Publications scientifiques

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The positive edge criterion within COIN-OR's CLP
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Computers & Operations Research, 49, 41–46, 2014 référence BibTeX
A variable neighborhood descent algorithm for the open-pit mine production scheduling problem with metal uncertainty
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Journal of the Operational Research Society, 65(9), 1305–1314, 2014 référence BibTeX
On the minimum principle and dynamic programming for hybrid systems
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Proceedings of the 19th IFAC World Congress, Cape Town, South Africa, 9629–9634, 2014 référence BibTeX
Mean field estimation for partially observed LQG systems with major and minor agents
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Proceedings of the 19th IFAC World Congress, Cape Town, South Africa, 8705–8709, 2014 référence BibTeX
Optimal hedging when the underlying asset follows a regime-switching Markov process
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European Journal of Operational Research, 237(1), 312–322, 2014 référence BibTeX
A survey of game-theoretic models of cooperative advertising
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European Journal of Operational Research, 237(1), 1–14, 2014 référence BibTeX
How the cascading effects of a single behavioral trait can generate personality
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Ecology and Evolution, 4(15), 3038–3045, 2014 référence BibTeX
Comparison of specification tests for GARCH models
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Computational Statistics & Data Analysis, 76, 291–300, 2014 référence BibTeX
Bayesian philosophy
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Computational Actuarial Science with R, Chapman & Hall/CRC The R Series, 127–164, 2014 référence BibTeX
Statistical learning
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Computational Actuarial Science with R, Chapman & Hall/CRC The R Series, 165–206, 2014 référence BibTeX