Axis 3: Decision support made under uncertainty
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        Jun 2025
      
  
  
    
    Malek Ben-Abdellatif, Hatem Ben-Ameur, Rim Chérif, and Tarek Fakhfakh
    
      The Journal of Derivatives, 32(4), 2025
      
        
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        Jan 2025
      
  
  
    
    Michèle Breton and Ahmadreza Tavasoli
    
      European Journal of Operational Research, 320(2), 402–416, 2025
      
        
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        Jan 2025
      
  
  
    
    Utsav Sadana, Abhilash Chenreddy, Erick Delage, Alexandre Forel, Emma Frejinger, and Thibaut Vidal
    
      European Journal of Operational Research, 320(2), 271–289, 2025
      
        
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        Dec 2024
      
  
  
    
    Maria Clara Martins Silva, Daniel Aloise, and Sanjay Dominik Jena
    
      Omega, 129, Paper no: 103141, 2024
      
        
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        Oct 2024
      
  
  
    
    David Ardia, Arnaud Dufays, and Carlos Ordás Criado
    
      Journal of Business & Economic Statistics, 42(4), 1155–1168, 2024
      
        
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        Oct 2024
      
  
  
    
    Feng Li, Élodie Campeau, Ilhan Kocar, and Antoine Lesage-Landry
    
      Electric Power Systems Research, 235, Paper no: 110789, 2024
      
        
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        Sep 2024
      
  
  
    
    Léa Ricard, Guy Desaulniers, Andrea Lodi, and Louis-Martin Rousseau
    
      Omega, 127, Paper no: 103100, 2024
      
        
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        Sep 2024
      
  
  
    
    Jiaqi Liang, Sanjay Dominik Jena, and Andrea Lodi
    
      European Journal of Operational Research, 317(3), 875–889, 2024
      
        
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        Aug 2024
      
  
  
    
    Aldair Alvarez, Jean-François Cordeau, and Raf Jans
    
      Transportation Research Part B, 186, Paper no: 102968, 2024
      
        
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        Jul 2024
      
  
  
    
    Malek Ben-Abdellatif, Hatem Ben-Ameur, and Bruno Rémillard
    
      Review of Derivatives Research, 27, 203–225, 2024
      
        
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        Jun 2024
      
  
  
    
    Alain Hertz
    
      RAIRO - Operations Research, 58(3), 2631–2636, 2024
      
        
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        May 2024
      
  
  
    
    Caroline Rocha, Bruno Jefferson de Sousa Pessoa, Daniel Aloise, and Lucídio dos Anjos Formiga Cabral
    
      International Transactions in Operational Research, 31(3), 1720–1735, 2024
      
        
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        May 2024
      
  
  
      
        Apr 2024
      
  
  
    
    Arthur Maheo, Simon Belieres, Yossiri Adulyasak, and Jean-François Cordeau
    
      Computers & Operations Research, 164, Paper no: 106526, 2024
      
        
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        Feb 2024
      
  
  
    
    Hatem Ben-Ameur, Tarek Fakhfakh, and Alexandre Roch
    
      Computational Economics, 63, 579–598, 2024
      
        
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        Jan 2024
      
  
  
    
    Hongming Li, Erick Delage, Ning Zhu, Michael Pinedo, and Shoufeng Ma
    
      Manufacturing & Service Operations Management, 26(1), 197–214, 2024
      
        
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        Jan 2024
      
  
  
    
    Feng Li, Ilhan Kocar, and Antoine Lesage-Landry
    
      IEEE Transactions on Power Systems, 39(1), 1530–1542, 2024
      
        
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        Dec 2023
      
  
  
    
    Shuang Gao, Peter E. Caines, and Minyi Huang
    
      IEEE Transactions on Automatic Control, 68(12), 7482–7497, 2023
      
        
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        Nov 2023
      
  
  
    
    Yassine Yaakoubi and Roussos Dimitrakopoulos
    
      Computers & Operations Research, 159, Paper no: 106349, 2023
      
        
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        Nov 2023
      
  
  
    
    Recep Bekci, Mehmet Gumus, and Sentao Miao
    
      Operations Research , 71(6), 2092–2110, 2023
      
        
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        Nov 2023
      
  
  
    
    Charles Audet, Jean Bigeon, Romain Couderc, and Michael Kokkolaras
    
      AIMS Mathematics, 8(11), 25922–25956, 2023
      
        
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        Nov 2023
      
  
  
    
    Saeed Marzban, Erick Delage, Jonathan Y. Li, Jeremie Desgagne-Bouchard, and Carl Dussault
    
      Operations Research Letters, 51(6), 680–686, 2023
      
        
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        Sep 2023
      
  
  
    
    Maissa Daadaa, Sara Séguin, Miguel F. Anjos, and Kenjy Demeester
    
      Energy Systems, 2023
      
        
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        Aug 2023
      
  
  
    
    Mohammad Jafari Aminabadi, Sara Séguin, Issouf Fofana, Stein-Erik Fleten, and Ellen Krohn Aasgård
    
      To appear in: Energy Systems, 2023
      
        
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        Jul 2023
      
  
  
    
    Antoine Lesage-Landry and Duncan Callaway
    
      Systems & Control Letters, 177, Paper no: 105563, 2023
      
        
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        May 2023
      
  
  
    
    Zeyneb Brika, Michel Gamache, and Roussos Dimitrakopoulos
    
       International Journal of Mining, Reclamation and Environment , 37(5), 355–374, 2023
      
        
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        Apr 2023
      
  
  
    
    Hatem Ben-Ameur, Rim Chérif, and Bruno Rémillard
    
      Journal of Risk, 25(4), 61–81, 2023
      
        
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        Feb 2023
      
  
  
    
    Christian Both and Roussos Dimitrakopoulos
    
      International Journal of Mining Science and Technology, 33(2), 185–199, 2023
      
        
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        Jan 2023
      
  
  
    
    Paula Metzker Soares, Simon Thevenin, Yossiri Adulyasak, and Alexandre Dolgui
    
      Computers & Operations Research, 149, Paper no: 106025, 2023
      
        
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        Jan 2023
      
  
  
      
        Dec 2022
      
  
  
    
    Imen Jendoubi and François Bouffard
    
      Sustainable Energy, Grids and Networks, 32, Paper no: 100919, 2022
      
        
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        Nov 2022
      
  
  
    
    Erick Delage, Shaoyan Guo, and Huifu Xu
    
      Operations Research, 70(6), 3511–3518, 2022
      
        
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        Nov 2022
      
  
  
    
    Sajad Aliakbari Sani, Olivier Bahn, and Erick Delage
    
      European Journal of Operational Research, 303(1), 438–455, 2022
      
        
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        Oct 2022
      
  
  
      
        Sep 2022
      
  
  
      
        Aug 2022
      
  
  
    
    Charles Audet, Sébastien Le Digabel, and Renaud Saltet
    
      Computational Optimization and Applications, 83, 29–66, 2022
      
        
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        Aug 2022
      
  
  
    
    Takashi Goda and Pierre L'Ecuyer
    
      SIAM Journal on Scientific Computing, 44(4), 2765–2788, 2022
      
        
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        Jun 2022
      
  
  
    
    Shuang Gao and Aditya Mahajan
    
      IEEE Transactions on Control of Network Systems, 9(2), 657–669, 2022
      
        
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        Apr 2022
      
  
  
    
    Lu Yi, Barbara Sanders, and Jean-François Bégin
    
      Journal of Pension Economics & Finance, 21(2), 260–293, 2022
      
        
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        Jan 2022
      
  
  
      
        Jan 2022
      
  
  
    
    Andrea Lodi, Enrico Malaguti, G. Nannicini, and Dimitri Thomopulos
    
      Mathematical Programming, 191(1), 405–444, 2022
      
        
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        Jan 2022
      
  
  
    
    Ashish Kumar and Roussos Dimitrakopoulos
    
      Computers & Geosciences, 158, Paper no: 104962, 2022
      
        
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        Jan 2022
      
  
  
    
    Saeed Marzban, Erick Delage, and Jonathan Y. Li
    
      Quantitative Finance, 22(1), 47–73, 2022
      
        
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        Jan 2022
      
  
  
    
    Yuchong Huo, François Bouffard, and Géza Joós
    
      Applied Energy, 306(Part A), Paper no: 118026, 2022
      
        
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        Dec 2021
      
  
  
    
    Stéphane Alarie, Charles Audet, Pierre-Yves Bouchet, and Sébastien Le Digabel
    
      SIAM Journal on Optimization, 31(4), 3127–3156, 2021
      
        
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        Nov 2021
      
  
  
      
        Oct 2021
      
  
  
