The aim of this paper is to compute upper and lower bounds for convex value functions of derivative contracts. Laprise et al. (2006) compute bounds for Ame...

This paper deals with the design and dimensioning of a novel survivable optical network structure, called Petaweb, that can reach a total capacity of severa...

Column generation algorithms are instrumental in many areas of applied optimization, where linear programs with an enormous number of columns need to be so...

With the help of the Graffiti system, Fajtlowicz conjectured around 1992 that the average distance between two vertices of a connected graph <i>G</i> is at ...

A polygon is said to be <i>simple</i> if the only points of the plane belonging to two of its edges are its vertices. We answer the question of finding, ...

Let <img src="/cgi-bin/mimetex.cgi?G=(V,E)"> be a simple, undirected graph of order <img src="/cgi-bin/mimetex.cgi?n"> and size <img src="/cgi-bin/mimetex.cg...

The main purpose of this paper is to apply the True Notional Bond System (TNBS) proposed by Oviedo (2006) for the theoretical pricing of the Chicago Board ...

In this paper we develop a model to analyze, in a dynamic framework, how countries join international environmental agreements (IEAs). In the model, where co...

While recent algorithms for mining the frequent subgraphs of a database are efficient in the general case, these algorithms tend to do poorly on databases th...

A stochastic control model is proposed as a paradigm for the design of optimal timing of greenhouse gases (GHG) emissions abatement. The resolution of unce...

How can a cooperative agreement made at the start of a dynamic game can be sustained over time? Early work has avoided this question by supposing that the...

In this paper, we consider the nonparametric Behrens-Fisher problem with cluster correlated data. A class of weighted Mann-Whitney test statistics are intr...

This paper attempts to shed an empirical light on so-called jump bidding in ascending auctions. There is a jump when a participant in an auction outbids t...

Routing for shared protection has received a lot of interest in the last few years. A large number of the studies focus on minimizing the network transport ...

In this paper, we propose a tree-based method for multivariate outcomes consisting in a mixture of categorical and continuous responses. The split function...

In this paper, we study a decentralized supply chain in which the manufacturer sells a short lifecycle product using wholesale price (only) contracts to a ...

Price-matching-guarantees (PMGs) are offers by firms whereby they assure customers that they will match any lower price offered by the competition for an i...

In this paper, the problem of <img src="/cgi-bin/mimetex.cgi?{\cal H}_\infty"> controller design for Markovian singular systems with discontinuities (M...

With the help of the AutoGraphiX system, we study relations of the form

<img src="/cgi-bin/mimetex.cgi?\underline{b}m \le i1(G) \oplus i_2(G) \le \overl...

This paper deals with the class of linear discrete-time systems with random abrupt changes also known as class of Markovian jump singular systems. Th...

Cet article vise l'analyse du type de modélisation des problèmes tests utilisés par les chercheurs pour valider leurs stratégies de pilotage des systèmes d...

This papers deals with the tracking problem for the Markov Jump systems with external finite energy disturbance. A state feedback controller that makes the...

This chapter deals with the control of production systems and presents models for production and maintenance planning. The production systems are sup...

<p> This paper investigates the effects of in-store availability on price matching guarantees (PMGs). Under the simplest form of PMG implementation, a fir...

This paper describes a new heuristic for the well-known <i>Undirected Rural Postman Problem</i>. It consists of two steps: it first constructs a partial so...

This paper deals with the stability analysis and the stabilization for the class of continuous-time systems with time-varying delay. The time delay is as...

A weighted multivariate signed-rank test is introduced for an analysis of multivariate clustered data. Observations in different clusters may then get diffe...

Clusterwise regression is a technique for clustering data. Instead of using the classical homogeneity or separation criterion, clusterwise regression is ba...

The AutoGraphiX system (AGX 1 and AGX 2) for interactive, and for several functions automated, graph theory, discovers conjectures of algebraic or structura...

This paper describes a Parallel Space Decomposition (PSD) technique for the Mesh Adaptive Direct Search (MADS) algorithm. MADS extends Generalized Pattern ...

We present a model that rapidly finds an approximation of the expected passenger flow on an airline network, given forecast data concerning 1) the distribut...

