Given a simple connected graph <i>G = (V,E)</i> the geodetic closure <i>I&nbsp;[S]</i> <img src="/cgi-bin/mimetex.cgi?\subset"> <i>V</i> of a subset <i>S</i...

In this paper, we develop an efficient algorithm to price options under discrete time GARCH processes. We propose a procedure based on dynamic programming c...

This paper presents a new method for the probabilistic logic satisfiability problem, based on the variable neighborhood search metaheuristic. The solution s...

This paper addresses the problem of determining the daily operating policy of a reservoir over a one-year period that satisfies conflicting objectives regar...

This paper considers the swapping problem on a tree. In this problem at most one object of some type is available at each vertex, and each vertex also reque...

We suggest new heuristic for solving unconstrained continuous optimization problems. It is based on generalized version of the variable neighborhood search m...

In this paper, we consider the estimation of quantiles using the calibration paradigm. The proposed methodology relies on an approach similar to the one lea...

Convolutional Self-Doubly Orthogonal Codes (CSO²C) have been introduced in 1998 by Haccoun et al. as a novel class of convolutional codes which c...

We discuss feature selection approaches within the context of linear programming models for discrimination, with special emphasis on a new interpretation an...

Using Clark-Ocone formula, explicit martingale representations for path-dependent Brownian functionals are computed. As direct consequences, explicit martin...

We study the problem of routing and wavelength assignment (RWA) in a WDM optical network under different hop assumptions, i.e., with and without wavelength ...

Dans un contexte de gestion journalière, on dispose le plus souvent d’une prévision météorologique déterministe pour calculer les apports futurs probables a...

We propose a game-theoretic model involving the manufacturer of a national brand and a retailer selling her private label along with the national brand. The...

We present an exact algorithm for solving the channel assignment problem in cellular telephony networks. This problem consists of assigning sets of channels...

We develop a test of equality between two dependence structures estimated through empirical copulas. We provide inference for independent or paired samples....

<p>The paper considers a problem of how to minimize advertising costs to sell seats for a particular event, for instance, a sports game, a rock concert or a...

We consider a dynamic marketing channel involving one manufacturer and one retailer. The strategic variables of the former are the wholesale price and the a...

Winter road maintenance operations involve a host of decision-making problems at the strategic, tactical, operational, and real-time levels. Those operation...

In this paper we consider the constant rank unconstrained quadratic 0-1 optimization problem, CR-QP01 for short. This problem consists in minimizing the qua...

Winter road maintenance planning involves a variety of decision-making problems related to the routing of vehicles for spreading chemicals and abrasives, fo...