Publications scientifiques

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Progressive hedging applied as a metaheuristic to schedule production in open-pit mines accounting for reserve uncertainty
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European Journal of Operational Research, 253(3), 843–855, 2016 référence BibTeX
The execution problem in finance: A partially observed mean field game formulation
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AMS Fall Meeting, Bowdoin College, Brunswick, USA, 2016 référence BibTeX
Optimizing infill drilling decisions using multiarmedbandits: application in a long-term, multi-element stockpile
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Geostatistics Valencia 2016. Quantitative Geology and Geostatistics, vol. 19, Springer, Cham, Valencia, Spain, 197–212, 2016 référence BibTeX
A new high-order, non-stationary and transformation invariant spatial simulation approach
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Geostatistics Valencia 2016. Quantitative Geology and Geostatistics, vol. 19, Springer, Cham, Valencia, Spain, 93–106, 2016 référence BibTeX
A high-order, data-driven framework for joint simulation of categorical variables
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Geostatistics Valencia 2016. Quantitative Geology and Geostatistics, vol. 19, Springer, Cham, Valencia, Spain, 287–301, 2016 référence BibTeX
Exact and heuristic algorithms for the Hamiltonian p-median problem
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European Journal of Operational Research, 253(2), 280–289, 2016 référence BibTeX
Graph Laplacian distributed particle filtering
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2016 24th European Signal Processing Conference (EUSIPCO), Budapest, Hungary, 1493–1497, 2016 référence BibTeX
Typical and tail performance of SRI equity mutual funds
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Journal of Financial Services Research, 50(1), 57–94, 2016 référence BibTeX
An inventory-routing problem with pickups and deliveries arising in the replenishment of automated teller machines
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Transportation Science, 50(3), 1077–1091, 2016 référence BibTeX
A branch-price-and-cut algorithm for the inventory-routing problem
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Transportation Science, 50(3), 1060–1076, 2016 référence BibTeX