Consider a convex polygon <i>V_n</i> with <i>n</i> sides, perimeter <i>P_n</i>, diameter <i>D_n</i>, area <i>A_n</i>...

Most Fleet Assignment Problem (FAP) formulations use a leg-based estimation of revenue loss to derive the passenger revenue component of their objective fu...

This study examines simultaneously the effect of personal, contextual, and product-related factors on purchasing behaviour of fair-trade products. The resu...

In previous work, bimatrix games were expressed as parametric linear mixed 0-1 programs and the <img src="/cgi-bin/mimetex.cgi?{\rm E}_\chi">MIP algorithm w...

We propose a new approach to solve the multi-objective portfolio selection problem in the presence of skewness. The selection of efficient portfolios require...

In this paper, we examine sets of tools associated to modeling systems for mathematical programming which can be used to automatically detect the presence ...

Cet article dresse un portrait de l'état de la concurrence fiscale internationale par l'entremise i) de l'étude des taux d'impôt et autres caractéristiques...

Storage location assignment and interleaving policy are two closely related problems in warehousing management. This paper addresses the location assignmen...

We study conflict and cooperation issues in a two-stage production system. The objective of the first stage is to minimize the sum of the completion times o...

When constructing a metro alignment under a historical city centre, it is important to generate a cost effective path while maintaining a minimum distance be...

In this article, we derive the asymptotic distribution of residual autocovariance and autocorrelation matrices for a general class of multivariate nonlinea...

<p>Monte Carlo simulation is an incredibly versatile tool for studying complex stochastic systems. By replicating the simulation several times independent...

In many branch-and-price algorithms, the column generation pricing problem consists of computing feasible paths in a network. In this paper, we show how, in...

The asymptotic robustness of estimators as a function of a rarity parameter, in the context of rare-event simulation, is often qualified by properties such a...

For every stochastic simulation model, there is in theory a way of changing the probability laws that drive the system so that the resulting IS estimator h...

Since its appearance in 1947, the primal simplex algorithm has been one of the most popular algorithm for solving linear programs. It is very efficient wh...

Given a fleet of vehicles assigned to a single depot, the vehicle routing problem with time windows (VRPTW) consists of determining a set of feasible v...

Tree-based methods are frequently used in studies with censored survival time. Their structure and ease of interpretability make them useful to identify p...

Given a graph <img src="/cgi-bin/mimetex.cgi?G=(V,E)"> with strictly positive integer weights <img src="/cgi-bin/mimetex.cgi?\omega_i"> on the vertices <img ...

In this paper we analyze the trade-off between admission costs and receiver rewards of TCP Tahoe flows competing for buffer space. Since the buffer space is...

We identify the conditions under which a myopic pricing behavior could be a profit enhancing tool in the distribution channel. A channel member behaves myo...

In this paper, the problem of <img src="/cgi-bin/mimetex.cgi?H_\infty"> filtering for a class of discrete-time Markovian jump linear systems (MJLS) with par...

This paper deals with the class of continuous-time singular linear Markovian jump systems with totally and partially known transition jump rates. The fil...

The exponential stability, and the static output feedback stabilization with an &#945;-stability constraint problems of continuous-time singular linear syste...

Here we study hierarchical Bayesian estimation of a monotone hazard rate for both complete and randomly right censored data. We propose two methods of comp...

In the <i>Vehicle Routing Problem </i> (VRP), the aim is to design a set of <i>m</i> minimum cost vehicle routes through <i>n</i> customer locations, so that...

We recall the use of squared slacks used to transform inequality constraints into equalities and several reasons why their introduction may be harmful in ...

We present and compare three new compact linearizations for the quadratic 0-1 minimization problem, two of which achieving the same lower bound than the "sta...

Routing for Overlapping Segment Shared Protection (OSSP) in multi-domain networks is more difficult than that in single domain networks because of the scalab...

We show that among connected graphs with maximum clique size <img src="/cgi-bin/mimetex.cgi?\omega">, the minimum value of the spectral radius of adjacency m...

In the set of all connected graphs with a given domination number, we characterize the graphs which achieve the maximum value of the spectral radius of the ...

