We consider a network whose links have random capacities and in which a certain target amount of flow must be carried from some source nodes to some destina...

Clustering is an automated and powerful technique for data analysis. It aims to divide a given set of data points into clusters which are homogeneous and/o...

We study the behavior of a generalized splitting method for sampling from a given distribution conditional on the occurrence of a rare event. The method retu...

We survey basic ideas and results on randomized quasi-Monte Carlo (RQMC) methods, discuss their practical aspects, and give numerical illustrations. RQM...

This paper introduces two classes of location problems with interconnected facilities. These problems differ from classical location problems in the sense ...

Les programmes de subvention pour accélérer le remplacement d’une voiture ayant un certain âge ont été très populaires un peu partout dans le monde. Ils ava...

Employee scheduling is an important activity in the service industry as it has a significant impact on costs, sales, and profitability. While a large amount ...

The purpose of this study is to design incentives for price and advertising coordination in a bilateral monopoly. I prove that a wholesale price reduction ...

The mesh adaptive direct search (MADS) algorithm is designed for blackbox optimization problems for which the functions defining the objective and the constr...

The vertex \(p\)-center problem consists in selecting \(p\) centers among a finite set of candidates and assigning a set of clients to them, with the aim...

Dans le cadre du calcul du risque de contrepartie, le risque de corrélation réfère à une situation où la valeur d'une transaction financière est corrélée av...

À la suite de la crise financière de 2007, la réforme de Bâle III recommande, entre autres, la mise en place de frais de capital couvrant la variabilité de ...

We analyze a transboundary pollution differential game where, in addition to the standard temporal dimension, a spatial dimension is introduced to capture th...

This paper focuses on designing a state estimator for a discrete-time SEIR epidemic model of an influenza-like illness. It is assumed that only sets of adm...

This paper addresses the winner determination problem (WDP) for TL transportation procurement auctions under uncertain shipment volumes and uncertain carrier...

Le paradoxe de Parrondo est étendu à des marches aléatoires en environnements aléatoires avec changement de régimes. Le comportement paradoxal de la march...

The shortest path problem with resource constraints (SPPRC) is often used as a subproblem within a column generation approach for routing and scheduling prob...

The \(P_k\)-hitting set problem consists in removing a minimum number \(\psi_k(G)\) of vertices of a given graph \(G\) so that the resulting graph does...

We propose an infeasible interior-point algorithm for constrained linear least-squares problems based on the primal-dual regularization of convex program...

The shortest path problem with resource constraints finds the least cost path between two nodes in a network while respecting constraints on resource consump...