The coupling-from-the-past (CFTP) algorithm of Propp and Wilson, also called perfect sampling, permits one to sample exactly from the stationary distributio...

This paper considers the class of discrete-time nonlinear Markovian jump systems. The stochastic stability and stabilization problems are tackled. A model-b...

We consider a noncooperative differential game where a retailer sells her own private label in addition to the manufacturer’s brand. We assume that each bran...

A set of vertices <i>S</i> in a graph <i>G</i> is a clique if any two of its vertices are adjacent. The clique number <img src="/cgi-bin/mimetex.cgi?\omega"...

The main purpose of this paper is to study the impact of traditional and emergent environmental regulations on firms’ strategies and outcomes. The former co...

In this paper we study the Capacitated Team Orienteering and Profitable Tour Problems (CTOP and CPTP). The interest in these problems comes from recent devel...

This paper proposes a way to combine the Mesh Adaptive Direct Search (MADS) algorithm, which extends the Generalized Pattern Search (GPS) algorithm, with th...

<p> There is a revival in the nuclear debate observed in the literature. Most of the emission scenarios of the Intergovernmental Panel on Climate Change (I...

We propose a hybrid routing scheme that combines traditional shortest-path based OSPF mechanisms as well as a new form of explicit routing executed at the ...

The author considers serial correlation testing in seasonal models. A test statistic is derived, using a spectral approach. Spectral tests usually rely on ...

In this article, robust estimation and prediction in multivariate autoregressive models with exogenous variables (VARX) are considered. The conditional lea...

In this survey, we examine an important class of facility location problems known as the multisource Weber problem (also referred to as the continuous locat...

A recent comparison of evolutionary, neural network, and scatter search heuristics for solving the p-median problem is completed by (i) gathering or obtaini...

The convergence of different classes of traffic with different priorities over the wire- less network has become a reality. To insure that the users of key ...

We examine and compare simulation-based algorithms for solving the agent scheduling problem in a multiskill call center. This problem consists in minimizing...

We consider the bandwidth coloring problem, a generalization of the well-known graph coloring problem. For the latter problem, a classical theorem, discover...

Random number generators based on linear recurrences modulo 2 are among the fastest long-period generators currently available. The uniformity and independe...

We propose and analyze a quasi-Monte Carlo (QMC) method for simulating a discrete-time Markov chain on a discrete state space of dimension <img src="/cgi-...

Starting from coding-theoretic constructions, we build digital nets with good figures of merit, where the figure of merit takes into account the equidistrib...

Variance reduction techniques (VRTs) are often essential to make simulation quick and accurate enough to be useful. A case in point is simulation-based opti...