Upper bounds for products of four measures of distances in graphs: diameter, radius, average eccentricity and remoteness with three measures of connectivity:...

Given a class of graphs <img src="/cgi-bin/mimetex.cgi?\mathcal{F}">, a forbidden subgraph characterization (FSC) is a set of graphs <img src="/cgi-bin/mimet...

In previous work, the generalized pattern search (GPS) algorithm for linearly constrained (continuous) optimization was extended to mixed variable problems...

To the best of our knowledge, the complexity of minimum sum-of-squares clustering is unknown. Yet, it has often been stated that this problem is NP-hard. We...

This paper deals with the class of linear systems with random abrupt changes. The stochastic stability and the stochastic stabilization problems of t...

Main methods, algorithms and applications of the Variable Neighborhood Search metaheuristic are surveyed, in view of a chapter of the <i>Encyclopedia of Opti...

In this paper the call admission control (CAC) and routing control (RC) problems for loss network systems are studied as optimal stochastic control (OSC) pr...

In Z. Ma, P.E. Caines, and R.P. Malhamé, ``Control of Loss Network Systems: Call Admission and Routing Control", (submitted to <i>SIAM J. Control...

<p>On étudie à l'aide du système AutoGraphiX 2 (AGX 2) des relations de la forme </p>

<p><center> <img src="/cgi-bin/mimetex.cgi?\underline{b}_{n} \, \l...

<p>The paper determines optimal pricing and advertising policies for an entertainment event, taking into account diffusion effects and a last-minute market...

Les contributions récentes en économie du tourisme reconnaissent que le marché du tourisme est un marché de concurrence imparfaite qui doit être abordé du po...

Data clustering methods have been developed extensively in the data mining literature for detecting useful patterns in large datasets in the form of dense...

Circle packing problems were recently solved via reformulation descent (RD) by switching between a cartesian and a polar formulation. Mixed formulations, wi...

This paper explores the design modelling issues of the Petaweb, an optical network architecture that provides fully meshed connectivity between electronic...

This paper proposes a way to combine the Mesh Adaptive Direct Search (MADS) algorithm, which extends the Generalized Pattern Search (GPS) algorithm, with th...

In this paper we study the Capacitated Team Orienteering and Profitable Tour Problems (CTOP and CPTP). The interest in these problems comes from recent devel...

The main purpose of this paper is to study the impact of traditional and emergent environmental regulations on firms’ strategies and outcomes. The former co...

A set of vertices <i>S</i> in a graph <i>G</i> is a clique if any two of its vertices are adjacent. The clique number <img src="/cgi-bin/mimetex.cgi?\omega"...

We consider a noncooperative differential game where a retailer sells her own private label in addition to the manufacturer’s brand. We assume that each bran...

This paper considers the class of discrete-time nonlinear Markovian jump systems. The stochastic stability and stabilization problems are tackled. A model-b...

The coupling-from-the-past (CFTP) algorithm of Propp and Wilson, also called perfect sampling, permits one to sample exactly from the stationary distributio...

We propose a new algorithm for general constrained derivative-free optimization. As in most methods, constraint violations are aggregated into a single con...

In an Advance Booking Discount Program (ABDP), a firm offers a product at a price discount prior to the selling season. In the selling season the product i...

The <i>Capacitated Arc Routing Problem</i> (CARP) consists of determining a set of least cost capacitated vehicle routes servicing a set of arcs. In this p...

In this article, robust estimation and prediction in multivariate autoregressive models with exogenous variables (VARX) are considered. The conditional lea...

The author considers serial correlation testing in seasonal models. A test statistic is derived, using a spectral approach. Spectral tests usually rely on ...

We propose a hybrid routing scheme that combines traditional shortest-path based OSPF mechanisms as well as a new form of explicit routing executed at the ...

<p> There is a revival in the nuclear debate observed in the literature. Most of the emission scenarios of the Intergovernmental Panel on Climate Change (I...

We consider the problem of assigning patients to nurses for home care services. The aim is to balance the workload of the nurses while avoiding long travels...

In this paper, we consider the problem of constructing confidence intervals for a population median when the underlying population is discrete. We describe ...

