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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...
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Variable neighborhood search (VNS) is a framework for building heuristics, based upon systematic changes of neighborhoods both in a descent phase, to find a...
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To solve integer linear programs, primal algorithms follow an augmenting sequence of integer solutions leading to an optimal solution. In this work, we focu...
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For a Neoclassical growth model, exponential discounting is observationally equivalent to quasi-hyperbolic discounting, if the instantaneous discount rate ...
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The integral simplex using decomposition (ISUD) algorithm <font size=2>[Zaghrouti, A., Soumis, F., Elhallaoui, I.: Integral simplex using decomposition for t...
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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...
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We introduce an iterative algorithm for the solution of the diameter minimization clustering problem (DMCP). Our algorithm is based upon two observations: 1)...
BibTeX referenceMetaheuristics as a solving approach for the infrared heating in the thermoforming process
Thermoforming process is a technique widely used in the plastic industry. This process involves three stages: i) sheet heating, ii) forming, and iii) cooling...
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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...
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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...
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Two bivariate extensions of the Skellam distribution were proposed by Genest and Mesfioui (2014), who also derived moment estimators for their dependence par...
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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...
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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...
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This paper presents a numerical investigation of the non-hierarchical formulation of Analytical Target Cascading (ATC) for coordinating distributed multidisc...
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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...
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This paper presents a new formulation for the risk averse stochastic reservoir management problem. Using recent advances in robust optimization and stochasti...
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Reforming energy consumption subsidies, in particular for fossil fuels, has been frequently referred to as a quick-win policy to enhance environmental miti...
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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...
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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...
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This paper proposes a bilevel formulation for a coupled planning and operation problem of an advanced microgrid. The proposed model, recast as a mathematical...
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