Abstract. This paper deals with maximum likelihood and least square segmentation of autoregressive random sequences with abruptly changing parameters. Conditional distribution of t...
We develop a multicriteria approach to the problem of space heating under a time varying price of electricity. In our dynamic goal programming model the goals are ideal temperatur...
We develop a methodology for evaluating a decision strategy generated by a stochastic optimization model. The methodology is based on a pilot study in which we estimate the distri...
Robert Rush, John M. Mulvey, John E. Mitchell, Tho...
In this paper, we describe a Service-Oriented Architecture allowing the optimization of the execution of service workflows. We discuss the advantages of the serviceoriented approa...
Tristan Glatard, Johan Montagnat, David Emsellem, ...
A discrete-time financial market model is considered with a sequence of investors whose preferences are described by utility functions Un defined on the whole real line. It is s...