Publications scientifiques

5211 résultats — page 272 de 522

On the minimum principle and dynamic programming for hybrid systems
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Proceedings of the 19th IFAC World Congress, Cape Town, South Africa, 9629–9634, 2014 référence BibTeX
Mean field estimation for partially observed LQG systems with major and minor agents
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Proceedings of the 19th IFAC World Congress, Cape Town, South Africa, 8705–8709, 2014 référence BibTeX
Optimal hedging when the underlying asset follows a regime-switching Markov process
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European Journal of Operational Research, 237(1), 312–322, 2014 référence BibTeX
Stochastic production phase design for an open pit mining complex with multiple processing streams
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Engineering Optimization, 46(8), 1139–1152, 2014 référence BibTeX
On per-iteration complexity of high order Chebyshev methods for sparse functions with banded Hessians
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Numerical Algorithms, 66(4), 885–909, 2014 référence BibTeX
Problem formulations for simulation-based design optimization using statistical surrogates and direct search
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Proceedings of The ASME 2014 International Design Engineering Technical Conferences & Computers and Information in Engineering Conference, page V02BT03A023, 2014 référence BibTeX
Reactive search strategies using reinforcement learning, local search algorithms and variable neighborhood search
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Expert Systems with Applications, 41(10), 4939–4949, 2014 référence BibTeX
Comparison of specification tests for GARCH models
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Computational Statistics & Data Analysis, 76, 291–300, 2014 référence BibTeX
Computational Actuarial Science with R
Chapman & Hall/CRC The R Series, 656 pages, 2014 référence BibTeX
A branch-and-price algorithm for the multidepot vehicle routing problem with interdepot routes
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Transportation Science, 48(3), 425–441, 2014 référence BibTeX