Intelligent transportation has been emerged as one of the data mining and machine learning applications. The smart card data nowadays are continuously gather...

In a static network reliability model one typically assumes that the failures of the components of the network are independent. This simplifying assumption m...

We propose an exponential tilting method for exact simulation from the truncated multivariate student-t distribution in high dimensions as an alternative t...

Traditionnellement, la planification des réserves opérationnelles dans les réseaux électriques se fait en fonction de la capacité de production disponible et...

Les prix de l'électricité dans les marchés déréglementés possèdent quatre caractéristiques principales : un caractère saisonnier, un retour à la moyenne, ...

The unequal-areas facility layout problem is concerned with finding the optimal arrangement of a given number of non-overlapping indivisible departments with...

The facility layout problem is a well-known operations research problem that arises in multiple applications. This paper is concerned with the multi-row layo...

We propose a quasi-analytical approach for valuing American-style options under Gaussian and double exponential jumps à la Merton (1976) and Kou (2002). Our ...

This paper describes three recent tools for dealing with primal degeneracy in linear programming. The first one is the Improved Primal Simplex (IPS) algor...

Since the financial crisis of 2007-2009, there has been a renewed interest toward quantifying more appropriately the risks involved in financial positions. P...

Deux colorations des sommets d'un graphe sont dites équivalentes si elles correspondent à la même partition de l'ensemble des sommets en classes de couleurs....

Conic optimization refers to the problem of optimizing a linear function over the intersection of an affine space and a closed convex cone. Conic optimizat...

A smart grid is the combination of a traditional electrical power distribution system with two-way communication between suppliers and consumers. This combin...

Cet article étudie la rétention stratégique des droits de transmission physique (PTRs) détenus par des producteurs d'électricité sur deux marchés interconnec...

En vue d'évaluer les stratégies possibles de coopération entre les pays industrialisés et les pays en développement pour limiter les changements climatiques ...

Clustering and classification of replicated biological data is often performed using classical techniques that inappropriately treat the data as unreplicated...

The airline crew scheduling problem involves assigning a group of crew members to scheduled flights over a planning horizon (usually a month) while respectin...

Effective route planning for battery electric commercial vehicle (ECV) fleets has to take into account their limited autonomy and the possibility of visiting...

Portfolio credit risk models are very often constructed with correlation matrices serving as proxies for interrelations in the creditworthiness of each compa...

On considère dans cet article la classe de jeux non-coopératifs dynamiques linéaire-quadratiques avec des contraintes linéaires. On introduit la structure d...