This paper addresses the structural optimization of a next generation optical, lattice based, yottabit-per-second transport network topology, called the <i>...

In [<i>SIAM J. Optim.</i>, 17 (2006), pp. 188–217] Audet and Dennis proposed the class of <i>mesh adaptive direct search algorithms</i> (MADS) for minimizat...

The vehicle routing problem with time windows consists of delivering goods at minimum cost to a set of customers using an unlimited number of capacitated ve...

We use a stylized gas system to study the use of access-to-gas storage in a seasonal model. In a duopoly setting, we find that welfare is higher under vert...

Let &nbsp;<img src="/cgi-bin/mimetex.cgi?G=(V,E)"> be a simple graph with &nbsp;<img src="/cgi-bin/mimetex.cgi?n=|V|"> vertices and &nbsp;<img src="/cgi-bin/...

Given a simple connected graph <i>G = (V,E)</i> the geodetic closure <i>I&nbsp;[S]</i> <img src="/cgi-bin/mimetex.cgi?\subset"> <i>V</i> of a subset <i>S</i...

In this paper, we develop an efficient algorithm to price options under discrete time GARCH processes. We propose a procedure based on dynamic programming c...

This paper presents a new method for the probabilistic logic satisfiability problem, based on the variable neighborhood search metaheuristic. The solution s...

This paper addresses the problem of determining the daily operating policy of a reservoir over a one-year period that satisfies conflicting objectives regar...

This paper considers the swapping problem on a tree. In this problem at most one object of some type is available at each vertex, and each vertex also reque...

We suggest new heuristic for solving unconstrained continuous optimization problems. It is based on generalized version of the variable neighborhood search m...

In this paper, we consider the estimation of quantiles using the calibration paradigm. The proposed methodology relies on an approach similar to the one lea...

Convolutional Self-Doubly Orthogonal Codes (CSO²C) have been introduced in 1998 by Haccoun et al. as a novel class of convolutional codes which c...

We discuss feature selection approaches within the context of linear programming models for discrimination, with special emphasis on a new interpretation an...

Using Clark-Ocone formula, explicit martingale representations for path-dependent Brownian functionals are computed. As direct consequences, explicit martin...

We study the problem of routing and wavelength assignment (RWA) in a WDM optical network under different hop assumptions, i.e., with and without wavelength ...

Dans un contexte de gestion journalière, on dispose le plus souvent d’une prévision météorologique déterministe pour calculer les apports futurs probables a...

We propose a game-theoretic model involving the manufacturer of a national brand and a retailer selling her private label along with the national brand. The...

We present an exact algorithm for solving the channel assignment problem in cellular telephony networks. This problem consists of assigning sets of channels...

We develop a test of equality between two dependence structures estimated through empirical copulas. We provide inference for independent or paired samples....