Publications scientifiques

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A spectral method for an optimal investment problem with transaction costs under potential utility
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Journal of Computational and Applied Mathematics, 319, 262–276, 2017 référence BibTeX
Global hedging through post-decision state variables
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Journal of Risk and Financial Management, 10(3), 1–6, 2017 référence BibTeX
An ex-post analysis of the CME Group’s solution to the 5-year gap issue
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Applied Economics, 49(60), 5992–6002, 2017 référence BibTeX
Building a shared model for multi-criteria group decision making
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Group Decision and Negotiation. A Socio-Technical Perspective. GDN 2017. Lecture Notes in Business Information Processing, vol. 293, Springer, Cham, 175–186, 2017 référence BibTeX
Hybrid optimal control of an electric vehicle with a dual-planetary transmission
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Nonlinear Analysis: Hybrid Systems, 25, 263–282, 2017 référence BibTeX
A general variable neighborhood search for solving the uncapacitated \(r\)-allocation \(p\)-hub median problem
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Optimization Letters, 11(6), 1109–1121, 2017 référence BibTeX
Mathematical optimization approaches for facility layout problems: The state-of-the-art and future research directions
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European Journal of Operational Research, 261(1), 1–16, 2017 référence BibTeX
Modeling the relationship between aviation original equipment manufacturers and maintenance, repair and overhaul enterprises from a product-service system perspective
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Proceedings of the 21st International Conference on Engineering Design, Vancouver, Canada, 389–398, 2017 référence BibTeX
An optimization-based approach for supporting early product architecture decisions
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Proceedings of the 21st International Conference on Engineering Design, Vancouver, Canada, 377–384, 2017 référence BibTeX
Option pricing and hedging for discrete time regime-switching models
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Modern Economy, 8(8), 1005–1032, 2017 référence BibTeX