    
    Mélanie LaRoche-Boisvert, Roussos Dimitrakopoulos, and Jacques A. Ferland
    
      Resources Policy, 73, page 102150, 2021
      
        
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        Sep 2021
      
  
  
    
    Shuang Gao, Rinel Foguen Tchuendom, and Peter E. Caines
    
      Communications in Information and Systems (CIS), 21(3), 341–369, 2021
      
        
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        Sep 2021
      
  
  
    
    Amira Annabi, Michèle Breton, and Pascal François
    
      International Review of Law and Economics, 67, Paper no: 106005, 2021
      
        
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        Jul 2021
      
  
  
    
    Narges Sereshti, Yossiri Adulyasak, and Raf Jans
    
      Omega, 102, Paper no: 102335, 2021
      
        
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        Jul 2021
      
  
  
    
    Farouk Hammami, Monia Rekik, and Leandro C. Coelho
    
      Transportation Research Part B: Methodological, 149, 204–229, 2021
      
        
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        Jun 2021
      
  
  
    
    Dena Firoozi and Peter E. Caines
    
      IEEE Transactions on Automatic Control, 66(6), 2778 –2786, 2021
      
        
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        Jun 2021
      
  
  
    
    Shuang Gao and Peter E. Caines
    
      IEEE Transactions on Control of Network Systems, 8(2), 576–586, 2021
      
        
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        Jun 2021
      
  
  
    
    Chun Cheng, Yossiri Adulyasak, and Louis-Martin Rousseau
    
      INFORMS Journal on Optimization, 3(3), 298–314, 2021
      
        
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        Jun 2021
      
  
  
    
    Ahmed Saif and Erick Delage
    
      European Journal of Operational Research, 291(3), 995–1007, 2021
      
        
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        May 2021
      
  
  
    
    Yuchong Huo, François Bouffard, and Géza Joós
    
      Applied Energy, 290, Paper no: 116772, 2021
      
        
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        Apr 2021
      
  
  
    
    Filipe Rodrigues, Agostinho Agra, Cristina Requejo, and Erick Delage
    
      INFORMS Journal on Computing, 33(2), 685–705, 2021
      
        
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        Apr 2021
      
  
  
    
    Kevin Dalmeijer and Guy Desaulniers
    
      INFORMS Journal on Computing, 33(2), 495–510, 2021
      
        
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        Mar 2021
      
  
  
    
    Maaike Hoogeboom, Yossiri Adulyasak, Wout E. H. Dullaert, and Patrick Jaillet
    
      Transportation Science, 55(2), 395–413, 2021
      
        
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        Feb 2021
      
  
  
    
    Simon Thevenin, Yossiri Adulyasak, and Jean-François Cordeau
    
      Production and Operations Management, 30(2), 475–493, 2021
      
        
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        Feb 2021
      
  
  
    
    Khalil Al Handawi, Petter Andersson, Massimo Panarotto, Ola Isaksson, and Michael Kokkolaras
    
      ASME Journal of Mechanical Design, 143(2), Paper no: MD-20-1139, page 021702, 2021
      
        
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        Feb 2021
      
  
  
    
    Mélanie LaRoche-Boisvert and Roussos Dimitrakopoulos
    
      Minerals, 11(2), page 172, 2021
      
        
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        Dec 2020
      
  
  
    
    Maha Gmira, Michel Gendreau, Andrea Lodi, and Jean-Yves Potvin
    
      EURO Journal on Transportation and Logistics, 9(4), page 100006, 2020
      
        
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        Dec 2020
      
  
  
    
    Andrea Lodi and Luca Mossina
    
      EURO Journal on Transportation and Logistics, 9(4), page 100023, 2020
      
        
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        Oct 2020
      
  
  
    
    Yuchong Huo, François Bouffard, and Géza Joós
    
      IEEE Transactions on Sustainable Energy, 11(4), 2593–2605, 2020
      
        
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        Oct 2020
      
  
  
    
    Ashish Kumar, Roussos Dimitrakopoulos, and Marco Maulen
    
      Journal of Intelligent Manufacturing, 31(7), 1795–1811, 2020
      
        
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        Sep 2020
      
  
  
    
    Jean-François Bégin
    
      Insurance: Mathematics and Economics, 94, 58–78, 2020
      
        
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        Sep 2020
      
  
  
    
    Ali Hajebrahimi, Innocent Kamwa, Erick Delage, and Morad Abdelaziz
    
      IEEE Transactions on Smart Grid, 11(5), 4278–4289, 2020
      
        
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        Sep 2020
      
  
  
    
    Mohammad Ebrahim Nikoofal and Mehmet Gumus
    
      European Journal of Operational Research, 285(3), 902–915, 2020
      
        
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        Sep 2020
      
  
  
    
    Ziad Saliba and Roussos Dimitrakopoulos
    
      International Journal of Mining, Reclamation and Environment, 34(8), 592–607, 2020
      
        
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        Aug 2020
      
  
  
    
    Nicholas Beck, Christian Genest, Jonathan Jalbert, and Mélina Mailhot
    
      Environmetrics, 3(5), Paper no: e2616, 2020
      
        
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        Aug 2020
      
  
  
    
    Dena Firoozi, Sebastian Jaimungal, and Peter E. Caines
    
      Systems & Control Letters, 142, 104734, 2020
      
        
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        Aug 2020
      
  
  
    
    Rabih Salhab, Roland P. Malhamé, and Jérôme Le Ny
    
      IEEE Transactions on Automatic Control, 65(8), 3302–3316, 2020
      
        
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        Aug 2020
      
  
  
    
    Hedayat Alibeiki and Mehmet Gumus
    
      International Journal of Production Economics, 226, 107612, 2020
      
        
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        Aug 2020
      
  
  
    
    Tien Mai and Andrea Lodi
    
      European Journal of Operational Research, 284(3), 874–881, 2020
      
        
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        Jun 2020
      
  
  
    
    Mathieu Boudreault, Patrick Grenier, Mathieu Pigeon, Jean-Mathieu Potvin, and Richard Turcotte
    
       North American Actuarial Journal, 24(2), 251–274, 2020
      
        
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        Jun 2020
      
  
  
    
    Zachary Levinson and Roussos Dimitrakopoulos
    
      International Journal of Mining, Reclamation and Environment, 34(6), 415–429, 2020
      
        
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        May 2020
      
  
  
      
        May 2020
      
  
  
    
    Jhelum Chakravorty and Aditya Mahajan
    
       IEEE Transactions on Automatic Control, 65(5), 2016–2031, 2020
      
        
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        May 2020
      
  
  
    
    C. Niesseron, Rémy Glardon, and Nicolas Zufferey
    
      International Journal of Supply Chain and Inventory Management, 3(2), 93–123, 2020
      
        
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        May 2020
      
  
  
    
    Peter E. Caines, Daniel W.C. Ho, and Qingshuo Song
    
       Stochastics, 92(4), 642–657, 2020
      
        
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        Apr 2020
      
  
  
    
    Peter E. Caines
    
      SIAM News, 53(3), 5–6, 2020
      
        
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        Mar 2020
      
  
  
    
    Adrien Rimélé, Roussos Dimitrakopoulos, and Michel Gamache
    
      Resources Policy, 65, 101570, 2020
      
        
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        Mar 2020
      
  
  
    
    Zachary Levinson and Roussos Dimitrakopoulos
    
      Journal of the Southern African Institute of Mining and Metallurgy, 120(3), 221–232, 2020
      
        
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        Mar 2020
      
  
  
    
    Teodora Dan, Andrea Lodi, and Patrice Marcotte
    
      EURO Journal on Computational Optimization, 8, 61–84, 2020
      
        
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        Feb 2020
      
  
  
    
    Pattanun Chanpiwat, Steven A. Gabriel, Rachel Moglen, and Michael Siemann
    
      Journal of Engineering for Sustainable Buildings and Cities, 1(1), 011006  pages, 2020
      
        
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        Jan 2020
      
  
  
    
    Iliya Markov, Michel Bierlaire, Jean-François Cordeau, Mohammad Yousef Maknoon, and Sacha Varone
    
      Computers & Operations Research, 113, 104798, 2020
      
        
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        Dec 2019
      
  
  
    
    Jacob R. Schaperow, Steven A. Gabriel, Michael Siemann, and Jaden Crawford
    
      Journal of Energy Markets, 12(4), 53–80, 2019
      
        
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        Oct 2019
      
  
  
    
    Jie Chen, Richard Arsenault, François Brissette, Pascal Côté, and Tianhua Su
    
      Climate Dynamics, 53(7), 3841–3860, 2019
      
        
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        Sep 2019
      
  
  
      
        Sep 2019
      
  
  
