Using Clark-Ocone formula, explicit martingale representations for path-dependent Brownian functionals are computed. As direct consequences, explicit martin...

We study the problem of routing and wavelength assignment (RWA) in a WDM optical network under different hop assumptions, i.e., with and without wavelength ...

Dans un contexte de gestion journalière, on dispose le plus souvent d’une prévision météorologique déterministe pour calculer les apports futurs probables a...

We propose a game-theoretic model involving the manufacturer of a national brand and a retailer selling her private label along with the national brand. The...

We present an exact algorithm for solving the channel assignment problem in cellular telephony networks. This problem consists of assigning sets of channels...

We develop a test of equality between two dependence structures estimated through empirical copulas. We provide inference for independent or paired samples....

<p>The paper considers a problem of how to minimize advertising costs to sell seats for a particular event, for instance, a sports game, a rock concert or a...

We consider a dynamic marketing channel involving one manufacturer and one retailer. The strategic variables of the former are the wholesale price and the a...

Winter road maintenance operations involve a host of decision-making problems at the strategic, tactical, operational, and real-time levels. Those operation...

In this paper we consider the constant rank unconstrained quadratic 0-1 optimization problem, CR-QP01 for short. This problem consists in minimizing the qua...

Winter road maintenance planning involves a variety of decision-making problems related to the routing of vehicles for spreading chemicals and abrasives, fo...

This paper presents the design and dimensioning optimization of a novel optical network structure, called the PetaWeb, having a total capacity of several Pb...

A weighted spatial median is proposed for the multivariate location problem with cluster correlated data. Its limiting distribution is derived under mild co...

The multidimensional scaling (MDS) aims at finding coordinates for a set of <i>n</i> objects in a (low) <i>q</i> dimensional space that best fits dissimilar...

We investigate the common practice of estimating the dependence structure between CDS prices on multi-name credit instruments by the dependence structure of ...

The AutoGraphiX research program led to a new type of application of metaheuristics in graph theory, <i>i.e.</i>, finding conjectures on graph invariants by...

Using the AutoGraphiX 2 system (AGX2), we study relations between graph invariants of the form <img src="/cgi-bin/mimetex.cgi?lbn \leq R \oplus i \leq ub...

Colour image quantization is a data compression technique that reduces the total set of colours in an image to a representative subset. This problem is expr...

This paper proposes new tests of randomness for innovations of a large class of time series models. These tests are based on functionals of empirical proces...

This paper deals with the problem of determining optimal reservoir daily operating policy over a one-year period. This problem is stochastic since the daily...