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Goodness-of-fit Procedures for Copula Models Based on the Integral Probability Transformation
An approach is suggested for testing whether the dependence structure of a random sample of multivariate data is appropriately modelled by a given family of ...
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In the <i>m</i>-Peripatetic Salesman Problem</i> (<i>m</i>-PSP) the aim is to determine <i>m</i> edge disjoint Hamiltonian cycles of minimum total cost on a ...
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This chapter describes some of the most important models and algorithms for the classical vehicle routing problem and for several families of arc routing pr...
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Road network monitoring is an activity conducted daily by the Ministry of Transport of Quebec. The complete network must be monitored every two weeks. In th...
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The Gibbs sampler is a very simple yet efficient method for the performance evaluation of product form loss networks. This paper introduces the setwise Gibb...
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The autoregressive conditional multinomial model describes vector time series of conditional probabilities, where the variable of interest is multinomial. ...
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We present stochastic approximation algorithms for computing the locally optimal policy of a constrained average cost finite state Markov Decision process. B...
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Using an inifinite-horizon two-player differential game, we derive and compare Bertrand and Cournot equilibria, for a differentiated duopoly engaging in proc...
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The augmenting chain technique has been applied to solve the maximum stable set problem in the class of line graphs (which coincides with the maximum matchin...
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Variable Neighborhood Search (VNS) is a recent metaheuristic, or framework for building heuristics, which exploits systematically the idea of neighborhood ch...
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Given a finite set <i>E</i> and a family <i>F</i>={<i>E</i><sub>1</sub>,...,<i>E<sub>m</sub></i>} of subsets of <i>E</i> such that <i>F</i> covers <i>E</i>...
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This paper presents an exact solution approach for the problem of the simultaneous dispatching and conflict-free routing of automated guided vehicles. The ...
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This paper formulates and analyzes a pattern search method for general constrained optimization based on filter methods for step acceptance. Roughly, a f...
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We define two classes of lower bounds using either one or two simplices for the minimization of a concave function over a polytope. For each of them, a pro...
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Consider <i>N</i> entities to be classified (e.g., geographical areas), a matrix of dissimilarity between pairs of entities, a graph <i>H</i> with vertices a...
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Cet article propose un modèle d’optimisation des stratégies de maintenance pour une meilleure intégration dans un plan de production préétabli. Le modèle est...
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Pseudorandom sequences are one of commonly used test signals in system identification (Ljung, 1999; Soderstrom and Stoica, 1989). In this report, we first ...
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Engle and Russell's autoregressive conditional duration (ACD) models have been widely used to model financial data that arrive at irregular intervals. In t...
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It is well known that the set of correlated equilibrium distributions of a noncooperative game is a convex polytope that includes all the Nash equilibrium ...
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The objective of this paper is to provide a game-theoretic interpretation of joint implementation in environmental projects. We consider a two-player game an...
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