Title: On time-varying volatility and financial derivatives

Title: Méthodes primales pour résoudre le problème de plus court chemin avec contraintes de ressources

Congratulations to Rémi Galarneau-Vincent, Ph.D. student at HEC Montréal, who has been awarded the Canadian Derivatives Scholarship by the TMX Montréal Exchange. The scholarship is $25 000.

He is directed by professor Geneviève Gauthier of Department of Decision Science from HEC Montréal.

For more information.

We would like to welcome a new member at GERAD since September 2018, Sara Séguin, Assistant Professor at the Université du Québec à Chicoutimi.

Title: Comparaison des approches DDMRP et EOQ : modélisation et simulation d’un cas d’étude

Title: Affinement de modèles substituts en optimisation de boîte noire et en optimisation sans dérivées

Title: Optimisation et simulation pour le problème de disponibilité de l’offre sous comportement d’achat

Title: Reformulation du problème d’estimation des paramètres d’un réseau électrique

Georges Zaccour, a Professor in the Department of Management Sciences, is one of 2 winners of the 2018 Isaacs Award from the International Society of Dynamic Games (ISDG). This distinction was presented jointly to Professor Zaccour and Professor Andrzej Nowak, of Poland, at the biannual ISDG symposium in Grenoble, France.

Title: La méthode des résidus conjugués pour calculer les directions en optimisation continue

Title: Mixed-Integer Programming Approaches for Generator Maintenance Scheduling in Hydropower Systems

Georges Zaccour, Professor at HEC Montréal and GERAD member, has just published with Tamer Basar from the University of Illinois at Urbana-Champaign the book "Handbook of Dynamic Game Theory" at Springer.

Congradulations to Margarida Carvalho who received the 2018 EURO Doctoral Dissertation Award for her thesis "Computation of equilibria on integer programming games". She was co-supervied by Professor Andrea Lodi from Polytechnique Montréal.

The purpose of the prize is to distinguish an outstanding doctoral dissertation in OR defended in the countries having an OR society that is a member of EURO.

Congratulations to Mathieu Tanneau, Ph.D. student at Polytechnique Montréal, who obtained the Doctoral research scholarship for foreign students from the FRQNT. The scholarship is $21,000/year.

Professors François Bellavance and Geneviève Gauthier won two of the 2018 Statistical Society of Canada (SSC) awards, presented on June 5 in Montréal in recognition of their exceptional contributions to advancing statistics.

Claudio Contardo, Université du Québec à Montréal, from June 1st, 2018 to May 31, 2019.

Pierre Hansen, HEC Montréal, from June 1st, 2018 to May 31, 2019

Michael Kokkolaras, McGill University, from September 1st, 2018 to August 31, 2019.

Jérôme Le Ny, Polytechnique Montréal, from August 13, 2018 to August 12, 2019.

Roland P. Malhamé, Polytechnique Montréal, from September 1st, 2018 to August 31, 2019.

Elena Parilina – Saint Petersburg State University, Russia

Two scholarships of $10 000 each respectively will be attributed to:

• Samuel Goyette, M.Sc. student, cosupervised by Jean-Pierre Dussault and Dominique Orban;
• Marie Pied, M.Sc. student, cosupervised by Miguel Anjos and Roland Malhamé.

Congratulations!

Title: Modèles quadratiques et décomposition parallèle pour l'optimisation sans dérivées

Title: Optimal decentralized load frequency control for power system: A mean-field team approach