# Cahiers du GERAD

### Search

#### Chronological list

### 2969 results — page 2 of 149

A heuristic approach for the integrated production-transportation problem with process flexibility

We study an integrated multi-product production and distribution problem considering a network of multiple plants and customers, who are geographically dispe...

BibTeX reference

We consider the problem of training a deep neural network with nonsmooth regularization to retrieve a sparse and efficient sub-structure. Our regularizer is ...

BibTeX reference

The conjugate gradient (CG) method is a classic Krylov subspace method for solving symmetric positive definite linear systems. We introduce an analogous sem...

BibTeX reference

We explore the realized alpha-performance heterogeneity in green and brown stocks' universes using the peer performance ratios of Ardia and Boudt(2018). Focu...

BibTeX reference

A new factor-based representation of implied volatility surfaces is proposed. The factors adequately capture the moneyness and maturity slopes, the smile att...

BibTeX referenceA fast dual bound for power allocation

In this paper, we propose a fast algorithm to compute a bound for the problem of optimizing the power of a number of users sharing a set of wireless chan...

BibTeX reference

This paper considers the pricing of a new product in the face of sophisticated consumer behaviors. At the individual level, consumers are forward-looking, wh...

BibTeX reference

We formulate an efficient approximation for multi-agent batch reinforcement learning, the approximated multi-agent fitted Q iteration (AMAFQI). We present a ...

BibTeX reference

The transmission of the contagious COVID-19 is known to be highly dependent on individual viral dynamics. Since the cycle threshold (Ct) is the only semi-qua...

BibTeX reference

We study a staffing optimization problem in multi-skill call centers. The objective is to minimize the total cost of agents under some quality of service (Q...

BibTeX reference

We consider the problem of estimating the density of a random variable `\(X\)`

which is the output of a simulation model.
We show how an unbiased density ...

We study quasi-Monte Carlo (QMC) integration of smooth functions defined over the multi-dimensional unit cube. Inspired by a recent work of Pan and Owen, we ...

BibTeX reference

The procurement of freight services is an important element for the supply chain management of a shipper (i.e., a manufacturer or retailer) that sources tran...

BibTeX referenceComputing a sparse projection into a box

We describe a procedure to compute a projection of `\(w \in ℝ^n\)`

into the intersection of the so-called *zero-norm* ball `\(k B_0\)`

of radius `\(k\)`

, i....

Using a multi-level perspective approach combined with top-down macroeconomic models, we analyse the situation of the GCC countries in the perspective of a...

BibTeX reference

We assess different scenarios for a transition to zero-net emissions in Qatar. The key technologies involved in the transition include electric mobility, hyd...

BibTeX reference

We investigate the ratio `\(\mathcal{I}(G)\)`

of the average size of a maximal matching to the size of a maximum matching in a graph *G*. If many maximal mat...

A mathematical framework for modelling constrained mixed-variable optimization problems is presented in a blackbox optimization context. The framework intr...

BibTeX reference

This work proposes the integration of two new constraint-handling approaches into the blackbox constrained multiobjective optimization algorithm DMulti-MADS,...

BibTeX reference

Faster delivery, lower shipping costs, and a higher chance of product availability, are some of the benefits offered by an omnichannel business model. Assumi...

BibTeX reference