    
    Paolo Gambetti, Geneviève Gauthier, and Frédéric Vrins
    
      Journal of Banking & Finance, 106, 371–383, 2019
      
        
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        Aug 2019
      
  
  
    
    Jonathan Jalbert, Orla Murphy, Christian Genest, and Johanna Neslehova
    
      Journal of the Royal Statistical Society, Series C (Applied Statistics), 68(4), 831–858, 2019
      
        
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        Aug 2019
      
  
  
    
    Samuel Pelletier, Ola Jabali, and Gilbert Laporte
    
      Transportation Research Part B: Methodological, 126, 225–255, 2019
      
        
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        Aug 2019
      
  
  
    
    Rein Dirkx, Vassilios Kazakidis, and Roussos Dimitrakopoulos
    
       International Journal of Mining, Reclamation and Environment, 33(6), 371–388, 2019
      
        
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        Jul 2019
      
  
  
    
    Javier de Frutos and Victor Gatón
    
      Journal of Computational and Applied Mathematics, 354, 174–182, 2019
      
        
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        Jul 2019
      
  
  
    
    Merve Keskin, Gilbert Laporte, and Bülent Çatay
    
      Computers & Operations Research, 107, 77–94, 2019
      
        
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        Jul 2019
      
  
  
    
    Yauheni Kisialiou, Irina Gribkovskaia, and Gilbert Laporte
    
      Transportation Research Part C: Emerging Technologies, 104, 305–316, 2019
      
        
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        Jul 2019
      
  
  
    
    Senay Solak, Armagan Bayram, Mehmet Gumus, and Yueran Zhuo
    
      Operations Research, 67(4), 905–1208, 2019
      
        
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        Jun 2019
      
  
  
    
    Amin Kaboli, Rémy Glardon, Nicolas Zufferey, and Naoufel Cheikhrouhou
    
      International Journal of Logistics Systems and Management, 32(3/4), 322–345, 2019
      
        
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        Jun 2019
      
  
  
    
    Nevroz Sen and Peter E. Caines
    
      SIAM Journal on Control and Optimization, 57(3), 2064–2091, 2019
      
        
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        Jun 2019
      
  
  
    
    Delphine Boursicot, Geneviève Gauthier, and Farhad Pourkalbassi
    
      Risks, Special Issue "Advances in Credit Risk Modeling and Management", 7(2), 2019
      
        
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        Jun 2019
      
  
  
    
    Pascal Côté and Richard Arsenault
    
      Hydrology and Earth System Sciences, 23(6), 2736–2750, 2019
      
        
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        Apr 2019
      
  
  
    
    Pascal Côté and Richard Arsenault
    
      Journal of Water Resources Planning and Management, 145(4), 2019
      
        
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        Apr 2019
      
  
  
      
        Apr 2019
      
  
  
    
    Jian Zhang, Barrie R. Nault, and Roussos Dimitrakopoulos
    
      European Journal of Operational Research, 274(1), 227–239, 2019
      
        
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        Apr 2019
      
  
  
      
        Mar 2019
      
  
  
    
    Diego Amaya, Mathieu Boudreault, and Don L.  McLeish
    
      Journal of Economic Dynamics and Control, 100, 297–313, 2019
      
        
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        Mar 2019
      
  
  
    
    Peter E. Caines and David Levanony
    
       SIAM Journal on Control and Optimization, 57(2), 1094–1126, 2019
      
        
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        Mar 2019
      
  
  
    
    Mohammad Ebrahim Nikoofal and Mehmet Gumus
    
      Production and Operations Management, 28(3), 588–609, 2019
      
        
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        Mar 2019
      
  
  
    
    Maria Fernanda Del Castillo and Roussos Dimitrakopoulos
    
      Resources Policy, 60, 83–93, 2019
      
        
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        Feb 2019
      
  
  
    
    Duygu Tas, Michel Gendreau, Ola Jabali, and Raf Jans
    
      European Journal of Operational Research, 273(1), 146–159, 2019
      
        
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        Dec 2018
      
  
  
    
    Abdolmanaf Zargoush, Mehmet Gumus, Vedat Verter, and Stella S.  Daskalopoulou
    
      Production and Operations Management, 27(12), 2291–2312, 2018
      
        
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        Aug 2018
      
  
  
    
    Iliya Markov, Michel Bierlaire, Jean-François Cordeau, Mohammad Yousef Maknoon, and Sacha Varone
    
      Transportation Research Part B: Methodological, 114, 213–240, 2018
      
        
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        Jun 2018
      
  
  
      A stochastic program with time series and affine decision rules for the reservoir management problem    
    Charles Gauvin, Erick Delage, and Michel Gendreau
    
      European Journal of Operational Research, 267(2), 716–732, 2018
      
        
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        Jun 2018
      
  
  
    
    Mohammad Ebrahim Nikoofal and Mehmet Gumus
    
      Manufacturing & Service Operations Management, 20(3), 498–516, 2018
      
        
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        Jun 2018
      
  
  
    
    Abdalla Mansur, Jack Brimberg, and Ghaleb El-Refae
    
      Yugoslav Journal of Operations Research, 28(2), 265–274, 2018
      
        
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        May 2018
      
  
  
    
    Simon Li, Ashish Khisti, and Aditya Mahajan
    
      IEEE Transactions on Information Theory, 64(5), 3679–3695, 2018
      
        
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        May 2018
      
  
  
    
    Yauheni Kisialiou, Irina Gribkovskaia, and Gilbert Laporte
    
      Transportation Research Part C: Emerging Technologies, 90, 366–378, 2018
      
        
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        Mar 2018
      
  
  
    
    Maciej Augustyniak, Mathieu Boudreault, and Manuel Morales
    
      Methodology and Computing in Applied Probability, 20(1), 165–188, 2018
      
        
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        Mar 2018
      
  
  
    
    Quentin Desreumaux, Pascal Côté, and Robert Leconte
    
      Journal of Water Resources Planning and Management, 144(3), 2018
      
        
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        Feb 2018
      
  
  
              Hedging variable annuities: How often should the hedging portfolio be rebalanced?
    
    Maciej Augustyniak and Mathieu Boudreault
    
      Risk & Rewards, 71, 1–7, 2018
      
        
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    Didier Haguma, Robert Leconte, and Pascal Côté
    
      Journal of Water Resources Planning and Management, 144(2), 2018
      
        
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      Computational Management Science, 15(1), 55–86, 2018
      
        
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    Jasson Pina, Amaury Tilmant, and Pascal Côté
    
      Water Resources research, 53(11), 9845–9859, 2017
      
        
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    Javier de Frutos and Victor Gatón
    
      Computational Management Science, 14(4), 465–491, 2017
      
        
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    Jean Respen, Nicolas Zufferey, and Philippe Wieser
    
      Journal of the Operational Research Society, 68(10), 1195–1210, 2017
      
        
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    Luckny Zéphyr, Pascal Lang, Bernard F. Lamond, and Pascal Côté
    
      European Journal of Operational Research, 262(2), 586–601, 2017
      
        
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       North American Actuarial Journal, 21(4), 502–525, 2017
      
        
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    Javier de Frutos and Victor Gatón
    
      Journal of Computational and Applied Mathematics, 319, 262–276, 2017
      
        
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      European Journal of Operational Research, 261(1), 317–336, 2017
      
        
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    Peter E. Caines and Arman C. Kizilkale
    
      IEEE Transactions on Automatic Control, 62(7), 3225–3234, 2017
      
        
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              La recherche opérationnelle : De quelques enjeux juridiques des mé-canismes d’aide à la décision
    
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      Lex electronica, 22, 55–79, 2017
      
        
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      IEEE Transactions on Automatic Control, 62(6), 2950–2957, 2017
      
        
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        May 2017
      
  
  
    
    Asrar Ahmed, Pradeep Varakantham, Meghna Lowalekar, Yossiri Adulyasak, and Patrick Jaillet
    
      Journal of Artificial Intelligence Research, 59(1), 229–264, 2017
      
        
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    Fausto Errico, Teodor Gabriel Crainic, Federico Malucelli, and Maddalena Nonato
    
      Transportation Science, 51(2), 706–722, 2017
      
        
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    Peter E. Caines
    
      Annual Reviews in Control, 43, 1–64, 2017
      
        
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    Ryan Goodfellow and Roussos Dimitrakopoulos
    
      Mathematical Geosciences, 49(3), 341–360, 2017
      
        
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              Compendium of credit risk resources for P&C actuaries
    
    Jean-Philippe Boucher, Mathieu Boudreault, and Jean-François Forest-Désaulniers
    
      E-Forum, Casualty Actuarial Society, 69 pages, 2017
      
        
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              A global simulation-optimisation approach for inventory management in a decentralised supply chain
    
