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122 Cahiers pour l'année 2007

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The aim of this paper is to compute upper and lower bounds for convex value functions of derivative contracts. Laprise et al. (2006) compute bounds for Ame...

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This paper deals with the design and dimensioning of a novel survivable optical network structure, called Petaweb, that can reach a total capacity of severa...

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Column generation algorithms are instrumental in many areas of applied optimization, where linear programs with an enormous number of columns need to be so...

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With the help of the Graffiti system, Fajtlowicz conjectured around 1992 that the average distance between two vertices of a connected graph <i>G</i> is at ...

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A polygon is said to be <i>simple</i> if the only points of the plane belonging to two of its edges are its vertices. We answer the question of finding, ...

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Let <img src="/cgi-bin/mimetex.cgi?G=(V,E)"> be a simple, undirected graph of order <img src="/cgi-bin/mimetex.cgi?n"> and size <img src="/cgi-bin/mimetex.cg...

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The main purpose of this paper is to apply the True Notional Bond System (TNBS) proposed by Oviedo (2006) for the theoretical pricing of the Chicago Board ...

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In this paper we develop a model to analyze, in a dynamic framework, how countries join international environmental agreements (IEAs). In the model, where co...

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While recent algorithms for mining the frequent subgraphs of a database are efficient in the general case, these algorithms tend to do poorly on databases th...

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A stochastic control model is proposed as a paradigm for the design of optimal timing of greenhouse gases (GHG) emissions abatement. The resolution of unce...

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How can a cooperative agreement made at the start of a dynamic game can be sustained over time? Early work has avoided this question by supposing that the...

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In this paper, we consider the nonparametric Behrens-Fisher problem with cluster correlated data. A class of weighted Mann-Whitney test statistics are intr...

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This paper attempts to shed an empirical light on so-called jump bidding in ascending auctions. There is a jump when a participant in an auction outbids t...

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Routing for shared protection has received a lot of interest in the last few years. A large number of the studies focus on minimizing the network transport ...

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In this paper, we propose a tree-based method for multivariate outcomes consisting in a mixture of categorical and continuous responses. The split function...

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In this paper, we study a decentralized supply chain in which the manufacturer sells a short lifecycle product using wholesale price (only) contracts to a ...

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Price-matching-guarantees (PMGs) are offers by firms whereby they assure customers that they will match any lower price offered by the competition for an i...

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In this paper, the problem of <img src="/cgi-bin/mimetex.cgi?{\cal H}_\infty"> controller design for Markovian singular systems with discontinuities (M...

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With the help of the AutoGraphiX system, we study relations of the form

<img src="/cgi-bin/mimetex.cgi?\underline{b}m \le i1(G) \oplus i_2(G) \le \overl...

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This paper deals with the class of linear discrete-time systems with random abrupt changes also known as class of Markovian jump singular systems. Th...

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Cet article vise l'analyse du type de modélisation des problèmes tests utilisés par les chercheurs pour valider leurs stratégies de pilotage des systèmes d...

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This papers deals with the tracking problem for the Markov Jump systems with external finite energy disturbance. A state feedback controller that makes the...

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This chapter deals with the control of production systems and presents models for production and maintenance planning. The production systems are sup...

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<p> This paper investigates the effects of in-store availability on price matching guarantees (PMGs). Under the simplest form of PMG implementation, a fir...

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This paper describes a new heuristic for the well-known <i>Undirected Rural Postman Problem</i>. It consists of two steps: it first constructs a partial so...

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This paper deals with the stability analysis and the stabilization for the class of continuous-time systems with time-varying delay. The time delay is as...

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A weighted multivariate signed-rank test is introduced for an analysis of multivariate clustered data. Observations in different clusters may then get diffe...

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Clusterwise regression is a technique for clustering data. Instead of using the classical homogeneity or separation criterion, clusterwise regression is ba...

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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...

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This paper describes a Parallel Space Decomposition (PSD) technique for the Mesh Adaptive Direct Search (MADS) algorithm. MADS extends Generalized Pattern ...

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We present a model that rapidly finds an approximation of the expected passenger flow on an airline network, given forecast data concerning 1) the distribut...

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Consider a convex polygon <i>V<sub>n</sub></i> with <i>n</i> sides, perimeter <i>P<sub>n</sub></i>, diameter <i>D<sub>n</sub></i>, area <i>A<sub>n</sub></i>...

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Most Fleet Assignment Problem (FAP) formulations use a leg-based estimation of revenue loss to derive the passenger revenue component of their objective fu...

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This study examines simultaneously the effect of personal, contextual, and product-related factors on purchasing behaviour of fair-trade products. The resu...

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In previous work, bimatrix games were expressed as parametric linear mixed 0-1 programs and the <img src="/cgi-bin/mimetex.cgi?{\rm E}_\chi">MIP algorithm w...

