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L'apprentissage par renforcement (RL) pour les processus décisionnels de Markov partiellement observables (POMDP) est un problème difficile car les décisions...
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Nous reprenons ici le développement du concept de bande passante effective comme outil pour la planification et la gestion des réseaux ATM à partir de la ...
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We consider a structural model to design and evaluate the American call, conversion, and put options embedded in corporate bonds. We use dynamic programmin...
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A growing body of recent literature analyzes the reaction of Robinhood (RH) investors to price movements at the daily frequency. As these investors tend to b...
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The Network Design Problem with Vulnerability Constraints and Probabilistic Edge Reliability (NDPVC-PER) is an extension of the NDPVC obtained by additionall...
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How can retailers incentivize customers to make healthier food choices? Price, convenience, and taste are known to be among the main drivers behind such choi...
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Le résumé automatique de document a pour but de créer une version réduite d’un ensemble de textes pour aider des utilisateurs à mieux assimiler l’information...
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"L'eau c'est la vie" is a well known french expression for "Water is life", which reflects the fact that water is undoubtedly the most vital resource in the ...
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In this paper, we describe a branch-and-price algorithm for the personalized nurse scheduling problem. The variants that appear in the literature involve a ...
référence BibTeXPrice-based strategies for mitigating electric vehicle-induced overloads on distribution systems
This paper first introduces a computationally efficient approach for conducting a time-series impact analysis of electric vehicle (EV) charging on the loadin...
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Station-based Bike-sharing systems have been implemented in multiple major cities, offering a low-cost and environmentally friendly transportation alternativ...
référence BibTeXRisk averse constrained blackbox optimization under mixed aleatory/epistemic uncertainties
This paper addresses risk averse constrained optimization problems where the objective and constraint functions can only be computed by a blackbox subject to...
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We study the integration of multi-period assignment, routing, and scheduling of care workers for home health care services. In such a context, it is importa...
référence BibTeXEvolution of high throughput satellite systems: Vision, requirements, and key technologies
High throughput satellites (HTS), with their digital payload technology, are expected to play a key role as enablers of the upcoming 6G networks. HTS are mai...
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Two-stage stochastic programs are a class of stochastic problems where uncertainty is discretized into scenarios, making them amenable to solution approaches...
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Cet article étudie le risque de crédit de contrepartie et l’ajustement réglementaire correspondant (CVA) pour des portefeuilles de produits dérivés avec poss...
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This paper investigates a variant of the traveling salesman problem (TSP) with speed optimization for a plug-in hybrid electric vehicle (PHEV), simultaneousl...
référence BibTeXPLSR1: A limited-memory partitioned quasi-Newton optimizer for partially-separable loss functions
Improving neural network optimizer convergence speed is a long-standing priority. Recently, there has been a focus on quasi-Newton optimization methods, whi...
référence BibTeXThe primal Benders decomposition
Benders decomposition has been applied significantly to tackle large-scale optimization problems with complicating variables, which, when temporarily fixed, ...
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Historically, the training of deep artificial neural networks has relied on parallel computing to achieve practical effectiveness. However, with the increas...
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