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       Supply Chain Forum: An International Journal, 18(2), 112–119, 2017
      
        
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    Mohamad Aziz and Peter E. Caines
    
      IEEE Transactions on Control Systems Technology, 25(2), 563–576, 2017
      
        
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    Supriyo Ghosh, Pradeep Varakantham, Yossiri Adulyasak, and Patrick Jaillet
    
      Journal of Artificial Intelligence Research, 58, 387–430, 2017
      
        
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    Nevroz Sen and Peter E. Caines
    
      SIAM Journal on Control and Optimization, 54(6), 3174–3224, 2016
      
        
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    Andrea Lodi, Paolo Tubertini, Roberto Grilli, Angelina Mazzocchetti, Corrado Ruozi, and Francesca Senese
    
      Health Systems, 5(3), 213–236, 2016
      
        
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      European Journal of Operational Research, 253(3), 843–855, 2016
      
        
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      Journal of Financial Services Research, 50(1), 57–94, 2016
      
        
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      International Game Theory Review, 18(2), page article 1640002, 2016
      
        
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      Transportation Science, 50(2), 559–578, 2016
      
        
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    Valentina Cacchiani, Michael Jünger, Frauke Liers, Andrea Lodi, and Daniel R. Schmidt
    
      Mathematical Programming, 157(1), 297–342, 2016
      
        
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      Management Science, 62(4), 1188–1201, 2016
      
        
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    Andrea Lodi, Enrico Malaguti, Nicolás Stier-Moses, and Tommaso Bonino
    
      Management Science, 62(4), 1165–1187, 2016
      
        
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       IEEE Transactions on Signal Processing, 64(6), 1405–1419, 2016
      
        
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      Computers & Operations Research, 67, 12–24, 2016
      
        
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    Pascal Côté and Robert Leconte
    
      Journal of Water Resources Planning and Management, 142(2), 2016
      
        
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    Nevroz Sen and Peter E. Caines
    
      SIAM Journal on Control and Optimization, 54(1), 153–174, 2016
      
        
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    Yassin Feki, Adnène Hajji, and Monia Rekik
    
      Transportation Research Part E: Logistics and Transportation Review, 85, 149–165, 2016
      
        
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    Elena Parilina and Georges Zaccour
    
      Operations Research Letters, 43(5), 507–513, 2015
      
        
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        Aug 2015
      
  
  
              On the importance of hedging dynamic lapses in variable annuities
    
    Maciej Augustyniak and Mathieu Boudreault
    
      Risk & Rewards, 66, 12–16, 2015
      
        
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    Jack Brimberg and W.J. Hurley
    
      Journal of the Operational Research Society, 66(6), 1035–1043, 2015
      
        
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        May 2015
      
  
  
    
    Geneviève Gauthier
    
      Gestion, 40(1), 110–111, 2015
      
        
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    Brent Fisher, Jack Brimberg, and W.J. Hurley
    
      Journal of Defense Modeling and Simulation, 12(2), 83–90, 2015
      
        
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    Chalida U-tapao, Steven A. Gabriel, Christopher Peot, and Mark Ramirez
    
       Journal of Energy Engineering, 141(1), 2015
      
        
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    Didier Haguma, Robert Leconte, Stéphane Krau, Pascal Côté, and François Brissette
    
      Journal of Water Resources Planning and Management, 141(2), page 04014051, 2015
      
        
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    Jean-François Cordeau, Pasquale  Legato , Rina Mary Mazza, and Roberto Trunfio
    
      Computers & Operations Research, 53, 81–95, 2015
      
        
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    Leandro C. Coelho, Jean-François Cordeau, and Gilbert Laporte
    
      Computers & Operations Research, 52, 55–67, 2014
      
        
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        Nov 2014
      
  
  
    
    Ola Jabali, Walter Rei, Michel Gendreau, and Gilbert Laporte
    
      Discrete Applied Mathematics, 177, 121–136, 2014
      
        
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        Oct 2014
      
  
  
    
    Didier Haguma, Robert Leconte, Pascal Côté, Stéphane Krau, and François Brissette
    
      Water Resources Management, 28(13), 4631–4644, 2014
      
        
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    Mehmet Gumus
    
      Production and Operations Management, 23(10), 1732–1747, 2014
      
        
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    Jack Brimberg and W.J. Hurley
    
      Journal of Defense Modeling and Simulation, 11(4), 375–385, 2014
      
        
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    Jianqiang Cheng, Erick Delage, and Abdel Lisser
    
      SIAM Journal on Optimization, 24(3), 1485–1506, 2014
      
        
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    Amina Lamghari, Roussos Dimitrakopoulos, and Jacques A. Ferland
    
      Journal of the Operational Research Society, 65(9), 1305–1314, 2014
      
        
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    Quentin Desreumaux, Pascal Côté, and Robert Leconte
    
      Revue canadienne de génie civil -  Canadian Journal of Civil Engineering, 41(9), 839–844, 2014
      
        
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        Jun 2014
      
  
  
    
    Mathieu Boudreault and Geneviève Gauthier
    
      Finance Research Letters, 11(2), 131–139, 2014
      
        
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        Feb 2014
      
  
  
    
    Mojtaba Nourian, Peter E. Caines, and Roland P. Malhamé
    
      IEEE Transactions on Automatic Control, 59(2), 449–455, 2014
      
        
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    Mathieu Boudreault, Hélène Cossette, and Étienne Marceau
    
      Insurance: Mathematics and Economics, 54, 123–132, 2014
      
        
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        Sep 2013
      
  
  
              Recovery rate risk and credit spreads in a hybrid credit risk model
    
    Mathieu Boudreault, Geneviève Gauthier, and Tommy Thomassin
    
       Journal of Credit Risk, 9(3), 3–39, 2013
      
        
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        Aug 2013
      
  
  
    
    Mojtaba Nourian and Peter E. Caines
    
      SIAM Journal on Control and Optimization, 51(4), 3302–3331, 2013
      
        
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        Aug 2013
      
  
  
    
    Farzin Taringoo and Peter E. Caines
    
      SIAM Journal on Control and Optimization, 51(4), 3127–3153, 2013
      
        
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    Jing Li, Zissimos P. Mourelatos, Michael Kokkolaras, Panos Papalambros, and David J. Gorsich
    
      Journal of Mechanical Design, 135(8), page 081004, 2013
      
        
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        Feb 2013
      
  
  
    
    Peng Jia and Peter E. Caines
    
      IEEE Transactions on Automatic Control, 58(2), 529–534, 2013
      
        
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        Jan 2013
      
  
  
              Mean field stochastic adaptive control
    
    Arman C. Kizilkale and Peter E. Caines
    
      IEEE Transactions on Automatic Control, 58(4), 905–920, 2013
      
        
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        Jan 2013
      
  
  
              Nash, social and centralized solutions to consensus problems via mean field control theory
    
    Mojtaba Nourian, Peter E. Caines, Roland P. Malhamé, and Minyi Huang
    
      IEEE Transactions on Automatic Control, 58(3), 639–653, 2013
      
        
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        Jan 2013
      
  
  
              Risk management of non-standard basket options with different underlying assets
    
    Georges Dionne, Nadia Ouertani, and Geneviève Gauthier
    
      Journal of Futures Markets, 33(4), 299–326, 2013
      
        
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        Jan 2013
      
  
  
              A robust winner determination problem for combinatorial transportation auctions under uncertain shipment volumes
    
    Nabila Remli and Monia Rekik
    
      Transportation Research Part C: Emerging Technologies, 35, 204–217, 2013
      
        
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        Nov 2012
      
  
  
    
    Maciej Augustyniak and Mathieu Boudreault
    
      North American Actuarial Journal, 16(2), 183–206, 2012
      
        
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        Nov 2012
      
  
  
    
    Amina Lamghari and Roussos Dimitrakopoulos
    
      European Journal of Operational Research, 222(3), 642–652, 2012
      
        
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    Mehmet Gumus, Saibal Ray, and Haresh Gurnani
    
      Management Science, 58(9), 1694–1714, 2012
      
        
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        Apr 2012
      
  
  
              A generalized variable neighborhood search heuristic for the capacitated vehicle routing problem with stochastic service times
    
    Hongtao Lei, Gilbert Laporte, and Bo Guo
    
      TOP, 20, 99–118, 2012
      
        
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        Feb 2012
      
  
  
    
    Haresh Gurnani, Mehmet Gumus, Saibal Ray, and T. Ray
    
      Asia-Pacific Journal of Operations Research, 29(1), page 1240006 , 2012
      
        
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        Jan 2012
      
  
  
              Robust inventory routing under demand uncertainty
    
    Oguz Solyali, Jean-François Cordeau, and Gilbert Laporte
    
      Transportation Science, 46, 327–340, 2012
      
        
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        Jan 2012
      
  
  
              Mean field LQG control in leader-follower stochastic multi-agent systems: Likelihood ratio based adaptation
    
    Mojtaba Nourian, Peter E. Caines, Roland P. Malhamé, and Minyi Huang
    
      IEEE Transactions on Automatic Control, 57(11), 2801–2816, 2012
      
        
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        Jan 2012
      
  
  
              La modélisation des risques, peut-on dompter le hasard?
    
