Options choisies: Auteur: Fabian Bastin Type de publications: Articles publiés (RAC) Année de début: 2020 Année de fin: Mot clé dans le titre: Nom de famille d'un co-auteur: Tri à l'intérieur de chaque année: Ordre alphabétique
Articles publiés (RAC)
Kharrat M., Bastin Fabian, Continuation value computation using Malliavin calculus under general volatility stochastic process for American option pricing, Turkish Journal of Mathematics, 2022
Thuy T.A., Chan W., Bastin Fabian, L'Écuyer Pierre, A simulation-based decomposition approach for two stage staffing optimization in call centers under arrival rate uncertainty, European Journal of Operational Research, 2021
Khassiba A., Bastin Fabian, Gendron Bernard, Cafieri S., Mongeau M., Two-stage stochastic mixed-integer programming with chance constraints for extended aircraft arrival management, Transportation Science, 54(4), pp. 897–919, 2020
Ta T.A., Bastin Fabian, L'Écuyer Pierre, On a multistage discrete stochastic optimization problem with stochastic constraints and nested sampling, Mathematical Programming, 190, 1-37, 2020
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