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A Note on Tree Realizations of Matrices
It is well known that each tree metric <i>M</i> has a unique realization as a tree, and that this realization minimizes the total length of the edges among ...
BibTeX referenceComputing Disjoint Paths on Polytopes
The Holt-Klee Condition states that there exist at least <i>d</i> vertex-disjoint strictly monotone paths from the source to the sink of a polytopal digraph ...
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This paper examines the plant location problem under the objective of maximizing return-on-investment. However, in place of the standard assumption that all...
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Column generation is one of the most successful approaches for solving large scale linear programming problems. However, degeneracy difficulties and long-ta...
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Column generation has become a powerful tool in solving large scale integer programs. It is well known that most of the often reported compatibility issues ...
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Deheuvels (1981a,b,c) and Genest and Rémillard (2004) have shown that powerful rank tests of multivariate independence can be based on combinations of asymp...
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The multivariate modelling of default risk is a crucial aspect of the pricing of credit derivative products referencing a portfolio of underlying assets, an...
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Deheuvels proposed a rank test of independence based on a Cramér–von Mises functional of the empirical copula process. Using a general result on the asympto...
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Rank-based estimators were proposed by Clayton (1978) and Oakes (1982) for the association parameter in the bivariate gamma frailty model. The joint asympto...
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Several upper bounds on the largest Laplacian eigenvalue of a graph <i>G</i>, in terms of degree and average degree of neighbors of its vertices, have been ...
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The AutoGraphiX (AGX) system for computer assisted or, for some of its functions, fully automated graph theory was developed at GERAD, Montreal since 1997. ...
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This is the last part of a four-part survey of optimization models and solution algorithms for winter road maintenance planning. The two first parts of the ...
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Winter road maintenance planning involves a variety of decision-making problems related to the routing of vehicles for spreading chemicals and abrasives, fo...
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This paper considers a shift scheduling problem that includes different forms of flexibility in terms of shift starting times, break lengths and break plac...
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This paper presents and assesses a procedure to estimate conventional parameters characterizing fluctuations at the business cycle frequency, when the econ...
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This paper deals with the control of stochastic nonlinear hybrid systems. Under some appropriate assumptions results on stochastic stability and stochastic...
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Une étude du transport de roses coupées, en collaboration avec la plantation Mira- flores évalue l’exportation de Bogotá (Colombie) vers Miami (USA), port d...
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La localisation d'un site d'approvisionnement pour minimiser les coûts d'opérations est une problématique industrielle courante. Les variables classiques co...
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In order to study the conditions for a world self-enforcing agreement on climate change, we model cooperative and non-cooperative world climate strategies w...
BibTeX referenceOn the Equivalence of the KMV and Maximum Likelihood Methods for Structural Credit Risk Models
Moody's KMV method is a popular commercial implementation of the structural credit risk model pioneered by Merton (1974). It is an algorithm for estimating...
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