    Geneviève Gauthier
    
      Insurance and Risk Management, 80, 35–52, 2012
      
        
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        Jan 2012
      
  
  
              Linearized Nelson-Siegel and Svensson models for the estimation of spot interest rates
    
    Geneviève Gauthier and Jean-Guy Simonato
    
      European Journal of Operational Research, 219, 442–451, 2012
      
        
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        Jan 2012
      
  
  
              Districting for routing with stochastic customers
    
    Hongtao Lei, Gilbert Laporte, and Bo Guo
    
      EURO Journal on Transportation and Logistics, 1, 67–85, 2012
      
        
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        Jan 2012
      
  
  
              Passenger and pilot risk minimization in offshore helicopter transportation
    
    Fubin Qian, Irina Gribkovskaia, Gilbert Laporte, and Øyvind Halskau
    
      Omega, 40, 584–593, 2012
      
        
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        Jan 2012
      
  
  
              The vehicle routing problem with stochastic demands and split deliveries
    
    Hongtao Lei, Gilbert Laporte, and Bo Guo
    
      INFOR, 50(2), 59–71, 2012
      
        
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        Jan 2012
      
  
  
    
    Weifen Zhuang, Mehmet Gumus, and Dan Zhang
    
      Journal of the Operational Research Society, 63, 1213–1227, 2012
      
        
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        Jun 2011
      
  
  
              A unified framework for dynamic prediction market design
    
    Shipra Agrawal, Erick Delage, Mark Peters, Zizhuo Wang, and Yinyu Ye
    
      Operations Research, 59(3), 550–568, 2011
      
        
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        Mar 2011
      
  
  
              Heterogeneous Basket Options Pricing Using Analytical Approximations
    
    Georges Dionne, Geneviève Gauthier, Nadia Ouertani, and Nabil Tahani
    
      Multinational Finance Journal, 15(1-2), 47–85, 2011
      
        
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        Jan 2011
      
  
  
              Stochastic uncapacitated hub location
    
    Ivan Contreras, Jean-François Cordeau, and Gilbert Laporte
    
      European Journal of Operational Research, 212, 518–528, 2011
      
        
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        Jan 2011
      
  
  
              Inventory control of an item with a probabilistic replenishment lead time and a known supplier shutdown period
    
    E.A. Silver and Nicolas Zufferey
    
      International Journal of Production Research, 49(4), 923–947, 2011
      
        
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        Jan 2011
      
  
  
              Online vehicle routing and scheduling with dynamic travel times
    
    Sandro Lorini, Jean-Yves Potvin, and Nicolas Zufferey
    
      Computers & Operations Research, 38(7), 1086–1090, 2011
      
        
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        Jan 2011
      
  
  
              A reduced form model of default spreads with markov switching macroeconomic factors
    
    Georges Dionne, Geneviève Gauthier, M. Maurice, Khemais Hammami, and Jean-Guy Simonato
    
      Journal of Banking and Finance, 35, 1984–2000, 2011
      
        
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        Jan 2011
      
  
  
              The capacitated vehicle routing problem with stochastic demands and time windows
    
    Hongtao Lei, Gilbert Laporte, and Bo Guo
    
      Computers & Operations Research, 38, 1775–1783, 2011
      
        
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        Jan 2010
      
  
  
              Distributionally robust optimization under moment uncertainty with application to data-driven problems
    
    Erick Delage and Yinyu Ye
    
      Operations Research, 58(3), 596–612, 2010
      
        
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        Jan 2010
      
  
  
              Percentile optimization for MDP with parameter uncertainty
    
    Erick Delage and Shie Mannor
    
      Operations Research, 58(1), 203–213, 2010
      
        
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        Jan 2010
      
  
  
              Analysis of quantized double auctions with application to competitive electricity markets
    
    Peng Jia and Peter E. Caines
    
      INFOR, Special Issue on Game Theory in Energy, 48(4), 239–250, 2010
      
        
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        Jan 2010
      
  
  
              Control of admission and routing in loss networks: Hybrid-dynamic programming equations
    
    Zhongjing Ma, Peter E. Caines, and Roland P. Malhamé
    
      IEEE Transactions on Automatic Control, 55(2), 350–366, 2010
      
        
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        Jan 2010
      
  
  
              Default risk in corporate bond spreads
    
    Georges Dionne, Geneviève Gauthier, Maurice Mathieu, Khemais Hammami, and Jean-Guy Simonato
    
      Financial Management, 707–731, 2010
      
        
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        Jan 2010
      
  
  
              Swap rate movements via the target rate: A no-arbitrage regime switch approach
    
    René Ferland, Geneviève Gauthier, and Simon Lalancette
    
      Finance Research Letters, 7, 103–109, 2010
      
        
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        Sep 2009
      
  
  
    
    Hyun-soo Ahn, Mehmet Gumus, and Philip Kaminsky
    
      Manufacturing & Service Operations Management, 11(4), 613–629, 2009
      
        
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        Feb 2009
      
  
  
    
    Michel Denault, Geneviève Gauthier, and Jean-Guy Simonato
    
      Journal of Futures Markets, 29(2), 95–113, 2009
      
        
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        Jan 2009
      
  
  
              Scenario tree based heuristics for stochastic inventory routing problems
    
    Lars Magnus Hvattum, Arne Løkketangen, and Gilbert Laporte
    
      INFORMS Journal on Computing, 21, 268–285, 2009
      
        
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        Jan 2008
      
  
  
              A spectral method for bonds
    
    Javier de Frutos
    
      Computers & Operations Research, 35(1), 64–75, 2008
      
        
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        Jan 2008
      
  
  
              Assessing bankrupt probability on american firms: A logit approach
    
    Hatem Ben-Ameur, H. Bouafi, P. Rostan, R. Theoret, and Samir Trabelsi
    
      Journal of Theoretical Accounting Research, 3(2), 1–11, 2008
      
        
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        Jan 2007
      
  
  
              A stochastic approximation approach to the power control problem
    
    Huanshui Zhang, Weiyan Ge, Wing Shing Wong, and Peter E. Caines
    
      IEEE Transactions on Communications, 55(5), 878–886, 2007
      
        
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        Jan 2007
      
  
  
              On the hybrid optimal control problem: Theory and algorithms'
    
    Mohammad Shahid Shaikh and Peter E. Caines
    
      IEEE Transactions on Automatic Control, 52(9), 1587–1603, 2007
      
        
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        Jan 2007
      
  
  
              Heuristics and lower bounds for a stochastic location-routing problem
    
    Maria Albareda-Sambola, Elena Fernandez, and Gilbert Laporte
    
      European Journal of Operational Research, 179, 940–955, 2007
      
        
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        Jan 2007
      
  
  
              A dynamic programming approach to price call and put options embedded in bonds
    
    Hatem Ben-Ameur, Michèle Breton, Pierre L'Ecuyer, and Lotfi Karoui
    
      Journal of Economic Dynamics and Control, 31, 2212–2233, 2007
      
        
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        Jan 2006
      
  
  
              Solving a dynamic and stochastic vehicle routing problem with a sample scenario hedging heuristic
    
    Lars Magnus Hvattum, Arne Løkketangen, and Gilbert Laporte
    
      Transportation Science, 40(4), 421–438, 2006
      
        
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        Jan 2006
      
  
  
              The maximal expected coverage relocation problem for emergency vehicles
    
    Michel Gendreau, Gilbert Laporte, and Frédéric  Semet
    
      Journal of the Operational Research Society, 57(1), 22–28, 2006
      
        
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        Jan 2006
      
  
  
              An operations research approach to the triple jump
    
    Jack Brimberg, W.J. Hurley, and S. Ladany
    
      International Journal of Sport Management and Marketing, 1(3), 208–214, 2006
      
        
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        Jan 2006
      
  
  
              A dynamic programming approach to price installment options
    
    Hatem Ben-Ameur, Michèle Breton, and Pascal François
    
      European Journal of Operational Research, 169(2), 667–676, 2006
      
        
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        Jan 2005
      
  
  
              An analytical approach to the facility location and capacity acquisition problem under demand uncertainty
    
