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The AutoGraphiX system (AGX 1 and AGX 2) for interactive, and for several functions automated, graph theory, discovers conjectures of algebraic or structura...
BibTeX referencePath Reduced Costs for Eliminating Arcs
In many branch-and-price algorithms, the column generation pricing problem consists of computing feasible paths in a network. In this paper, we show how, in...
BibTeX referenceVariance Reduction's Greatest Hits
<p>Monte Carlo simulation is an incredibly versatile tool for studying complex stochastic systems. By replicating the simulation several times independent...
BibTeX referenceDiagnostic Checking Multivariate Nonlinear Time Series Models with Martingale Difference Errors
In this article, we derive the asymptotic distribution of residual autocovariance and autocorrelation matrices for a general class of multivariate nonlinea...
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When constructing a metro alignment under a historical city centre, it is important to generate a cost effective path while maintaining a minimum distance be...
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The exponential stability, and the static output feedback stabilization with an α-stability constraint problems of continuous-time singular linear syste...
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This paper deals with the class of continuous-time singular linear Markovian jump systems with totally and partially known transition jump rates. The fil...
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In this paper, the problem of <img src="/cgi-bin/mimetex.cgi?H_\infty"> filtering for a class of discrete-time Markovian jump linear systems (MJLS) with par...
BibTeX referenceCould Myopic Pricing be a Strategic Choice in Marketing Channels? A Game Theoretic Analysis
We identify the conditions under which a myopic pricing behavior could be a profit enhancing tool in the distribution channel. A channel member behaves myo...
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In this paper we analyze the trade-off between admission costs and receiver rewards of TCP Tahoe flows competing for buffer space. Since the buffer space is...
BibTeX referenceOn a Reduction of the Interval Coloring Problem to a Series of Bandwidth Coloring Problems
Given a graph <img src="/cgi-bin/mimetex.cgi?G=(V,E)"> with strictly positive integer weights <img src="/cgi-bin/mimetex.cgi?\omega_i"> on the vertices <img ...
BibTeX referenceDiscrete-Time Survival Trees
Tree-based methods are frequently used in studies with censored survival time. Their structure and ease of interpretability make them useful to identify p...
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Given a fleet of vehicles assigned to a single depot, the vehicle routing problem with time windows (VRPTW) consists of determining a set of feasible v...
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Since its appearance in 1947, the primal simplex algorithm has been one of the most popular algorithm for solving linear programs. It is very efficient wh...
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For every stochastic simulation model, there is in theory a way of changing the probability laws that drive the system so that the resulting IS estimator h...
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The asymptotic robustness of estimators as a function of a rarity parameter, in the context of rare-event simulation, is often qualified by properties such a...
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We recall the use of squared slacks used to transform inequality constraints into equalities and several reasons why their introduction may be harmful in ...
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In the <i>Vehicle Routing Problem </i> (VRP), the aim is to design a set of <i>m</i> minimum cost vehicle routes through <i>n</i> customer locations, so that...
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Here we study hierarchical Bayesian estimation of a monotone hazard rate for both complete and randomly right censored data. We propose two methods of comp...
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<p>The paper determines optimal pricing and advertising policies for an entertainment event, taking into account diffusion effects and a last-minute market...
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