The particularities of the aircraft parts riveting process simulation necessitate the solution of a large amount of contact problems. We propose a primal-dua...

We propose an analytical formula for the evaluation of compound options when the underlying asset is described by a two-states Markov regime-switching log-...

In this paper we solve the discrete time mean-variance hedging problem when asset returns follow a multivariate autoregressive hidden Markov model. Time dep...

The calibration of hydrological models is here formulated as a Blackbox optimization problem where the only information available to the optimization algorit...

In this paper, we first present a review of statistical tools that can be used in asset management either to track financial indexes or to create synthetic o...

Nanoparticle-based drug delivery is a promising method to increase the therapeutic index of anti-cancer agents with low median toxic dose. The delivery effic...

Electric power systems need to ensure that production and demand of electricity are continuously in balance. With fundamental changes taking place in the p...

The integral simplex using decomposition (ISUD) algorithm was recently developed to solve efficiently set partitioning problems containing a number of variab...

The bid construction problem (BCP) for combinatorial total truckload transportation service procurement auctions consists of determining one or several bids ...

An exchangeable bond is a debt that is convertible into shares of a firm's equity other than the bond's issuer. We evaluate an exchangeable bond within a two...

The job shop scheduling literature has been dominated by a focus on regular objective functions -in particular the makespan- in its half a century long his...

Unlike delta-hedging or similar methods based on Greeks, global hedging is an approach optimizing some terminal criterion that depends on the difference be...

This paper deals with R&D investment and technology licensing in a supply chain formed of an original equipment manufacturer (OEM) and a contract manufactu...

A performance-based mechanism as a support for an environmental protection law is proposed to promote product recovery and to subside the pollution caused by...

In this paper, we evaluate the competitiveness of electric commercial vehicle (ECV) in medium-duty mid-haul logistics for a specific case study. This is done...

Electric commercial vehicles (ECVs) are gaining importance as they are seen to provide a sustainable mean of transportation. However, practitioners still see...

This paper reviews the literature on vehicle routing problems and location-routing problems with intermediate stops. Besides providing concise paper excerpts...

Most structural models for valuing corporate securities assume a geometric-Brownian motion to describe the firm's assets value. However, this does not reflec...

The introduction of the environmental and social impact assessment (ESIA) into public environmental protection schemes and corporate performance standards ha...

Many biological datasets such as microarrays, metabolomics, and proteomics involve observations (or subjects) in rows, and attributes (or genes, metabolites,...