    Abdullah Dasci and Gilbert Laporte
    
      Journal of the Operational Research Society, 56, 397–405, 2005
      
        
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        Jan 2004
      
  
  
              S-adapted equilibria in games played over event trees: An overview
    
    Alain Haurie and Georges Zaccour
    
      Annals of the International Society of Dynamic Games, 7, 367–400, 2004
      
        
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        Jan 2003
      
  
  
              Approximating american option prices in the garch framework
    
    Jin-Chuan Duan, Geneviève Gauthier, Caroline Sasseville, and Jean-Guy Simonato
    
      Journal of Futures Markets, 23(10), 915–929, 2003
      
        
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      Journal of Derivatives, 10(4), 9–32, 2003
      
        
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              The performance of analytical approximations for the computation of asian quanto-basket option prices
    
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      Multinational Finance Journal, 7, 55–82, 2003
      
        
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              Asymptotic Distribution of the EMS Option Price Estimator
    
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              An Analytical Approximation for the GARCH Option Pricing Model
    
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              Une approche actuarielle de la gestion et de la modélisation des risques de séismes et d’ouragans
    
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    Mojtaba Nourian, Peter E. Caines, Roland P. Malhamé, and Minyi Huang
    
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              Bayes nets of time series: Stochastic realizations and projections
    
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      L. Pronzato, A.A. Zhigljavsky (eds.), Proceedings of the Workshop on Optimum Design and Related Statistical Issues, 2007
      
        
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              A Markov chain method for pricing contingent claims
    
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  Proceedings
      
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      Procedia Computer Science, 256, 1467–1473, 2025
      
        
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      2024 IEEE 63rd Conference on Decision and Control (CDC), Milan, Italy, 2024
      
        
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    Justin Cano, Gaël Pagès, Éric Chaumette, and Jérôme Le Ny
    
      2022 IEEE/RSJ International Conference on Intelligent Robots and Systems (IROS), Kyoto, Japan, 947–953, 2022
      
        
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      31st ACM International Conference on Information and Knowledge Management, 457–467, 2022
      
        
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    Shuang Gao, Peter E. Caines, and Minyi Huang
    
      2021 60th IEEE Conference on Decision and Control (CDC), Austin, TX, United States, 5253–5260, 2021
      
        
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              Smart equipment allocation decisions and short-term stochastic production planning updating in mining complexes through reinforcement learning
    
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      Proceedings, Application of Computers and Operations Research in the Mineral Industry (APCOM), Johannesburg, South Africa, 35–44, 2021
      
        
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      2020 59th IEEE Conference on Decision and Control (CDC), Jeju Island, Korea, 1026–1031, 2020
      
        
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      WSC '20: Proceedings of the Winter Simulation Conference, Orlando, FL, USA, 1360–1371, 2020
      
        
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      2020 IEEE Power & Energy Society General Meeting, Montréal, Canada, 2020
      
        
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      Proceedings of the 46th ASME Design Automation Conference, Louis, Missouri, USA, 16 pages, 2020
      
        
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       2019 IEEE 58th Conference on Decision and Control (CDC),  Nice, France, 7294–7300, 2019
      
        
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      2019 IEEE 58th Conference on Decision and Control (CDC), Nice, France, 1629–1636, 2019
      
        
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              Representation Learning via state aggregation: A perspective of control over communication channels
    
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      NeurIPS 2019 Workshop on Information Theory and Machine Learning, Vancouver, Canada, 8 pages, 2019
      
        
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      IEEE 58th Conference on decision and control, Nice, France, 1615–1622, 2019
      
        
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      2019 IEEE Canada Electrical Power & Energy Conference, Montréal, Canada, 2019
      
        
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              Reduction of CLPU overload through active load management
    
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      Cigré Canada Conference, Montréal, Canada, 2019
      
        
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              Reinforcement learning for mean-field teams
    
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      The Multi-disciplinary Conference on Reinforcement Learning and Decision Making (RLDM 2019), Montréal, Canada, 2019
      
        
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       2019 16th Canadian Workshop on Information Theory (CWIT),  Hamilton, ON, Canada, 1–6, 2019
      
        
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      2018 IEEE Conference on Decision and Control (CDC), Miami Beach, Florida, 1712–1718, 2018
      
        
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      2018 IEEE Conference on Decision and Control (CDC), Miami Beach, Florida, 5759–5764, 2018
      
        
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      2018 IEEE Conference on Decision and Control (CDC), Miami Beach, USA, 4129–4134, 2018
      
        
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      2018 IEEE Conference on Decision and Control (CDC), Miami Beach, USA, 5500–5505, 2018
      
        
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      2018 IEEE Power & Energy Society General Meeting (PESGM), Portland, USA, 2018
      
        
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              Aircraft landing planning: Past, present and future
    
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      Proceedings of the 19th Annual Congress of the French Operations Research Society, ROADEF 2018, Lorient, France, 2018
      
        
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              Optimisation globale de problèmes Min-Max :application à la synthèse de loi de commande robuste
    
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      9ème Congrès annuel de la Société françaisede recherche opérationnelle et d’aide à la décision (ROADEF2018), Lorient, France, 2018
      
        
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      56th IEEE Conference on Decision and Control, Melbourne, Australia, 7–14, 2017
      
        
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    Dena Firoozi, Ali Pakniyat, and Peter E. Caines
    
      56th IEEE Conference on Decision and Control, Melbourne, Australia, 3144–3151, 2017
      
        
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        Nov 2017
      
  
  
    
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      2017 IEEE Global Conference on Signal and Information Processing (GlobalSIP), Montréal, Canada , 513–517, 2017
      
        
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              Inventory deployment with uncertainty on production and lead-times
    
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      Proceedings of the International Conference on Industrial Engineering and Systems Management, IESM 2017, Saarbruecken, Germany, 2017
      
        
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              Travel speed prediction using machine learning techniques
    
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      ITS World Congress, Montréal, Canada, 10 pages, 2017
      
        
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              A push shipping-dispatching approach for high-value items: from modeling to managerial insights
    
    Jean Respen and Nicolas Zufferey
    
      Proceedings of the International Conference Optimization and Decision Science, ODS 2017, Sorrento, Italy, 2017
      
        
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              Démélange parcimonieux exact dans une approche supervisée en imagerie hyperspectrale
    
    Ramzi Ben Mhenni, Sébastien Bourguignon, Jordan Ninin, and Frédéric Schmidt
    
      Actes du 26e colloque GRETSI, Juan les Pins, France, 2017
      
        
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        Aug 2017
      
  
  
              Introducing geometallurgical constraints into the simultaneous stochastic optimization of mining complexes: Application at a copper-gold mining
    
    Ashish Kumar and Roussos Dimitrakopoulos
    
      Proceedings, Application of Computers and Operations Research in the Mineral Industry (APCOM), Colorado, USA, 2017
      
        
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        Jul 2017
      
  
  
              A global optimization approach to H infinity synthesis with parametric uncertainties applied to AUV control
    
    Dominique Monnet, Jordan Ninin, and Benoît Clément
    
      IFAC World Congress, Toulouse, France, 2017
      
        
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        Jun 2017
      
  
  
    
    Jhelum Chakravorty and Aditya Mahajan
    
      2017 IEEE International Symposium on Information Theory (ISIT), Aachen, Germany, 1272–1276, 2017
      
        
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    Jhelum Chakravorty, Jayakumar Subramanian, and Aditya Mahajan
    
      2017 American Control Conference (ACC),  Seattle, WA, USA, 462–467, 2017
      
        
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        Apr 2017
      
  
  
              Energy consumption vs economic profit in supply chain networks
    
    C. Niesseron, Rémy Glardon, Nicolas Zufferey, and M. Jafari
    
      Proceedings of the 18th EU/ME Workshop on Metaheuristics for a Better World, EU/ME 2017, Rome, Italie, 2017
      
        
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    Nevroz Sen and Peter E. Caines
    
      2016 IEEE 55th Conference on Decision and Control (CDC), Las Vegas, USA, 6105–6110, 2016
      
        
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        Dec 2016
      
  
  
    
    Dominique Monnet, Jordan Ninin, and Benoît Clément
    
      2016 IEEE 55th Conference on Decision and Control (CDC), Las Vegas, NV, USA, 658–663, 2016
      
        
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        Dec 2016
      
  
  
    
    Ali Pakniyat and Peter E. Caines
    
      2016 IEEE 55th Conference on Decision and Control (CDC), Las Vegas, USA, 1139–1144, 2016
      
        
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        Dec 2016
      
  
  
      Mean Field Game epsilon-Nash equilibria for partially observed optimal execution problems in finance    
    Dena Firoozi and Peter E. Caines
    
