Call and put options embedded in bonds are of American-style, and cannot be priced in a closed-form. In this paper, we formulate the problem of pricing thes...

This paper investigates several questions related to the location of facilities in multi-storey buildings in the presence of lifts. Where should facilities ...

The maximum stable set problem is NP-hard, even when restricted to <i>banner</i>-free graphs. In this paper, we use the augmenting graph approach to attack ...

In this paper we introduce a new formulation of the logistics network design problem encountered in deterministic, single-country, single-period contexts. O...

Minimum <i>k</i>-cardinality tree problem on graph <i>G</i> consists in finding a subtree of <i>G</i> with exactly <i>k</i> edges whose sum of weights is mi...

A management decision based on voting by a team of experts has been commonly used and has been examined by the social scientists. Various approaches have be...

This paper investigates a new variation in the continuous single facility location problem. Specifically, we address the problem of locating a new facility...

We propose a Genetic Algorithm for scheduling multiprocessor tasks in multi-stage flow-shop environments. We present two special crossover operators that we...

Exploiting an overlooked observation of Blum, Kiefer & Rosenblatt (1961), Dugué (1975) and Deheuvels (1981a) described a decomposition of empirical distribu...

Dans le cadre des préoccupations croissantes pour la protection de l'environnement et la gestion économique de l'élimination des déchets, nous présentons un...

This paper introduces new rank-based statistics for testing against serial dependence in a univariate time series context. These Kolmogorov-Smirnov and Cram...

This paper considers stochastic stability and stochastic stabilizability of linear discrete-time systems with Markovian jumps and mode-dependent time-delays...

We consider the problem of minimizing makespan in a no-wait flow-shop with three machines. Lot streaming (lot sizing) is the process of creating sublots t...

We study various uniform <i>k</i>-partition problems which consist in partitioning <i>m</i> sets, each of cardinality <i>k</i>, into <i>k</i> sets of cardin...

We consider a set of countries that wish to sign an international agreement to control pollution. The problem is studied from the perspective of cooperativ...

This chapter deals with the regulator design problem for the class of jump linear systems. Optimal regulator design, suboptimal regulator with time-multipli...

This paper addresses the suboptimal regulator design problem of discrete-time jump linear system by using time-multiplied performance index. For a given st...

Rotating work schedules are encountered in several industries and public sector organizations where work is carried out 24 hours a day, seven days a week. ...

Global climate change issue raises two basic questions: What to do to guarantee the long-term efficiency (or the least collective cost) of international gre...

Let <i>G</i> be a graph and <i>d_v</i> the degree (= number of first neighbors) of its vertex <i>v</i>. The connectivity index of <i>G</i> is <img...