Summary
- GERAD update
- Parallel Space Decomposition of the Mesh Adaptive Direct Search Algorithm
- A Stochastic Control Model for Optimal Timing of Climate Policies
- Dynamic Programming Approach for Valuing Options in the GARCH Model
- Locating a Circle on a Sphere
- Joint Design and Pricing on a Network
- Multi-Phase Dynamic Constraint Aggregation for Set Partitioning Type Problems
- Rank-Based Extensions of the Brock, Dechert, and Scheinkman Test
- Flatness-based Extremum-seeking Control over Periodic Orbits
- A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains
- An Oligopolistic Electricity Market Model with Interdependent Market Segments
- Managing Clearance Sales in the Presence of Strategic Customers