Since the financial crisis of 2007-2009, there has been a renewed interest toward quantifying more appropriately the risks involved in financial positions. P...

Deux colorations des sommets d'un graphe sont dites équivalentes si elles correspondent à la même partition de l'ensemble des sommets en classes de couleurs....

Conic optimization refers to the problem of optimizing a linear function over the intersection of an affine space and a closed convex cone. Conic optimizat...

A smart grid is the combination of a traditional electrical power distribution system with two-way communication between suppliers and consumers. This combin...

Cet article étudie la rétention stratégique des droits de transmission physique (PTRs) détenus par des producteurs d'électricité sur deux marchés interconnec...

En vue d'évaluer les stratégies possibles de coopération entre les pays industrialisés et les pays en développement pour limiter les changements climatiques ...

Clustering and classification of replicated biological data is often performed using classical techniques that inappropriately treat the data as unreplicated...

The airline crew scheduling problem involves assigning a group of crew members to scheduled flights over a planning horizon (usually a month) while respectin...

Effective route planning for battery electric commercial vehicle (ECV) fleets has to take into account their limited autonomy and the possibility of visiting...

Portfolio credit risk models are very often constructed with correlation matrices serving as proxies for interrelations in the creditworthiness of each compa...

On considère dans cet article la classe de jeux non-coopératifs dynamiques linéaire-quadratiques avec des contraintes linéaires. On introduit la structure d...

We investigate the optimal power allocation in an OFDM-SDMA system when some users have minimum requirements for their downlink transmission rate. We first ...

In this article, we develop the two-dimensional positive edge criterion for the dual simplex. This work extends a similar pricing rule implemented by Towhidi...

The problem of optimal real-time transmission of a Markov source under constraints on the expected number of transmissions is considered, both for the discou...

Le partage de gâteau est une métaphore très utilisée pour décrire les problèmes où un agent principal doit allouer des ressources de manière juste. De tels p...

We investigate the impact of store capacity and extent of inter-product substitution in a retailer's assortment on the optimal timing and depth of price pro...

We study the alliance formation strategy among suppliers in a one downstream firm-n upstream suppliers framework. Each supplier faces an exogenous random sho...

We consider a firm buying a commodity from the spot market as raw material and selling a final product by submitting bids. Bidding opportunities (i.e., deman...

Since its introduction in 1969, the set partitioning problem has received much attention, and the structure of its feasible domain has been studied in detail...

In this paper, we propose a queueing model to analyze the performance of an opportunistic spectrum access (OSA) system with service interruptions operating o...