The recent disappearance of a five-year-maturity gap from the set of Treasury bonds deliverable into the Chicago Board of Trade Treasury bond futures has res...

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...

Writing is a complex process and it is difficult to know how to write well in order to make a good text. Many fields and techniques are combined to analyze h...

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...

In this tutorial, we recall the main ingredients of the theory of dyamic games played over event trees and show step-by-step how to build a sustainable coo...

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...

This paper proposes a bilevel formulation for a coupled planning and operation problem of an advanced microgrid. The proposed model, recast as a mathematical...