Deheuvels (1981a,b,c) and Genest and Rémillard (2004) have shown that powerful rank tests of multivariate independence can be based on combinations of asymp...

The multivariate modelling of default risk is a crucial aspect of the pricing of credit derivative products referencing a portfolio of underlying assets, an...

Deheuvels proposed a rank test of independence based on a Cramér–von Mises functional of the empirical copula process. Using a general result on the asympto...

Rank-based estimators were proposed by Clayton (1978) and Oakes (1982) for the association parameter in the bivariate gamma frailty model. The joint asympto...

Several upper bounds on the largest Laplacian eigenvalue of a graph <i>G</i>, in terms of degree and average degree of neighbors of its vertices, have been ...

The AutoGraphiX (AGX) system for computer assisted or, for some of its functions, fully automated graph theory was developed at GERAD, Montreal since 1997. ...

This is the last part of a four-part survey of optimization models and solution algorithms for winter road maintenance planning. The two first parts of the ...

Winter road maintenance planning involves a variety of decision-making problems related to the routing of vehicles for spreading chemicals and abrasives, fo...

This paper considers a shift scheduling problem that includes different forms of flexibility in terms of shift starting times, break lengths and break plac...

This paper presents and assesses a procedure to estimate conventional parameters characterizing fluctuations at the business cycle frequency, when the econ...

This paper deals with the control of stochastic nonlinear hybrid systems. Under some appropriate assumptions results on stochastic stability and stochastic...

Une étude du transport de roses coupées, en collaboration avec la plantation Mira- flores évalue l’exportation de Bogotá (Colombie) vers Miami (USA), port d...

La localisation d'un site d'approvisionnement pour minimiser les coûts d'opérations est une problématique industrielle courante. Les variables classiques co...

In order to study the conditions for a world self-enforcing agreement on climate change, we model cooperative and non-cooperative world climate strategies w...

Moody's KMV method is a popular commercial implementation of the structural credit risk model pioneered by Merton (1974). It is an algorithm for estimating...

We propose a hybrid method designed to solve a problem of dispatching and conflict-free routing of Automated Guided Vehicles (AGVs) in a Flexible Manufac...

<p>Le problème de plus court chemin avec contraintes de ressources consiste à trouver un chemin d'un point origine à un point destination de coût minimum e...

Nous décrivons les méta-heuristiques couramment utilisées en optimisation, avec pour objectif de guider toute personne désirant adapter une méta-heuristique...

Several variants and generalizations of the Or-opt heuristic for the <i>Symmetric Traveling Salesman Problem</i> are developed and compared on random and pla...

<p>This paper presents a recent version of the advanced multi-region World MARKAL model used to explore CO2 abatement options.</p> <p>The report describes ...