Pierre L'Ecuyer
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105 results — page 2 of 6
We study the lattice structure of random number generators of the MIXMAX family, a class of matrix linear congruential generators that produce a vector of...
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The search neutrality debate is about whether search engines should or should not be allowed to uprank certain results among the organic content matching a...
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We study and compare various methods to generate a random variate from the normal distribution truncated to some finite or semi-infinite interval, with spec...
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We review the Array-RQMC method, its variants, sorting strategies, and convergence results. We are interested in the convergence rate of measures of discrepa...
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We consider a stochastic staffing problem with uncertain arrival rates. The objective is to minimize the total cost of agents under some chance constraints, ...
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We are interested in predicting the wait time of customers upon their arrival in some service system such as a call center or emergency service. We propose t...
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We consider a staffing problem with probabilistic constraints in an emergency call center. The aim is to minimize the total cost of agents while satisfying...
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We develop customer delay predictors for multi-skill call centers that take as inputs the queueing state upon arrival and the waiting time of the last custom...
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The effective management of call centers is a challenging task mainly because managers are consistently facing considerable uncertainty. Among important sour...
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When a keyword-based search query is received by a search engine (SE), a classified ads website, or an online retailer site, the platform has exponentially...
BibTeX referenceInter-dependent, heterogeneous, and time-varying service-time distributions in call centers
Traditionally, both researchers and practitioners rely on standard Erlang queueing models to analyze call center operations. In those models, service times a...
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We examine the requirements and the available methods and software to provide (or imitate) uniform random numbers in parallel computing environments. In this...
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We introduce a new software tool and library named Lattice Builder, written in C++, that implements a variety of construction algorithms for good rank-1 latt...
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In a static network reliability model one typically assumes that the failures of the components of the network are independent. This simplifying assumption m...
BibTeX referenceEfficient estimation and simulation of the truncated multivariate student-\(t\) distribution
We propose an exponential tilting method for exact simulation from the truncated multivariate student-t distribution in high dimensions as an alternative t...
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We study call routing policies for call centers with multiple call types and multiple agent groups. We introduce new weight-based routing policies where each...
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We consider different statistical models for the call arrival process in telephone call centers. We evaluate the forecasting accuracy of those models by desc...
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In this paper, we propose new mathematical programming approaches for computing time-dependent bid prices in network revenue management problems. In contrast...
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We study call routing policies commonly used in call centers with multiple call types and multiple agent groups. We propose a new weight-based routing polic...
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Monte Carlo method for estimating multidimensional integrals, with applications to rare-event probability estimation. The method fuses two distinct and po...
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