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The author considers serial correlation testing in seasonal models. A test statistic is derived, using a spectral approach. Spectral tests usually rely on ...
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In this article, robust estimation and prediction in multivariate autoregressive models with exogenous variables (VARX) are considered. The conditional lea...
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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...
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A recent comparison of evolutionary, neural network, and scatter search heuristics for solving the p-median problem is completed by (i) gathering or obtaini...
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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 ...
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We examine and compare simulation-based algorithms for solving the agent scheduling problem in a multiskill call center. This problem consists in minimizing...
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We consider the bandwidth coloring problem, a generalization of the well-known graph coloring problem. For the latter problem, a classical theorem, discover...
BibTeX reference\(F_2\)-Linear Random Number Generators
Random number generators based on linear recurrences modulo 2 are among the fastest long-period generators currently available. The uniformity and independe...
BibTeX referenceQuasi-Monte Carlo Simulation of Discrete-Time Markov Chains on Multidimensional State Spaces
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-...
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Starting from coding-theoretic constructions, we build digital nets with good figures of merit, where the figure of merit takes into account the equidistrib...
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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...
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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...
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In this manuscript we tackle the optimal upgrade of an innovative optical transport network architecture called the Petaweb, which has a particular composite...
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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...
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In this paper, we consider the problem of constructing confidence intervals for a population median when the underlying population is discrete. We describe ...
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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...
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The probabilistic satisfiability problem is to verify the consistency of a set of probability values or intervals for logical propositions. The (tight) prob...
BibTeX referenceDrAmpl - A meta solver for optimization
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 [...
BibTeX referenceExact L2-Norm Plane Separation
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><sub>2</sub>-n...
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We develop a nonparametric Bayesian functional estimation method, using monotone wavelet approximation, for hazard estimation from randomly right censored d...
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