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We propose a new approach to solve the multi-objective portfolio selection problem in the presence of skewness. The selection of efficient portfolios require...

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In this paper, we examine sets of tools associated to modeling systems for mathematical programming which can be used to automatically detect the presence ...

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Cet article dresse un portrait de l'état de la concurrence fiscale internationale par l'entremise i) de l'étude des taux d'impôt et autres caractéristiques...

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Storage location assignment and interleaving policy are two closely related problems in warehousing management. This paper addresses the location assignmen...

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We study conflict and cooperation issues in a two-stage production system. The objective of the first stage is to minimize the sum of the completion times o...

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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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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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<p>Monte Carlo simulation is an incredibly versatile tool for studying complex stochastic systems. By replicating the simulation several times independent...

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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...

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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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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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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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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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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 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 ...

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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...

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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, 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...

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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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The exponential stability, and the static output feedback stabilization with an &#945;-stability constraint problems of continuous-time singular linear syste...

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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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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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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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We present and compare three new compact linearizations for the quadratic 0-1 minimization problem, two of which achieving the same lower bound than the "sta...

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Routing for Overlapping Segment Shared Protection (OSSP) in multi-domain networks is more difficult than that in single domain networks because of the scalab...

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We show that among connected graphs with maximum clique size <img src="/cgi-bin/mimetex.cgi?\omega">, the minimum value of the spectral radius of adjacency m...

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In the set of all connected graphs with a given domination number, we characterize the graphs which achieve the maximum value of the spectral radius of the ...

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Upper bounds for products of four measures of distances in graphs: diameter, radius, average eccentricity and remoteness with three measures of connectivity:...

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Given a class of graphs <img src="/cgi-bin/mimetex.cgi?\mathcal{F}">, a forbidden subgraph characterization (FSC) is a set of graphs <img src="/cgi-bin/mimet...

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In previous work, the generalized pattern search (GPS) algorithm for linearly constrained (continuous) optimization was extended to mixed variable problems...

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To the best of our knowledge, the complexity of minimum sum-of-squares clustering is unknown. Yet, it has often been stated that this problem is NP-hard. We...

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This paper deals with the class of linear systems with random abrupt changes. The stochastic stability and the stochastic stabilization problems of t...

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Main methods, algorithms and applications of the Variable Neighborhood Search metaheuristic are surveyed, in view of a chapter of the <i>Encyclopedia of Opti...

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In this paper the call admission control (CAC) and routing control (RC) problems for loss network systems are studied as optimal stochastic control (OSC) pr...

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In Z. Ma, P.E. Caines, and R.P. Malhamé, ``Control of Loss Network Systems: Call Admission and Routing Control", (submitted to <i>SIAM J. Control...

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<p>On étudie à l'aide du système AutoGraphiX 2 (AGX 2) des relations de la forme </p>

<p><center> <img src="/cgi-bin/mimetex.cgi?\underline{b}_{n} \, \l...

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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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Les contributions récentes en économie du tourisme reconnaissent que le marché du tourisme est un marché de concurrence imparfaite qui doit être abordé du po...

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Data clustering methods have been developed extensively in the data mining literature for detecting useful patterns in large datasets in the form of dense...

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Circle packing problems were recently solved via reformulation descent (RD) by switching between a cartesian and a polar formulation. Mixed formulations, wi...

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This paper explores the design modelling issues of the Petaweb, an optical network architecture that provides fully meshed connectivity between electronic...

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This paper proposes a way to combine the Mesh Adaptive Direct Search (MADS) algorithm, which extends the Generalized Pattern Search (GPS) algorithm, with th...

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In this paper we study the Capacitated Team Orienteering and Profitable Tour Problems (CTOP and CPTP). The interest in these problems comes from recent devel...

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The main purpose of this paper is to study the impact of traditional and emergent environmental regulations on firms’ strategies and outcomes. The former co...

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A set of vertices <i>S</i> in a graph <i>G</i> is a clique if any two of its vertices are adjacent. The clique number <img src="/cgi-bin/mimetex.cgi?\omega"...

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We consider a noncooperative differential game where a retailer sells her own private label in addition to the manufacturer’s brand. We assume that each bran...

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This paper considers the class of discrete-time nonlinear Markovian jump systems. The stochastic stability and stabilization problems are tackled. A model-b...

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The coupling-from-the-past (CFTP) algorithm of Propp and Wilson, also called perfect sampling, permits one to sample exactly from the stationary distributio...

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We propose a new algorithm for general constrained derivative-free optimization. As in most methods, constraint violations are aggregated into a single con...

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In an Advance Booking Discount Program (ABDP), a firm offers a product at a price discount prior to the selling season. In the selling season the product i...

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The <i>Capacitated Arc Routing Problem</i> (CARP) consists of determining a set of least cost capacitated vehicle routes servicing a set of arcs. In this p...

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In this article, robust estimation and prediction in multivariate autoregressive models with exogenous variables (VARX) are considered. The conditional lea...

