Cahiers du GERAD : GERAD

Group for Research in Decision Analysis

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Sep 2017

Existence and uniqueness of optimal dynamic pricing and advertising controls without concavity

Bertrand Crettez, Naila Hayek, and Georges Zaccour

G-2017-74

Sep 2017

Integral simplex using double decomposition

Omar Foutlane, Issmail El Hallaoui, and Pierre Hansen

G-2017-73

Aug 2017

CCGO: Fast heuristic global optimization

Mubashsharul Shafique and John W. Chinneck

G-2017-71

Sep 2017

Combining surrogate strategies with MADS for mixed-variable derivative-free optimization

Anne-Sophie Crélot, Charlotte Beauthier, Dominique Orban, Caroline Sainvitu, and Annick Sartenaer

G-2017-70

Sep 2017

The strategic impact of adaptation in a transboundary pollution dynamic game

Baris Vardar and Georges Zaccour

G-2017-72

Aug 2017

A dynamic ride-sourcing game with many drivers

Rabih Salhab, Jérôme Le Ny, and Roland P. Malhamé

G-2017-69

Aug 2017

Factorization-free methods for computed tomography

Yves Goussard, Maxime McLaughlin, and Dominique Orban

G-2017-65

Nov 2016

Pattern-based stochastic simulation using restricted Boltzmann machine

Yanyan Mu, Frank P. Ferrie, and Roussos Dimitrakopoulos

G-2016-107

Nov 2016

Schedule-based pushback design with varying geotechnical constraints in the stochastic optimization framework

Iain Farmer and Roussos Dimitrakopoulos

G-2016-106

Nov 2016

Hyper-heuristic approaches for solving stochastic optimization formulations of mineral value chains

Amina Lamghari and Roussos Dimitrakopoulos

G-2016-105

Nov 2016

A multivariate destination policy for geometallurgical variables in mineral value chains using coalition-formation clustering

Fernanda Del Castillo and Roussos Dimitrakopoulos

G-2016-104

Aug 2017

MILP formulations for generator maintenance scheduling in hydropower systems

Jesús Andrés Rodríguez Sarasty, Miguel F. Anjos, Pascal Côté, and Guy Desaulniers

G-2017-63

Aug 2017

Numerical methods for stochastic dynamic programming with application to hydropower optimization

Pascal Côté, Kenjy Demeester, Dominique Orban, and Mehdi Towhidi

G-2017-64

Aug 2017

A computational comparison of formulations for an integrated three-level lot sizing and transportation problem with a distribution structure

Matthieu Gruson, Jean-François Cordeau, and Raf Jans

G-2017-59

Aug 2017

Non-deceptive counterfeiting and consumer welfare: A differential game approach

Bertrand Crettez, Naila Hayek, and Georges Zaccour

G-2017-67

Aug 2017

The impact of adaptation on the stability of international environmental agreements

Michèle Breton and Lucia Sbragia

G-2017-66

Jul 2017

An interior-point method-based solver for simulation of aircraft parts riveting

Mariia Stefanova, Sergey Yakunin, Margarita Petukhova, Sergey Lupuleac, and Michael Kokkolaras

G-2017-62

Jul 2017

Analytical valuation of compound options under regime switching dynamics

Michèle Breton and Mbaye Ndoye

G-2017-61

Jul 2017

Option pricing and hedging for discrete time autoregressive hidden Markov model

Massimo Caccia and Bruno Rémillard

G-2017-60

May 2017

A dynamic program under Lévy processes for valuing corporate securities

Hatem Ben-Ameur, Rim Chérif, and Bruno Rémillard

G-2017-43