Publications scientifiques

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Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias
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Journal of Economic Dynamics and Control, 100, 297–313, 2019 référence BibTeX
Stochastic varepsilon-optimal linear quadratic adaptation: An alternating controls policy
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SIAM Journal on Control and Optimization, 57(2), 1094–1126, 2019 référence BibTeX
A scalable exact algorithm for the vertex \(p\)-center problem
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Computers & Operations Research, 103, 211–220, 2019 référence BibTeX
A selective survey of game-theoretic models of closed-loop supply chains
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4OR, 17(1), 1–44, 2019 référence BibTeX
Optimal pricing and advertising policies for a one-time entertainment event
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Journal of Economic Dynamics and Control, 100, 395–416, 2019 référence BibTeX
The impact of adaptation on the stability of international environmental agreements
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Environmental and Resource Economics, 74(2), 697–725, 2019 référence BibTeX
Realized peaks over threshold: A time-varying extreme value approach with high-frequency-based measures
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Journal of Financial Econometrics, 17(2), 254–283, 2019 référence BibTeX
An algorithm for cost optimization of PMU and communication infrastructure in WAMS
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International Journal of Electrical Power & Energy Systems, 106, 96–104, 2019 référence BibTeX
Ten years of feasibility pump, and counting
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EURO Journal on Computational Optimization, 7(1), 1–14, 2019 référence BibTeX
Efficient real-time scalable make-before-break network re-routing
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IEEE/OSA Journal of Optical Communications and Networking, 11(3), 53–66, 2019 référence BibTeX