Works matching AU L'Ecuyer, Pierre

Results: 45

The Repair VS. Replacement problem: A stochastic control approach.

Published in:

Optimal Control - Applications & Methods, 1987, v. 8, n. 3, p. 219, doi. 10.1002/oca.4660080304

By:

L'Ecuyer, Pierre;
Haurie, Alain

Publication type:

Article

DISCRETE EVENT DYNAMIC PROGRAMMING WITH SIMULTANEOUS EVENTS.

Published in:

Mathematics of Operations Research, 1988, v. 13, n. 1, p. 152, doi. 10.1287/moor.13.1.152

By:

L'Ecuyer, Pierre;
Haurie, Alain

Publication type:

Article

Combination of General Antithetic Transformations and Control Variables.

Published in:

Mathematics of Operations Research, 2004, v. 29, n. 4, p. 946, doi. 10.1287/moor.1040.0101

By:

Ben-Ameur, Hatem;
L'Ecuyer, Pierre;
Lemieux, Christiane

Publication type:

Article

Staffing Multiskill Call Centers via Linear Programming and Simulation.

Published in:

Management Science, 2008, v. 54, n. 2, p. 310, doi. 10.1287/mnsc.1070.0824

By:

Cezik, Mehmet Tolga;
L'Ecuyer, Pierre

Publication type:

Article

Efficient Monte Carlo and Quasi-Monte Carlo Option Pricing Under the Variance Gamma Model.

Published in:

Management Science, 2006, v. 52, n. 12, p. 1930, doi. 10.1287/mnsc.1060.0575

By:

Avramidis, Athanassios N.;
L'Ecuyer, Pierre

Publication type:

Article

Modeling Daily Arrivals to a Telephone Call Center.

Published in:

Management Science, 2004, v. 50, n. 7, p. 896, doi. 10.1287/mnsc.1040.0236

By:

Avramidis, Athanassios N.;
Deslauriers, Alexandre;
L'Ecuyer, Pierre

Publication type:

Article

A Dynamic Programming Procedure for Pricing American-Style Asian Options.

Published in:

Management Science, 2002, v. 48, n. 5, p. 625, doi. 10.1287/mnsc.48.5.625.7803

By:

Ben-Ameur, Hatem;
Breton, Michèle;
L'Ecuyer, Pierre

Publication type:

Article

Variance Reduction via Lattice Rules.

Published in:

Management Science, 2000, v. 46, n. 9, p. 1214, doi. 10.1287/mnsc.46.9.1214.12231

By:

Ecuyer, Pierre L.;
Lemieux, Christiane

Publication type:

Article

Note: On the Interchange of Derivative and Expectation for Likelihood Ratio Derivative Estimators.

Published in:

Management Science, 1995, v. 41, n. 4, p. 738, doi. 10.1287/mnsc.41.4.738

By:

L'Ecuyer, Pierre

Publication type:

Article

Stochastic Optimization by Simulation: Convergence Proofs for GI/G/1 Queue in Steady-State.

Published in:

Management Science, 1994, v. 40, n. 11, p. 1562, doi. 10.1287/mnsc.40.11.1562

By:

L'Ecuyer, Pierre;
Glynn, Peter W.

Publication type:

Article

Stochastic Optimization by Simulation: Numerical Experiments with the M/M/1 Queue in Steady-State.

Published in:

Management Science, 1994, v. 40, n. 10, p. 1245, doi. 10.1287/mnsc.40.10.1245

By:

L'Ecuyer, Pierre;
Giroux, Nataly;
Glynn, Peter W.

Publication type:

Article

Dynamic Call Center Routing Policies Using Call Waiting and Agent Idle Times.

Published in:

Manufacturing & Service Operations Management (M&SOM), 2014, v. 16, n. 4, p. 544, doi. 10.1287/msom.2014.0493

By:

Chan, Wyean;
Koole, Ger;
L'Ecuyer, Pierre

Publication type:

Article

Forecasting Call Center Arrivals: Fixed-Effects, Mixed-Effects, and Bivariate Models.

Published in:

Manufacturing & Service Operations Management (M&SOM), 2013, v. 15, n. 1, p. 72, doi. 10.1287/msom.1120.0405

By:

Ibrahim, Rouba;
L'Ecuyer, Pierre

Publication type:

Article

Approximating zero-variance importance sampling in a reliability setting.

Published in:

Annals of Operations Research, 2011, v. 189, n. 1, p. 277, doi. 10.1007/s10479-009-0532-5

By:

L'Ecuyer, Pierre;
Tuffin, Bruno

Publication type:

Article

Uniform random number generation.

Published in:

Annals of Operations Research, 1994, v. 53, n. 1-4, p. 77, doi. 10.1007/BF02136827

By:

L'Ecuyer, Pierre

Publication type:

Article

CONVERGENCE RATES FOR STEADY-STATE DERIVATIVE ESTIMATORS.

