More than fifteen years after the beginning of the development of AutoGraphiX (AGX), a third version of the software is made available. Since the program w...

In this paper, we present a stochastic two-level optimization model whose upper-level problem depicts a wastewater treatment plant deciding on the size of co...

The expansion of the Panama Canal will be completed by 2015. The route via the Panama Canal will shorten voyages from North America to Japan by more than 7,5...

Dans cet article, on caractérise les équilibres en stratégies incitatives ainsi que leur crédibilité dans deux classes de jeux dynamiques et stochastiques jo...

In this paper we present a new rolling horizon approach for solving stochastic mixed complementarity problems (MCPs). Such a scheme allows for decision-depen...

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 ...