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The author considers serial correlation testing in seasonal models. A test statistic is derived, using a spectral approach. Spectral tests usually rely on ...

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We propose a hybrid routing scheme that combines traditional shortest-path based OSPF mechanisms as well as a new form of explicit routing executed at the ...

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<p> There is a revival in the nuclear debate observed in the literature. Most of the emission scenarios of the Intergovernmental Panel on Climate Change (I...

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We consider the problem of assigning patients to nurses for home care services. The aim is to balance the workload of the nurses while avoiding long travels...

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In this paper, we consider the problem of constructing confidence intervals for a population median when the underlying population is discrete. We describe ...

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An edge coloring of a graph <img src="/cgi-bin/mimetex.cgi?G = (V,E)"> is a function <img src="/cgi-bin/mimetex.cgi?c:E \rightarrow N"> that assigns a co...

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In this manuscript we tackle the optimal upgrade of an innovative optical transport network architecture called the Petaweb, which has a particular composite...

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We study in this paper the impact of a Public Disclosure Program(PDP) as well as traditional environmental regulation (tax/subsidy) on optimal policies of t...

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Variance reduction techniques (VRTs) are often essential to make simulation quick and accurate enough to be useful. A case in point is simulation-based opti...

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Starting from coding-theoretic constructions, we build digital nets with good figures of merit, where the figure of merit takes into account the equidistrib...

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We propose and analyze a quasi-Monte Carlo (QMC) method for simulating a discrete-time Markov chain on a discrete state space of dimension <img src="/cgi-...

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Random number generators based on linear recurrences modulo 2 are among the fastest long-period generators currently available. The uniformity and independe...

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We consider the bandwidth coloring problem, a generalization of the well-known graph coloring problem. For the latter problem, a classical theorem, discover...

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We examine and compare simulation-based algorithms for solving the agent scheduling problem in a multiskill call center. This problem consists in minimizing...

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The convergence of different classes of traffic with different priorities over the wire- less network has become a reality. To insure that the users of key ...

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A recent comparison of evolutionary, neural network, and scatter search heuristics for solving the p-median problem is completed by (i) gathering or obtaini...

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The probabilistic satisfiability problem is to verify the consistency of a set of probability values or intervals for logical propositions. The (tight) prob...

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In this survey, we examine an important class of facility location problems known as the multisource Weber problem (also referred to as the continuous locat...

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In this paper, we are concerned with the statistical methodology of epidemiological surveillance; that is, the ongoing procedure of analyzing and interpreti...

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We investigate a first column generation (CG) formulation for the design of failure independent path-protecting (FIPP) <i>p</i> -cycle survivable transport ...

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We develop a nonparametric Bayesian functional estimation method, using monotone wavelet approximation, for hazard estimation from randomly right censored d...

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We consider the problem of separating two sets of points in an n-dimensional real space with a (hyper)plane that minimizes the sum of <i>L</i><sub>2</sub>-n...

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Optimization problems modeled in the AMPL modeling language [Fourer, Gay and Kernighan (2002)] may be examined by a set of tools found in the AMPL Library [...

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The AutoGraphiX 2 system is used to compare the index of a graph <i>G</i> with a number of other graph theoretical invariants, i.e., chromatic number, maxim...

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Assouad has shown that a real-valued distance <i>d</i> = (<i>d</i><sub><i>ij</i></sub>) <sub>1 &le; <i>i</i> &lt; <i>j</i> &le; <i>n</i></sub> is isome...

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This paper presents two new results on the enumeration of all extreme equilibria of the sequence form of a two person extensive game. The sequential form of...

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The integrated aircraft routing and crew pairing problem consists in determining a minimum-cost set of aircraft routes and crew pairings such that each flig...

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In modern transportation systems, the potential for further decreasing the costs of fulfilling customer requests is severely limited while market competitio...

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We consider the problem of determining the size of a maximum clique in a graph, also known as the clique number. Given any method that computes an upper bou...

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A set of vertices <i>S</i> in a graph <i>G</i> is independent if no neighbor of a vertex of <i>S</i> belongs to <i>S</i>. A set of vertices <i>U</i> in a gr...

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A typical assumption in the game-theoretic literature on research and development (R&D) is that all firms belonging to the industry under investigation purs...

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In One-to-Many-to-One Single Vehicle Pickup and Delivery Problems a vehicle based at the depot must make deliveries and pickups at customers locations befor...

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This work deals with bound constrained multiobjective optimization (<i>MOP</i>) of nonsmooth functions for problems in which the structure of the objective ...

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In this paper, we propose efficient algorithms to extract minimal unsatisfiable subsets of clauses or variables in unsatisfiable propositional formulas. Suc...

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A graph invariant is a function of a graph <i>G</i> which does not depend on labeling of <i>G</i>’s vertices or edges. An algebraic expression of one or sev...

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