      2016 IEEE 55th Conference on Decision and Control (CDC), Las Vegas, USA, 268–275, 2016
      
        
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        Sep 2016
      
  
  
              Global optimization of continuous MinMax problem
    
    Dominique Monnet, Benoît Clément, and Jordan Ninin
    
      XIII Global Optimization Workshop (GOW), aga, Portugal, 4 pages, 2016
      
        
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    Jhelum Chakravorty and Aditya Mahajan
    
      IFAC-PapersOnLine, 6th IFAC Workshop on Distributed Estimation and Control in Networked Systems NECSYS 2016, 48(22), Tokyo, Japan, 7–12, 2016
      
        
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        Sep 2016
      
  
  
              Local inventory management policies for optimal global performances in a decentralized supply chain
    
    Lidia Argilaguet Montarelo, Rémy Glardon, and Nicolas Zufferey
    
      11th International Meeting on Logistics Research, Lausanne, Suisse, 2016
      
        
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        Sep 2016
      
  
  
              The execution problem in finance: A partially observed mean field game formulation
    
    Peter E. Caines and Dena Firoozi
    
      AMS Fall Meeting, Bowdoin College, Brunswick, USA, 2016
      
        
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        Aug 2016
      
  
  
              Validation d'un plan minier à court terme par simulation
    
    Raphaêl Leite-Corthésy, Michel Gamache, and Pierre Baptiste
    
      11th International Conference on Modeling, Optimization and Simulation (MOSIM’16), Montréal, Canada, 2016
      
        
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        Jul 2016
      
  
  
    
    Nevroz Sen and Peter E. Caines
    
      2016 American Control Conference (ACC), Boston, USA, 4681–4686, 2016
      
        
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        Jul 2016
      
  
  
              The execution problem in finance: A mean field game formulation
    
    Dena Firoozi and Peter E. Caines
    
      17th International Symposium on Dynamic Games and Applications, Urbino, Italie, 2016
      
        
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        Jul 2016
      
  
  
              Mean field game theory: The case of agents with partial observations on their individual states
    
    Nevroz Sen and Peter E. Caines
    
      17th International Symposium on Dynamic Games and Applications, Urbino, Italie, 2016
      
        
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        Mar 2016
      
  
  
    
    Simon Li and Aditya Mahajan
    
      International Zurich Seminar on Communications (IZS), Zurich, Switzerland, 121–124, 2016
      
        
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        Feb 2016
      
  
  
              Distortion transmission function for transmitting autoregressive Markov processes under communication constraints
    
    Jhelum Chakravorty and Aditya Mahajan
    
      2016 Information Theory and Applications Workshop, San Diego, USA, 2016
      
        
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        Feb 2016
      
  
  
              Dynamic multi-trip vehicle routing with unusual time-windows for the pick-up of blood samples and delivery of medical material
    
    Nicolas Zufferey, Byung Yun Cho, and Rémy Glardon
    
      Proceedings of the 5th International Conference on Operations Research and Enterprise Systems, Rome, Italie, 2016
      
        
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        Dec 2015
      
  
  
    
    Jalal Arabneydi and Aditya Mahajan
    
       2015 54th IEEE Conference on Decision and Control (CDC), Osaka, Japon, 5308–5313, 2015
      
        
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        Dec 2015
      
  
  
    
    Dena Firoozi and Peter E. Caines
    
      2015 IEEE 54th Annual Conference on Decision and Control (CDC), Osaka, Japon, 4430–4437, 2015
      
        
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        Dec 2015
      
  
  
    
    Nevroz Sen and Peter E. Caines
    
      2015 IEEE 54th Annual Conference on Decision and Control (CDC), Osaka, Japon, 1130–1135, 2015
      
        
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        Dec 2015
      
  
  
    
    Mohamed Helwa and Peter E. Caines
    
      2015 IEEE 54th Annual Conference on Decision and Control (CDC), Osaka, Japon, 276–281, 2015
      
        
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        Oct 2015
      
  
  
              A stochastic resolution approach for production and remanufacturing decisions
    
    Hamza El Fassi, Adnène Hajji, and Monia Rekik
    
      11e congrès international de génie industriel (CIGI2015), Québec, Canada, 2015
      
        
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        Oct 2015
      
  
  
              Remote estimation of Markov processes under communication constraints
    
    Jhelum Chakravorty and Aditya Mahajan
    
      Forth Rutgers Applied Probability Conference, Piscataway, USA, 2015
      
        
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        Jul 2015
      
  
  
    
    Jalal Arabneydi and Aditya Mahajan
    
      Proceedings of the American Control Conference, Chicago, 5449–5456, 2015
      
        
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        Jul 2015
      
  
  
    
    Simon Li, Ashish Khisti, and Aditya Mahajan
    
      2015 IEEE 16th International Workshop on Signal Processing Advances in Wireless Communications (SPAWC), Stockholm, 375–379, 2015
      
        
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        Jun 2015
      
  
  
              Modeling agri-food supply chain innovations in developing markets
    
    Fei Qin, Mehmet Gumus, and Saibal Ray
    
      M&SOM 2015 Conference Proceedings, University of Toronto, Canada, 2015
      
        
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        Jun 2015
      
  
  
              Mean field teams
    
    Jalal Arabneydi and Aditya Mahajan
    
      7th Summer Solstice International Conference on Discrete Models of Complex Systems, Toronto, Canada, 2015
      
        
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        Jun 2015
      
  
  
    
    Jhelum Chakravorty and Aditya Mahajan
    
      2015 IEEE International Symposium on Information Theory (ISIT), Hong Kong, 1387–1391, 2015
      
        
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        Jun 2015
      
  
  
              Finite state approximations of POMDPs
    
    Jalal Arabneydi and Aditya Mahajan
    
      CORS/INFORMS 2015, Montréal, Canada, 2015
      
        
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        Jun 2015
      
  
  
              Reinforcement learning in multi-agent systems with partial history sharing
    
    Jalal Arabneydi and Aditya Mahajan
    
      Proceedings of the Reinforcement Learning and Decision Making (RLDM), Edmonton, 2015
      
        
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        Jun 2015
      
  
  
              Nonlinear filtering problems in partially observed MFG control theory
    
    Nevroz Sen and Peter E. Caines
    
      SIAM Conference on Control and Applications, 39–40, 2015
      
        
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        May 2015
      
  
  
    
    Prokopis Prokopiou, Peter E. Caines, and Aditya Mahajan
    
      Proceedings of the Canadian Conference on Elecrtical and Computer Engineering, Halifax, 1299–1306, 2015
      
        
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        Jan 2015
      
  
  
              Team optimal control of coupled major-minor subsystems with mean field sharing
    
    Jalal Arabneydi and Aditya Mahajan
    
      Proceedings of the Indian Control Conference, 95–100, 2015
      
        
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        Dec 2014
      
  
  
    
    Jalal Arabneydi and Aditya Mahajan
    
      2014 IEEE 53rd Annual Conference on Decision and Control (CDC), 1669–1674, 2014
      
        
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        Dec 2014
      
  
  
    
    Mohamad Aziz and Peter E. Caines
    
      2014 IEEE 53rd Annual Conference on Decision and Control (CDC), Los Angeles, USA, 5560–5567, 2014
      
        
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        Dec 2014
      
  
  
    
    Nevroz Sen and Peter E. Caines
    
      2014 IEEE 53rd Annual Conference on Decision and Control (CDC), Los Angeles, USA, 2709–2715, 2014
      
        
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        Dec 2014
      
  
  
              The gear selection problem for electric vehicles: An optimal control formulation
    
    Ali Pakniyat and Peter E. Caines
    
      13th International Conference on Control Automation Robotics & Vision, Singapore, 1261–1266, 2014
      
        
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        Aug 2014
      
  
  
    
    Peter E. Caines and Arman C. Kizilkale
    
      Proceedings of the 19th IFAC World Congress, Cape Town, South Africa, 8705–8709, 2014
      
        
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        Jul 2014
      
  
  
              Nonlinear filtering for McKean-Vlasov type PDEs with application to mean field games
    
    Nevroz Sen and Peter E. Caines
    
      The 21st International Symposium on Mathematical Theory of Networks and Systems (MTNS 2014), Groningen, Netherlands, 1344–1351, 2014
      
        
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        Jun 2014
      
  
  
              Stochastic dual dynamic programming approach for lot sizing problem with returns
    
    Hamza El Fassi, Adnène Hajji, and Monia Rekik
    
      Proceedings of the International Conference on Green Supply Chains, Arras, France, 2014
      
        
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        Jun 2014
      
  
  
              Affinely adjustable robust location transportation problem
    
    Amir Ardestani-Jaafari and Erick Delage
    
      Proceedings of the 2014 Industrial and Systems Engineering Research Conference, 1505–1514, 2014
      
