Publications scientifiques

6583 résultats — page 320 de 659

Dynamic portfolio choices by simulation-and-regression: Revisiting the issue of value function vs portfolio weight recursions
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Computers & Operations Research, 79, 174–189, 2017 référence BibTeX
Compendium of credit risk resources for P&C actuaries
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E-Forum, Casualty Actuarial Society, 69 pages, 2017 référence BibTeX
A differentially private ensemble Kalman Filter for road traffic estimation
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2017 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), New Orleans, LA, USA, 6409–6413, 2017 référence BibTeX
Inferring sparse graphs from smooth signals with theoretical guarantees
2017 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), New Orleans, LA, USA, 6533–6537, 2017 référence BibTeX
A global simulation-optimisation approach for inventory management in a decentralised supply chain
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Supply Chain Forum: An International Journal, 18(2), 112–119, 2017 référence BibTeX
Modeling market power in the U.S. shale gas market
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Optimization and Engineering, 18(1), 203–213, 2017 référence BibTeX
Solving a vendor-managed inventory routing problem arising in the distribution of bottled water in Morocco
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European Journal of Operational Research, 11(2), 168–184, 2017 référence BibTeX
Vessel routing with pickups and deliveries: An application to the supply of offshore oil platforms
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Computers & Operations Research, 79, 140–147, 2017 référence BibTeX
Scheduling identical parallel machines with tooling constraints
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European Journal of Operational Research, 257(3), 834–844, 2017 référence BibTeX
Fundamental limits of remote estimation of autoregressive Markov processes under communication constraints
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IEEE Transactions on Automatic Control, 62(3), 1109–1124, 2017 référence BibTeX