One critical difficulty in implementing Merton’s (1974) credit risk model is that the underlying asset value cannot be directly observed. The model requires...

We develop a Markov chain pricing method capable of handling several state vari- ables. The Markov chain construction of Duan and Simonato (2000) is modifie...

This paper deals with the class of continuous-time singular linear systems with time delay in the state vector. Delay-independent and delay dependent suffic...

This paper deals with a class of continuous-time singular linear systems with Markovian jump parameters and time delays. Sufficient conditions on stochastic...

In this paper we develop a Variable neighborhood search (VNS) heuristic for solving Mixed-Integer Programs (MIP’s). It uses CPLEX, the general-purpose MIP s...

This paper deals with the topological design of a next generation optical network that provides fully meshed connectivity between electronic edge nodes. Suc...

We characterize in this paper the credibility of incentive equilibrium strategies for the class of linear-state differential games. We derive a general cond...

Portmanteau test statistics are useful for checking the adequacy of many time series models. Here we generalize the omnibus procedure proposed by Duchesne a...

An upper bound is given on the variance of degrees of graphs with <i>n</i> vertices, <i>m</i> edges and maximum degree &Delta;. Particular cases of chemical...

The fractional aircraft market is the fastest growing segment of the business aircraft industry. A fractional aircraft operation is complex - essentially an...

This paper presents a new heuristic to solve efficiently the problem of dimension- ing large-size hybrid optoelectronic networks with grooming. It is modele...

<p> This paper introduces the Mesh Adaptive Direct Search (MADS) class of algorithms for nonlinear optimization. MADS extends the Generalized Pattern Searc...

Using a two-player differential game approach, this paper deals with the issue of tropical deforestation. The assumption is that developing forestry countri...

We consider a differential game model for a marketing channel formed by one manufacturer and one retailer. The latter sells the manufacturer's product and ma...

The Atlantic thermohaline circulation (THC) is an important component in the climate system because it strongly influences conditions in the North Atlantic ...

This paper surveys important parameters for the design of large scale networks topology such as the YottaWeb topology [1, 2, 3]. First, a wide range of perf...

The algebraic connectivity <i>a(G)</i> of a graph <i>G = (V,E)</i> is the second smallest eigenvalue of its Laplacian matrix. Using the AutoGraphiX (AGX) sys...

Ce document présente un modèle intégrateur de la logistique inverse. Le modèle est générique et peut servir à différents types d’entreprises. Le contexte du...

In this paper we use Noboru (2000) convenience-store location model, to describe a case study for locating gasoline stations (i.e. the distance between two ...

We present a review of the various integer linear programming (ILP) formulations that have been proposed for the routing and wavelength assignment problem i...