La disparition récente d'un écart de cinq ans dans les échéances du panier d'obligations du Trésor faisant l'objet du contrat à terme du Chicago Board of Tra...

Variable neighborhood search (VNS) is a framework for building heuristics, based upon systematic changes of neighborhoods both in a descent phase, to find a...

To solve integer linear programs, primal algorithms follow an augmenting sequence of integer solutions leading to an optimal solution. In this work, we focu...

For a Neoclassical growth model, exponential discounting is observationally equivalent to quasi-hyperbolic discounting, if the instantaneous discount rate ...

The integral simplex using decomposition (ISUD) algorithm <font size=2>[Zaghrouti, A., Soumis, F., Elhallaoui, I.: Integral simplex using decomposition for t...

Écrire un texte de qualité est un processus complexe. Plusieurs domaines d'études se penchent sur les possibilités d'analyse des pratiques d'écriture des bon...

We introduce an iterative algorithm for the solution of the diameter minimization clustering problem (DMCP). Our algorithm is based upon two observations: 1)...

Thermoforming process is a technique widely used in the plastic industry. This process involves three stages: i) sheet heating, ii) forming, and iii) cooling...

Traditionally, claim counts and amounts are assumed to be independent in non-life insurance. This paper explores how this oft unwarranted assumption can be r...

In order to determine the risk capital for their aggregate portfolio, property and casualty insurance companies must fit a multivariate model to the loss tri...

Two bivariate extensions of the Skellam distribution were proposed by Genest and Mesfioui (2014), who also derived moment estimators for their dependence par...

Given a flight schedule and a set of aircraft of different types, the airline fleet assignment problem (FAP) consists of assigning an aircraft type to each f...

We model and solve the problem of sequencing a set of jobs with specified processing times and tool requirements on a set of identical parallel machines. D...

This paper presents a numerical investigation of the non-hierarchical formulation of Analytical Target Cascading (ATC) for coordinating distributed multidisc...

In smart-metered systems, fine-grained power demand data (load profile) is communicated from a user to the utility provider. The correlation of the load pr...

This paper presents a new formulation for the risk averse stochastic reservoir management problem. Using recent advances in robust optimization and stochasti...

Reforming energy consumption subsidies, in particular for fossil fuels, has been frequently referred to as a quick-win policy to enhance environmental miti...

Dans cet exposé, on rappelle les éléments importants de la théorie des jeux dynamiques définis sur des arbres d'évènements. Ensuite, on montre comment bâtir...

The tail assignment problem is a critical part of the airline planning process that assigns specific aircraft to sequences of flights, called lines-of-flight...

Cet article propose une formulation par optimisation bi-niveau pour effectuer la conception d'un micro-réseau alimentant un complexe industriel autonome sur ...