The aim of this paper is to investigate the pricing of the Chicago Board of Trade Treasury-Bond futures. The difficulty to price it arises from its multiple ...

We propose a deterministic, discrete-time, finite-horizon oligopoly model to investigate investment and production equilibrium strategies, in a setting where...

In this paper, we study the <i>Lebesgue</i> property for convex risk measures for a class of càdlàg processes, extending previous work of Delbaen (2000) and ...

In the <i>Vehicle Routing Problem with Deliveries, Selective Pickups and Time Windows</i>, the set of customers is the union of <i>delivery customers</i> and...

During the last three decades, the computer has been widely used in spectral graph theory. Many results about graph eigenvalues were first conjectured, and i...

Discrete-time survival data with time-varying covariates are often encountered in practice. One such example is bankruptcy studies where the status of each f...

The <i>improved primal simplex</i> (IPS) method has been proposed by Elhallaoui et al. (2008). We rewrite the theory of IPS for a cold start with an initial ...

One of the most important aspects of profiling health care providers or services is constructing a model that is flexible enough to allow for random variatio...

This paper focuses on the use of different memory strategies to improve multistart methods. A network design problem in which the costs are given by discrete...

This work studies multi-objective optimization <i>(MOP)</i> of nonsmooth functions subject to general constraints. We first present definitions and optimalit...

We study a dynamic Cournot game with capacity accumulation under demand uncertainty, in which the investment is perfectly divisible, irreversible, and produc...

In-house production or outsourcing are important strategic decisions for planning production and capacity in business organizations. Outsourcing to overseas ...

A Public Disclosure Program (PDP) is compared to a traditional environmental regulation (exemplified by a tax/subsidy) in a simple dynamic framework. A PDP a...

It is observed that mutations in the formulations of test problems over time are not infrequent. Ensuing problems are illustrated with examples from geometri...

Finding maximum likelihood parameter values for Finite Mixture Model (FMM) is often done with the Expectation Maximization (EM) algorithm. However the choice...

<p>The well-known method stochastic programming in extensive form is used on the large scale, partial equilibrium, technology rich global 15-region TIMES Int...

We consider an inventory routing problem in discrete time where a supplier has to serve a set of customers over a time horizon. A capacity constraint for th...

We study the convergence behavior of a randomized quasi-Monte Carlo (RQMC) method for the simulation of discrete-time Markov chains, known as array-RQMC. The...

We consider a class of Markov chain models that includes the highly reliable Markovian systems (HRMS) often used to represent the evolution of multicomponent...

A profit and a demand are associated with each arc of a set of profitable arcs of a given graph. A travel time is associated with each arc of the graph. A fl...