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<p>In this paper, we present a scalable and agile design for next generation optical backbone networks. We assume each node to be equipped with a MultiServic...
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This chapter deals with an application of stochastic control or stochastic game methods to the design of optimal timing of climate policies. In the first par...
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The proximity <img src="/cgi-bin/mimetex.cgi?\pi"> of a graph <i>G</i> is the minimum average distance from a vertex of <i>G</i> to all others. Similarly, th...
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Given a set of entities associated with points in Euclidean space, minimum sum-of-squares clustering (MSSC) consist in partitioning this set into clusters su...
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This work analyzes constrained black box optimization in which the functions defining the problem are periodic with respect to some or all the variables. We ...
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The paper revisits the advertising differential game suggested by G. Leitmann and W. E. Schmitendorf in their paper "Profit Maximization Through Advertising...
BibTeX referencePricing the CBOT T-Bonds Futures
The aim of this paper is to investigate the pricing of the Chicago Board of Trade Treasury-Bond futures. The difficulty to price it arises from its multiple ...
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We propose a deterministic, discrete-time, finite-horizon oligopoly model to investigate investment and production equilibrium strategies, in a setting where...
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In this paper, we study the <i>Lebesgue</i> property for convex risk measures for a class of càdlàg processes, extending previous work of Delbaen (2000) and ...
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In the <i>Vehicle Routing Problem with Deliveries, Selective Pickups and Time Windows</i>, the set of customers is the union of <i>delivery customers</i> and...
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During the last three decades, the computer has been widely used in spectral graph theory. Many results about graph eigenvalues were first conjectured, and i...
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Discrete-time survival data with time-varying covariates are often encountered in practice. One such example is bankruptcy studies where the status of each f...
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The <i>improved primal simplex</i> (IPS) method has been proposed by Elhallaoui et al. (2008). We rewrite the theory of IPS for a cold start with an initial ...
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One of the most important aspects of profiling health care providers or services is constructing a model that is flexible enough to allow for random variatio...
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This paper focuses on the use of different memory strategies to improve multistart methods. A network design problem in which the costs are given by discrete...
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This work studies multi-objective optimization <i>(MOP)</i> of nonsmooth functions subject to general constraints. We first present definitions and optimalit...
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We study a dynamic Cournot game with capacity accumulation under demand uncertainty, in which the investment is perfectly divisible, irreversible, and produc...
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In-house production or outsourcing are important strategic decisions for planning production and capacity in business organizations. Outsourcing to overseas ...
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A Public Disclosure Program (PDP) is compared to a traditional environmental regulation (exemplified by a tax/subsidy) in a simple dynamic framework. A PDP a...
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It is observed that mutations in the formulations of test problems over time are not infrequent. Ensuing problems are illustrated with examples from geometri...
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