision Analysis

GERAD Newsletter: Volume 5 - Number 2 - Publishing that Bears Witness to the Quality of Research

Summary

  • GERAD update
  • Parallel Space Decomposition of the Mesh Adaptive Direct Search Algorithm
  • A Stochastic Control Model for Optimal Timing of Climate Policies
  • Dynamic Programming Approach for Valuing Options in the GARCH Model
  • Locating a Circle on a Sphere
  • Joint Design and Pricing on a Network
  • Multi-Phase Dynamic Constraint Aggregation for Set Partitioning Type Problems
  • Rank-Based Extensions of the Brock, Dechert, and Scheinkman Test
  • Flatness-based Extremum-seeking Control over Periodic Orbits
  • A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains
  • An Oligopolistic Electricity Market Model with Interdependent Market Segments
  • Managing Clearance Sales in the Presence of Strategic Customers