This work studies the strategic impact of a region's investment in adaptation measures on the equilibrium outcomes of a transboundary pollution dynamic gam...

We propose a lemma that clarifies the proof of Theorem 4.1 on densities of sums in Rudelson and Vershynin. More precisely, by denoting by \(f_{S+Y}\) the d...

Global optimization problems are very hard to solve, especially when the nonlinear constraints are highly nonconvex, which can result in a large number of di...

We consider a dynamic game model of ride-sourcing, where a large number of private car owners provide rides to randomly appearing customers. Free drivers c...

We study X-ray tomograqphic reconstruction using statistical methods. The problem is expressed in cylindrical coordinates, which yield significant computatio...

Maintenance activities help prevent costly generator breakdowns but because generators under maintenance are typically unavailable, the impact of maintenance...

Stochastic Dynamic Programming (SDP) is a powerful approach applicable to nonconvex and stochastic stagewise problems. We investigate the impact of the form...

Counterfeiting, which is defined as illegally copying genuine goods with a brand name, is a widespread phenomenon and is imposing a huge cost on owners of tr...

We examine the stability of international environmental agreements when they include both adaptation and mitigation policies. We assume that adaptation req...

The particularities of the aircraft parts riveting process simulation necessitate the solution of a large amount of contact problems. We propose a primal-dua...

We propose an analytical formula for the evaluation of compound options when the underlying asset is described by a two-states Markov regime-switching log-...

In this paper we solve the discrete time mean-variance hedging problem when asset returns follow a multivariate autoregressive hidden Markov model. Time dep...

The calibration of hydrological models is here formulated as a Blackbox optimization problem where the only information available to the optimization algorit...

In this paper, we first present a review of statistical tools that can be used in asset management either to track financial indexes or to create synthetic o...

Nanoparticle-based drug delivery is a promising method to increase the therapeutic index of anti-cancer agents with low median toxic dose. The delivery effic...

Electric power systems need to ensure that production and demand of electricity are continuously in balance. With fundamental changes taking place in the p...

The integral simplex using decomposition (ISUD) algorithm was recently developed to solve efficiently set partitioning problems containing a number of variab...

The bid construction problem (BCP) for combinatorial total truckload transportation service procurement auctions consists of determining one or several bids ...

An exchangeable bond is a debt that is convertible into shares of a firm's equity other than the bond's issuer. We evaluate an exchangeable bond within a two...

The job shop scheduling literature has been dominated by a focus on regular objective functions -in particular the makespan- in its half a century long his...