Besides speed and period length, the quality of uniform random number generators is usually assessed by measuring the uniformity of their point sets, formed...

The problem retained for the ROADEF’99 international challenge was an inventory management problem for a car rental company. It consists in managing a given...

Let &nbsp;<img src="/cgi-bin/mimetex.cgi?G=(V,E)">&nbsp; be a simple graph with vertex degrees &nbsp;<img src="/cgi-bin/mimetex.cgi?d1, d2, \ldots, d_n...

We consider stochastic dynamic games in large population conditions where multiclass agents are weakly coupled via their individual dynamics and costs. We a...

This paper argues that the literature applying differential games in economics and management science has aimed to a large extent for analytical results. On...

In this survey, a classification of twenty-seven Asymmetric Traveling Salesman Problem (ATSP) formulations is presented. The strength of their LP relaxation...

This paper addresses the structural optimization of a next generation optical, lattice based, yottabit-per-second transport network topology, called the <i>...

In [<i>SIAM J. Optim.</i>, 17 (2006), pp. 188–217] Audet and Dennis proposed the class of <i>mesh adaptive direct search algorithms</i> (MADS) for minimizat...

The vehicle routing problem with time windows consists of delivering goods at minimum cost to a set of customers using an unlimited number of capacitated ve...

We use a stylized gas system to study the use of access-to-gas storage in a seasonal model. In a duopoly setting, we find that welfare is higher under vert...

Let &nbsp;<img src="/cgi-bin/mimetex.cgi?G=(V,E)"> be a simple graph with &nbsp;<img src="/cgi-bin/mimetex.cgi?n=|V|"> vertices and &nbsp;<img src="/cgi-bin/...

Given a simple connected graph <i>G = (V,E)</i> the geodetic closure <i>I&nbsp;[S]</i> <img src="/cgi-bin/mimetex.cgi?\subset"> <i>V</i> of a subset <i>S</i...

In this paper, we develop an efficient algorithm to price options under discrete time GARCH processes. We propose a procedure based on dynamic programming c...

This paper presents a new method for the probabilistic logic satisfiability problem, based on the variable neighborhood search metaheuristic. The solution s...

This paper addresses the problem of determining the daily operating policy of a reservoir over a one-year period that satisfies conflicting objectives regar...

This paper considers the swapping problem on a tree. In this problem at most one object of some type is available at each vertex, and each vertex also reque...

We suggest new heuristic for solving unconstrained continuous optimization problems. It is based on generalized version of the variable neighborhood search m...

In this paper, we consider the estimation of quantiles using the calibration paradigm. The proposed methodology relies on an approach similar to the one lea...

Convolutional Self-Doubly Orthogonal Codes (CSO²C) have been introduced in 1998 by Haccoun et al. as a novel class of convolutional codes which c...

We discuss feature selection approaches within the context of linear programming models for discrimination, with special emphasis on a new interpretation an...