Published in:

Annals of Operations Research, 1992, v. 39, n. 1-4, p. 121, doi. 10.1007/BF02060938

By:

L'Ecuyer, Pierre

Publication type:

Article

Revenue-Maximizing Rankings for Online Platforms with Quality-Sensitive Consumers.

Published in:

Operations Research, 2017, v. 65, n. 2, p. 408, doi. 10.1287/opre.2016.1569

By:

L'Ecuyer, Pierre;
Maillé, Patrick;
Stier-Moses, Nicolás E.;
Tuffin, Bruno

Publication type:

Article

Rate-Based Daily Arrival Process Models with Application to Call Centers.

Published in:

Operations Research, 2016, v. 64, n. 2, p. 510, doi. 10.1287/opre.2016.1484

By:

Oreshkin, Boris N.;
Régnard, Nazim;
L'Ecuyer, Pierre

Publication type:

Article

A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains.

Published in:

Operations Research, 2008, v. 56, n. 4, p. 958, doi. 10.1287/opre.1080.0556

By:

L'Ecuyer, Pierre;
Lécot, Christian;
Tuffin, Bruno

Publication type:

Article

AN OBJECT-ORIENTED RANDOM-NUMBER PACKAGE WITH MANY LONG STREAMS AND SUBSTREAMS.

Published in:

Operations Research, 2002, v. 50, n. 6, p. 1073, doi. 10.1287/opre.50.6.1073.358

By:

L'ecuyer, Pierre;
Simard, Richard;
Chen, E. Jack;
Kelton, W. David

Publication type:

Article

GLOBAL STOCHASTIC OPTIMIZATION WITH LOW-DISPERSION POINT SETS.

Published in:

Operations Research, 2000, v. 48, n. 6, p. 939, doi. 10.1287/opre.48.6.939.12393

By:

Yakowitz, Sidney;
L'Ecuyer, Pierre;
Vázquez-Abad, Felisa

Publication type:

Article

CLOSE-POINT SPATIAL TESTS AND THEIR APPLICATION TO RANDOM NUMBER GENERATORS.

Published in:

Operations Research, 2000, v. 48, n. 2, p. 308

By:

L'Écuyer, Pierre;
Cordeau, Jean-François;
Simard, Richard

Publication type:

Article

GOOD PARAMETERS AND IMPLEMENTATIONS FOR COMBINED MULTIPLE RECURSIVE RANDOM NUMBER GENERATORS.

Published in:

Operations Research, 1999, v. 47, n. 1, p. 159, doi. 10.1287/opre.47.1.159

By:

L'Ecuyer, Pierre

Publication type:

Article

Combined multiple recursive random number generators.

Published in:

Operations Research, 1996, v. 44, n. 5, p. 816, doi. 10.1287/opre.44.5.816

By:

L'Ecuyer, Pierre

Publication type:

Article

On the convergence rates of IPA and FDC derivative estimators.

Published in:

Operations Research, 1994, v. 42, n. 4, p. 643, doi. 10.1287/opre.42.4.643

By:

L'Ecuyer, Pierre;
Perron, Gaetan

Publication type:

Article

Variance reduction for generalized likelihood ratio method by conditional Monte Carlo and randomized Quasi-Monte Carlo methods.

Published in:

Journal of Management Science & Engineering, 2022, v. 7, n. 4, p. 550, doi. 10.1016/j.jmse.2022.02.002

By:

Yijie Peng;
Fu, Michael C.;
Jiaqiao Hu;
L'Ecuyer, Pierre;
Tuffin, Bruno

Publication type:

Article

Variance reduction for generalized likelihood ratio method by conditional Monte Carlo and randomized Quasi-Monte Carlo methods.

Published in:

Journal of Management Science & Engineering, 2022, v. 7, n. 4, p. 550, doi. 10.1016/j.jmse.2022.02.002

By:

Yijie Peng;
Fu, Michael C.;
Jiaqiao Hu;
L'Ecuyer, Pierre;
Tuffin, Bruno

Publication type:

Article

The application of forecasting techniques to modeling emergency medical system calls in Calgary, Alberta.

Published in:

2007

By:

Channouf, Nabil;
L'Ecuyer, Pierre;
Ingolfsson, Armann;
Avramidis, Athanassios;
Avramidis, Athanassios N

Publication type:

journal article

Monte Carlo and Quasi–Monte Carlo Density Estimation via Conditioning.

Published in:

INFORMS Journal on Computing, 2022, v. 34, n. 3, p. 1729, doi. 10.1287/ijoc.2021.1135

By:

L'Ecuyer, Pierre;
Puchhammer, Florian;
Ben Abdellah, Amal

Publication type:

Article

Sampling Conditionally on a Rare Event via Generalized Splitting.

Published in:

INFORMS Journal on Computing, 2020, v. 32, n. 4, p. 986, doi. 10.1287/ijoc.2019.0936

By:

Botev, Zdravko I.;
L'Ecuyer, Pierre

Publication type:

Article

Spectral Analysis of the MIXMAX Random Number Generators.

