Publications scientifiques

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Feedback control of the national airspace system
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Journal of Guidance, Control, and Dynamics, 34(3), 832–846, 2011 référence BibTeX
Forecasting temperature to price CME temperature derivatives
International Journal of Forecasting, 27(2), 602–618, 2011 référence BibTeX
Resource-constrained LQR control under fast sampling
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Proceedings of the 14th conference on Hybrid Systems: Computation and Control (HSCC), Chicago, USA, 271–280, 2011 référence BibTeX
Hierarchical clustering for the identification of communities in networks
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Proceedings of ROADEF 2011, Saint-Étienne, France, 2011 référence BibTeX
Symmetry breaking constraints for the circle packing in a square problem
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Proceedings of ROADEF 2011, Saint-Étienne, France, 2011 référence BibTeX
Heterogeneous Basket Options Pricing Using Analytical Approximations
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Multinational Finance Journal, 15(1-2), 47–85, 2011 référence BibTeX
Algorithm 909: NOMAD: Nonlinear Optimization with the MADS algorithm
ACM Transactions on Mathematical Software, 37(4), page 44:1, 2011 référence BibTeX
Decentralized demand-side contribution to primary frequency control
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IEEE Transactions on Power Systems, 26(1), 411–419, 2011 référence BibTeX
Approximating zero-variance importance sampling in a reliability setting
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Annals of Operations Research, 189, 277–297, 2011 référence BibTeX
Globally optimal clusterwise regression by mixed logical-quadratic programming
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European Journal of Operational Research, 212(1), 213–222, 2011 référence BibTeX