Cahiers du GERAD
This paper develops an efficient hybrid algorithm to solve the credit scoring problem. We use statistical mathematical programming to develop new classificat...référence BibTeX
Linear-quadratic mean field Stackelberg games: Master equations and decentralized feedback strategies
This paper studies linear-quadratic Stackelberg games with a major player (leader) and
\(N\) minor players (followers). To design decentralized strategies ...
The Quadratic Knapsack Problem (QKP) is a combinatorial optimization problem that has attracted much attention over the past four decades. In this problem, o...référence BibTeX
Yichuan Daniel Ding – Professeur agrégé, Faculté de gestion Desautels, Université McGill
Vassili N. Kolokoltsov – High School of Economics