Published in:

INFORMS Journal on Computing, 2020, v. 32, n. 1, p. 135, doi. 10.1287/ijoc.2018.0878

By:

L'Ecuyer, Pierre;
Wambergue, Paul;
Bourceret, Erwan

Publication type:

Article

On the Lattice Structure of a Special Class of Multiple Recursive Random Number Generators.

Published in:

INFORMS Journal on Computing, 2014, v. 26, n. 3, p. 449, doi. 10.1287/ijoc.2013.0576

By:

L'Ecuyer, Pierre;
Simard, Richard

Publication type:

Article

Static Network Reliability Estimation via Generalized Splitting.

Published in:

INFORMS Journal on Computing, 2013, v. 25, n. 1, p. 56, doi. 10.1287/ijoc.1110.0493

By:

Botev, Zdravko I.;
L'Ecuyer, Pierre;
Rubino, Gerardo;
Simard, Richard;
Tuffin, Bruno

Publication type:

Article

Efficient Correlation Matching for Fitting Discrete Multivariate Distributions with Arbitrary Marginals and Normal-Copula Dependence.

Published in:

INFORMS Journal on Computing, 2009, v. 21, n. 1, p. 88, doi. 10.1287/ijoc.1080.0281

By:

Avramidis, Athanassios N.;
Channouf, Nabil;
L'Ecuyer, Pierre

Publication type:

Article

Efficient Jump Ahead for F<sub>2</sub>-Linear Random Number Generators.

Published in:

INFORMS Journal on Computing, 2008, v. 20, n. 3, p. 385, doi. 10.1287/ijoc.1070.0251

By:

Haramoto, Hiroshi;
Matsumoto, Makoto;
Nishimura, Takuji;
Panneton, François;
L'Ecuyer, Pierre

Publication type:

Article

An Implementation of the Lattice and Spectral Tests for Multiple Recursive Linear Random Number Generators.

Published in:

INFORMS Journal on Computing, 1997, v. 9, n. 2, p. 206, doi. 10.1287/ijoc.9.2.206

By:

L'Ecuyer, Pierre;
Couture, Raymond

Publication type:

Article

Bad Lattice Structures for Vectors of Nonsuccesive Values Produced by Some Linear Recurrences.

Published in:

INFORMS Journal on Computing, 1997, v. 9, n. 1, p. 57, doi. 10.1287/ijoc.9.1.57

By:

L' Ecuyer, Pierre

Publication type:

Article

Simulation of Algorithms for Performance Analysis.

Published in:

INFORMS Journal on Computing, 1996, v. 8, n. 1, p. 16, doi. 10.1287/ijoc.8.1.16

By:

L'Ecuyer, Pierre

Publication type:

Article

Four Canadian Contributions to Stochastic Modeling.

Published in:

INFOR, 2008, v. 46, n. 1, p. 3, doi. 10.3138/infor.46.1.3

By:

Grassmann, Winfried K.;
Puterman, Martin L.;
L'Ecuyer, Pierre;
Ingolfsson, Armann

Publication type:

Article

A UNIFIED VIEW OF THE IPA, SF, AND LR GRADIENT ESTIMATION TECHNIQUES.

Published in:

Management Science, 1990, v. 36, n. 11, p. 1364, doi. 10.1287/mnsc.36.11.1364

By:

L'Ecuyer, Pierre

Publication type:

Article

A normal copula model for the arrival process in a call center.

Published in:

International Transactions in Operational Research, 2012, v. 19, n. 6, p. 771, doi. 10.1111/j.1475-3995.2012.00845.x

By:

Channouf, Nabil;
L'Ecuyer, Pierre

Publication type:

Article

Quasi-Monte Carlo methods with applications in finance.

Published in:

Finance & Stochastics, 2009, v. 13, n. 3, p. 307, doi. 10.1007/s00780-009-0095-y

By:

L'Ecuyer, Pierre

Publication type:

Article

Variance Reduction with Array-RQMC for Tau-Leaping Simulation of Stochastic Biological and Chemical Reaction Networks.

Published in:

Bulletin of Mathematical Biology, 2021, v. 83, n. 8, p. 1, doi. 10.1007/s11538-021-00920-5

By:

Puchhammer, Florian;
Ben Abdellah, Amal;
L’Ecuyer, Pierre

Publication type:

Article

Gradient estimation via perturbation analysis, by Paul Glasserman, Kluwer, Boston. MA, 1991, 221 pp.

Published in:

Networks, 1994, v. 24, n. 2, p. 127, doi. 10.1002/net.3230240217

By:

L'ecuyer, Pierre

Publication type:

Article

On a multistage discrete stochastic optimization problem with stochastic constraints and nested sampling.

Published in:

Mathematical Programming, 2021, v. 190, n. 1/2, p. 1, doi. 10.1007/s10107-020-01518-w

By:

Ta, Thuy Anh;
Mai, Tien;
Bastin, Fabian;
L'Ecuyer, Pierre

Publication type:

Article