Axe 3 : Aide à la décision prise sous incertitude

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This paper exposes in voluntarily simple terms the concept of <i>S</i>-adapted equilibrium introduced to represent and compute economic equilibria on stocha...

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Ce papier présente une nouvelle procédure de classification, appelée PROCFTN, basée sur le domaine de l'aide multicritère à la décision. Le principe général...

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The aim of this paper is to provide a concise portrayal of medical applications of a new fuzzy classification method called PROAFTN, which uses a multicrite...

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Pricing Asian options based on the arithmetic average, under the Black and Scholes model, involves estimating an integral (a mathematical expectation) for w...

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A hedger of a contingent claim may decide to partially replicate on some states of nature and not on the others: A partial hedge initially costs less than a...

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In recent years, several advances have been made towards the solution of stochastic vehicle routing problems (SVRPs). In particular, the Integer <i>L</i>-Sh...

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Optimal control problems for linear stochastic continuous time systems are considered, where the time domain is decomposed into a finite set of <i>N</i> dis...

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In this work, we examine how to combine the score function method with the standard crude Monte Carlo and experimental design approaches, in order to evalua...

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The stochastic linear programming problem with recourse has a dual block angular structure. It can thus be handled by Benders decomposition or by Kelley's m...

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This paper presents the first experiments undertaken with a stochastic programming model of gas contract portfolio management. This model is intended to be ...

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This paper deals with a stochastic programming model which complements long range market simulation models such as those currently developed by several gas ...

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A notion of Nash equilibrium, called event-adapted equilibrium, is defined for non-cooperative, multi-stage games where uncertainty is gradually resolved. ...

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In this paper we develop a stochastic, dynamic network equilibrium model of airline passenger transportation. The model explicitly incorporates the behavior...

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This paper addresses the question of determining an optimal mix of gas contracts for a producer supplying the North American gas market. We first propose a ...

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In this paper, we present general formulations for the stochastic vehicle routing problem with capacity restrictions in which the <i>m</i> vehicle tours hav...

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This paper describes a family of stochastic location-routing problems which consist of simultaneously locating a depot among a set of potential sites, of det...

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A model is presented for looking at the main characteristics of long term gas contracts. The problem is formulated as a dynamic stochastic multimarket model...

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