        
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        Sep 2013
      
  
  
              Mean Field Game Theory for Systems with Major and Minor Agents: Nonlinear Theory and Mean Field Estimation
    
    Peter E. Caines
    
      Mean Field Games and Related Topics - 2, Padova, Italy, 2013
      
        
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        Jul 2013
      
  
  
              The value of audit in managing supplier’s process improvement
    
    Mohammad Ebrahim Nikoofal and Mehmet Gumus
    
      M&SOM 2013 Conference Proceedings, INSEAD, Europe Campus, France, 2013
      
        
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        May 2013
      
  
  
    
    Boutheina Fhoula, Adnène Hajji, and Monia Rekik
    
      2013 International Conference on  Advanced Logistics and Transport (ICALT), 550–555, 2013
      
        
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        Jan 2012
      
  
  
              Coalition formation in mean field stochastic systems
    
    Arman C. Kizilkale and Peter E. Caines
    
      20th-MTNS, Melbourne, 2012
      
        
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        Jan 2012
      
  
  
              Emergence of coalitions in mean field stochastic systems
    
    Arman C. Kizilkale and Peter E. Caines
    
      IEEE Conference on Decision and Control, Maui, 5768–5773, 2012
      
        
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        Jan 2012
      
  
  
              \(\epsilon\)-Nash mean field theory for nonlinear stochastic dynamic games with major-minor agents
    
    Mojtaba Nourian and Peter E. Caines
    
      IEEE Conference on Decision and Control, Maui, 2090–2095, 2012
      
        
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        Jan 2012
      
  
  
              Large scale real-time bidding in the smart grid: A mean field framework
    
    Arman C. Kizilkale, Shie Mannor, and Peter E. Caines
    
      IEEE Conference on Decision and Control, Maui, 3680–3687, 2012
      
        
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        Jan 2012
      
  
  
              On the stability of interconnected thermodynamic systems with heat and work exchange
    
    Dmitry Gromov and Peter E. Caines
    
      Proc.2012 American Control Conference, Montreal, 386–391, 2012
      
        
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        Jan 2012
      
  
  
              How to (and how not to) manage supplier’s process improvement: Delegation, incentives, or audit
    
    Mojtaba Nikoofal and Mehmet Gumus
    
      M&SOM 2012 Conference Proceedings, New York City, NY, 2012
      
        
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        Jan 2012
      
  
  
              2-stage robust winner determination problems for combinatorial transportation auctions under uncertain demands
    
    Nabila Remli and Monia Rekik
    
      International Conference on Information Systems, Logistics and Supply Chain (ILS), 26-29 août 2012, Québec, Canada, 2012
      
        
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        Jan 2012
      
  
  
              Carriers selection and inventory control strategies in two stage supply chains
    
    Yassin Feki, Adnène Hajji, and Monia Rekik
    
      9th International Conference of Modeling, Optimization and Simulation - MOSIM’12, 6-8 juin 2012, Bordeaux, France, 2012
      
        
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        Jan 2011
      
  
  
              A solution to the consensus problem via a continuum based mean field control approach
    
    Mojtaba Nourian, Peter E. Caines, and Roland P. Malhamé
    
      Proc. 50th IEEE Conference on Decision and Control, 2011, Orlando, Floride, 5708–5713, 2011
      
        
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        Jan 2011
      
  
  
              An evolution mean field equation system of initial mean consensus behaviour: A stability analysis
    
    Mojtaba Nourian, Peter E. Caines, and Roland P. Malhamé
    
      Proc. 50th IEEE Conference on Decision and Control, 2011, Orlando, Floride, 5029–5034, 2011
      
        
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        Jan 2011
      
  
  
              Mean field (NCE) stochastic control: Populations of major and egoist-altruist agents
    
    Arman C. Kizilkale and Peter E. Caines
    
      Proc. 50th IEEE Conference on Decision and Control, 2011, Orlando, Floride, 5547–5552, 2011
      
        
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        Jan 2011
      
  
  
              Mean field analysis of controlled cucker-smale type flocking: Linear analysis and perturbation equations
    
    Mojtaba Nourian and Peter E. Caines
    
      Proc. 18th IFAC World Congress, 4471–4476, 2011
      
        
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        Jan 2011
      
  
  
              Channel returns policies for durable products
    
    Mehmet Gumus, Saibal Ray, and Shuya Yin
    
      M&SOM 2011 Conference Proceedings, Ann Arbor, MI, 2011
      
        
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        Jan 2011
      
  
  
              Supply side story: Risks, guarantees, and information asymmetry
    
    Mehmet Gumus, Saibal Ray, and Haresh Gurnani
    
      M&SOM 2011 Conference Proceedings, Ann Arbor, MI, 2011
      
        
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        Jan 2011
      
  
  
              With or without forecast sharing: Does it really cause collusion?
    
    Mehmet Gumus
    
      M&SOM 2011 Conference Proceedings, Ann Arbor, MI, 2011
      
        
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        Jan 2011
      
  
  
              Decision support system for production and supplier selection in unreliable supply chains
    
    Adnène Hajji, Ali Gharbi, and Monia Rekik
    
      International Conference on Industrial Engineering and Systems Management IESM, Metz, France, 2011
      
        
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        Jan 2010
      
  
  
              A solution to the mean field consensus problem via stochastic mean field control
    
    Mojtaba Nourian, Peter E. Caines, Roland P. Malhamé, and Minyi Huang
    
      2nd IFAC Workshop on Distributed Estimation and Control in Networked Systems (NecSys'10), Annecy, France, 2010
      
        
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        Jan 2010
      
  
  
              Stochastic adaptive Nash certainty equivalence control: Population parameter distribution estimation
    
    Arman C. Kizilkale and Peter E. Caines
    
      Proceedings of the 49th IEEE Conference on Decision and Control, Atlanta, Georgia, 6169–6176, 2010
      
        
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        Jan 2009
      
  
  
              Regret-based online ranking for a growing digital library
    
    Erick Delage
    
      ACM SIGKDD Conference on Knowledge Discovery and Data Mining 2009, 229–238, 2009
      
        
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        Jan 2009
      
  
  
              A unified framework for dynamic pari-mutuel information market design
    
    Shipra Agrawal, Erick Delage, Mark Peters, Zizhuo Wang, and Yinyu Ye
    
      10th ACM Electronic Commerce Conference, 255–264, 2009
      
        
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        Jan 2009
      
  
  
              Derivation of consensus algorithm dynamics from mean field stochastic control NCE equations
    
    Mojtaba Nourian, Peter E. Caines, Roland P. Malhamé, and Minyi Huang
    
      NECSYS 2009, Venice, Italy, 2009
      
        
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        Jan 2009
      
  
  
              Large population games in radial loss networks: Computationally tractable equilibria for distributed network admission control
    
    Zhongjing Ma, Peter E. Caines, and Roland P. Malhamé
    
      GamesNet 2009, Istanbul, Turkey, 418–427, 2009
      
        
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        Jan 2009
      
  
  
              Multi-product pricing and inventory ordering strategies
    
    Mehmet Gumus
    
      M&SOM 2009 Conference Proceedings, Cambridge, MA, 2009
      
        
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        Jan 2009
      
  
  
              Shipping fees or shipping free? Impact of product and retailer characteristics on shipping charges in e-commerce
    
    Mehmet Gumus, Shanling Li, W. Oh, and Saibal Ray
    
      M&SOM 2009 Conference Proceedings, Cambridge, MA, 2009
      
        
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        Jan 2007
      
  
  
              An algebraic framework for Bayes nets of time series
    
    Peter E. Caines and H.P. Wynn
    
      Modeling, Estimation and Control: Festschrift in Honor of Giorgio Picci on the Occasion of his Sixty-Fifth Birthday, 45–57, 2007
      
        
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        Jan 2006
      
  
  
              Optimal stochastic control of networks: Call admission and routing for simple networks
    
    Zhongjing Ma, Peter E. Caines, and Roland P. Malhamé
    
      ISYC2006, Aiya Napa, Chypre, 2006
      
        
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        Jan 2006
      
  
  
              Stochastic control of network systems I: NETCAD state space structure and dynamics
    
    Zhongjing Ma, Peter E. Caines, and Roland P. Malhamé
    
      45th IEEE Conference on Decision and Control, San Diego, USA, 2577–2582, 2006
      
        
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        Jan 2006
      
  
  
              Stochastic control of network systems II: NETCAD optimal control & the HJB equation
    
    Zhongjing Ma, Peter E. Caines, and Roland P. Malhamé
    
      45th IEEE Conference on Decision and Control, San Diego, USA, page 3236, 2006
      
        
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