This paper studies the impact of service level constraints in the context of the capacitated and uncapacitated lot sizing problems with deterministic demand ...

We study and compare various methods to generate a random variate from the normal distribution truncated to some finite or semi-infinite interval, with spec...

We review the Array-RQMC method, its variants, sorting strategies, and convergence results. We are interested in the convergence rate of measures of discrepa...

We consider a stochastic staffing problem with uncertain arrival rates. The objective is to minimize the total cost of agents under some chance constraints, ...

We are interested in predicting the wait time of customers upon their arrival in some service system such as a call center or emergency service. We propose t...

We consider a staffing problem with probabilistic constraints in an emergency call center. The aim is to minimize the total cost of agents while satisfying...

Trends in wireless networks are proceeding toward increasingly dense deployments, supporting resilient interconnection for applications that carry ever highe...

Security prices are important inputs for estimating credit risk models. Yet, to obtain an accurate firm-specific credit risk assessment, one needs a reliable...

Blackbox optimization problems are often contaminated with numerical noise, and direct search methods such as the Mesh Adaptive Direct Search (MADS) algorit...

The authors investigate the complexity needed in the structure of the scenario trees to maximize energy production in a rolling-horizon framework. Three comp...

We present a new derivative-free trust-region (DFTR) algorithm to solve general nonlinear constrained problems with the use of an augmented Lagrangian m...

This paper presents a new high-order, non-stationary sequential simulation approach, aiming to deal with the typically complex, curvilinear structures and hi...

This paper examines the issue of price and advertising coordination in bilateral monopolies from a dynamic perspective. Its main objectives are to design i...

We study derivative-free constrained optimization problems and propose a trust-region method that builds linear or quadratic models around the best feasible ...

We propose a dynamic program coupled with finite elements for valuing two-dimensional American-style options. To speed-up our procedure, we use parallel comp...

Airline crew scheduling is typically performed in two steps : crew pairing followed by crew assignment. The crew pairing problem (CPP) finds a set of pairing...

We consider within the framework of Mean Field Games theory a dynamic discrete choice model with an advertiser, where a large number of minor agents (e.g., c...

We consider a dynamic collective choice problem where a large number of players are cooperatively choosing between multiple destinations while being influenc...

In this paper we consider an interactive communication system with two users, who sequentially observe two correlated sources, and send the quantized observa...

An augmented Lagrangian (AL) can convert a constrained optimization problem into a sequence of simpler (e.g., unconstrained) problems, which are then usual...