Alain Haurie

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This paper establishes a relationship between the concept of hedging point, first introduced in the realm of FMS flow control models, and the turnpike prop...

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This paper deals with an application of the projective algorithm to the solution of a generic nondifferentiable minimization problem. This problem is closel...

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This paper presents a linear programming model of the Quebec and New York State power systems which includes a detailed description of the different types o...

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This paper deals with a stochastic optimal control problem where the randomness is essentially concentrated in the stopping time terminating the process. If...

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The production scheduling problem considered in this paper is related to the planning of operations of a flexible manufacturing cell composed of a punch pres...

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This note deals with the concept of stochastic equilibrium-programming <i>SEP</i> which has recently been proposed for the modeling of imperfect competition ...

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This paper deals with an infinite-horizon discrete-event dynamic programming model with discounting, and with Borel state and action spaces. Instead of the ...

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This paper addresses the problem of existence and computation of cooperative equilibria of discounted stochastic sequential games. The proposed approach con...

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A model is presented for looking at the main characteristics of long term gas contracts. The problem is formulated as a dynamic stochastic multimarket model...

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This paper deals with a class of discounted sequential games which admit of analysis through a contracting operator approach à la Denardo. These games appea...

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This paper deals with a class of continuous time discounted models representing an incremental incentive scheme whereby a firm receives a premium if its curr...

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This paper deals with the construction of cooperative equilibria for stochastic dynamic games, where the players cannot observe the actions of their opponent...

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One considers a class of systems described by a set of state equations indexed over a finite set E. A random jump process with value in E represents the per...

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The aim of this note is to show that the algorithm recently proposed by J. Bard (1983) is not guaranteed to converge to the desired solution of a Linear Two-...

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This research deals with the Planning of Operation on a two-machine cell consisting of: a) a (NC) turret-mounted multi-tool punch, b) a (NC) shear. The cell...

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The oil refining industry is an important part of the Canadian energy supply system which has to adapt itself to the new energy demand patterns emerging from...

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This report presents the structure and the possible uses of a long range system analysis tool which models the evolution of the energy needs of the Canadian ...

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This report deals with the long range modelling of energy needs in the cement industry. Starting from the analysis already performed for the Québec energy s...

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This report presents the structure and the possible uses of a long range system analysis tool which models the evolution of the energy needs of the Canadian ...

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A qualitative model is proposed by the economic analysis of the power exchange between two utilities. The model combines an infinite horizon optimal control...

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