An edge coloring of a graph <img src="/cgi-bin/mimetex.cgi?G = (V,E)"> is a function <img src="/cgi-bin/mimetex.cgi?c:E \rightarrow N"> that assigns a co...

In this manuscript we tackle the optimal upgrade of an innovative optical transport network architecture called the Petaweb, which has a particular composite...

We study in this paper the impact of a Public Disclosure Program(PDP) as well as traditional environmental regulation (tax/subsidy) on optimal policies of t...

Variance reduction techniques (VRTs) are often essential to make simulation quick and accurate enough to be useful. A case in point is simulation-based opti...

Starting from coding-theoretic constructions, we build digital nets with good figures of merit, where the figure of merit takes into account the equidistrib...

We propose and analyze a quasi-Monte Carlo (QMC) method for simulating a discrete-time Markov chain on a discrete state space of dimension <img src="/cgi-...

Random number generators based on linear recurrences modulo 2 are among the fastest long-period generators currently available. The uniformity and independe...

We consider the bandwidth coloring problem, a generalization of the well-known graph coloring problem. For the latter problem, a classical theorem, discover...

We examine and compare simulation-based algorithms for solving the agent scheduling problem in a multiskill call center. This problem consists in minimizing...

The convergence of different classes of traffic with different priorities over the wire- less network has become a reality. To insure that the users of key ...

A recent comparison of evolutionary, neural network, and scatter search heuristics for solving the p-median problem is completed by (i) gathering or obtaini...

The probabilistic satisfiability problem is to verify the consistency of a set of probability values or intervals for logical propositions. The (tight) prob...

In this survey, we examine an important class of facility location problems known as the multisource Weber problem (also referred to as the continuous locat...

In this paper, we are concerned with the statistical methodology of epidemiological surveillance; that is, the ongoing procedure of analyzing and interpreti...

We investigate a first column generation (CG) formulation for the design of failure independent path-protecting (FIPP) <i>p</i> -cycle survivable transport ...

We develop a nonparametric Bayesian functional estimation method, using monotone wavelet approximation, for hazard estimation from randomly right censored d...

We consider the problem of separating two sets of points in an n-dimensional real space with a (hyper)plane that minimizes the sum of <i>L</i>₂-n...

Optimization problems modeled in the AMPL modeling language [Fourer, Gay and Kernighan (2002)] may be examined by a set of tools found in the AMPL Library [...

The AutoGraphiX 2 system is used to compare the index of a graph <i>G</i> with a number of other graph theoretical invariants, i.e., chromatic number, maxim...

Assouad has shown that a real-valued distance <i>d</i> = (<i>d</i>_<i>ij</i>) _{1 &le; <i>i</i> &lt; <i>j</i> &le; <i>n</i>} is isome...

This paper presents two new results on the enumeration of all extreme equilibria of the sequence form of a two person extensive game. The sequential form of...

The integrated aircraft routing and crew pairing problem consists in determining a minimum-cost set of aircraft routes and crew pairings such that each flig...

In modern transportation systems, the potential for further decreasing the costs of fulfilling customer requests is severely limited while market competitio...

We consider the problem of determining the size of a maximum clique in a graph, also known as the clique number. Given any method that computes an upper bou...

A set of vertices <i>S</i> in a graph <i>G</i> is independent if no neighbor of a vertex of <i>S</i> belongs to <i>S</i>. A set of vertices <i>U</i> in a gr...

A typical assumption in the game-theoretic literature on research and development (R&D) is that all firms belonging to the industry under investigation purs...

In One-to-Many-to-One Single Vehicle Pickup and Delivery Problems a vehicle based at the depot must make deliveries and pickups at customers locations befor...

This work deals with bound constrained multiobjective optimization (<i>MOP</i>) of nonsmooth functions for problems in which the structure of the objective ...

In this paper, we propose efficient algorithms to extract minimal unsatisfiable subsets of clauses or variables in unsatisfiable propositional formulas. Suc...

A graph invariant is a function of a graph <i>G</i> which does not depend on labeling of <i>G</i>’s vertices or edges. An algebraic expression of one or sev...