Pierre L'Ecuyer

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105 results — page 2 of 6

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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...

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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...

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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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