Publications

  1. Nonlinear Stochastic Programming (), Master's thesis, Department of Mathematics, University of Namur, .
  2. Numerical experiments with AMLET, a new Monte-Carlo algorithm for Estimating Mixed Logit Models ( and ), Electronic Proceeding (CD-ROM) of the 10th International Conference on Travel Behaviour Research, .
  3. Trust-Region Algorithms for Nonlinear Stochastic Programming and Mixed Logit Models (), PhD thesis, Department of Mathematics, Universty of Namur, . [pdf]
  4. An adaptive trust-region approach for nonlinear stochastic optimisation with an application in discrete choice theory (), In Algorithms for Optimization with Incomplete Information (Susanne Albers, Rolf H. Möhring Georg Ch. Pflug, Rüdiger Schultz, eds.), .
  5. Evaluation of advanced optimisation methods for estimating mixed logit models (, and ), In Transportation Research Record, volume 1921, .
  6. An adaptive Monte Carlo algorithm for computing mixed logit estimators ( and ), In Computational Management Science, volume 3, .
  7. Application of an adaptive Monte Carlo algorithm to Mixed Logit estimation ( and ), In Transportation Research Part B, volume 40, .
  8. Convergence theory for nonconvex stochastic programming with an application to mixed logit ( and ), In Mathematical Programming, volume 108, .
  9. Estimating mixed logit with non-parametric random variables ( and ), In Proceedings of European Transport Conference (CD-ROM), .
  10. Report on Study of the compatibility mechanism of the EUPL (European Union Public Licence) v1.0 ( and ), Advice Report, European Commission, Enterprise Directorate General, .
  11. An error-components framework for joint choice models of activity timing and duration (, , and ), In Transportation Research Part A, volume 41, .
  12. Optimal retrofit of a heat recovery network at a pulp and paper mill for minimizing energy and water consumption (, , , , , , , , , and ), In Proceedings of the Second Montreal Industrial Problem Solving Workshop (Odile Marcotte, ed.), , Rapport de recherche du CRM no CRM-3277.
  13. Reducing simulation bias in mixed logit model estimation ( and ), In European Transport Conference, .
  14. Estimation strategies for mixed logit models (, , , and ), In Paper presented at the 12th Conference of the The International Association for Travel Behaviour Research, .
  15. Reducing simulation bias in mixed logit model estimation ( and ), In Journal of Choice Modelling, volume 3, .
  16. Formulation and solution strategies for nonparametric nonlinear stochastic programs, with an application in finance. ( and ), In Optimization, volume 59, .
  17. Estimating non-parametric random utility models, with an application to the value of time in heterogeneous populations ( and ), In Transportation Science, volume 44, .
  18. A Retrospective Trust-Region Method for Unconstrained Optimization (, , , and ), In Mathematical Programming, volume 123, .
  19. Minimum Energy Requirements of the Distillation Process (, , , and ), In Proceedings of the Third Montreal Industrial Problem Solving Workshop (Odile Marcotte, ed.), , Rapport de recherche du CRM no CRM-3315.
  20. On the information matrix in mixed logit models estimation ( and ), In Transportation Research Record, volume 2254, .
  21. Discrete choice estimators properties for finite population and simulation sample sizes ( and ), In Transportation Research Record, volume 2302, .
  22. Estimation of the Mixed Logit Likelihood Function by Randomized Quasi-Monte Carlo (, , , and ), In Transportation Research Part B, volume 46, .
  23. Bias evaluation and reduction for sample-path optimization (), In Monte Carlo Methods and Applications: Proceedings of the 8th IMACS Seminar on Monte Carlo Methods (Karl K. Sabelfeld, Ivan Dimov, Mario K. Ullrich, ed.), De Gruyter, .
  24. Midterm Hydro Generation Scheduling Under Uncertainty Using the Progressive Hedging Algorithm (, and ), In Water Ressources Research, volume 49, . [doi]
  25. Optimal scenario set partitioning for multistage stochastic programming with the progressive hedging algorithm (, and ), Technical report CIRRELT-2013–55, CIRRELT, .
  26. Chance-Constrained Staffing with Recourse for Multi-Skill Call Centers with Arrival-Rate Uncertainty (, , and ), In Proceedings of the 2014 Winter Simulation Conference (A. Tolk, S. Y. Diallo, I. O. Ryzhov, L. Yilmaz, S. Buckley, J. A. Miller, eds.), IEEE Press, .
  27. On Optimization Algorithms for Maximum Likelihood Estimation (, and ), Technical report CIRRELT-2014-64, CIRRELT, .
  28. Analyse de données Otto View, CargoM (, , , , and ), Study report, .
  29. Managing Hydroelectric Reservoirs over an Extended Horizon using Benders Decomposition with a Memory Loss Assumption (, and ), In IEEE Transactions on Power Systems, volume 30, . [doi]
  30. Comparing Regret Minimization and Utility Maximization for Route Choice using the Recursive Logit Model (, and ), Technical report CIRRELT-2015-25, CIRRELT, .
  31. A misspecification test for logit based route choice models (, and ), In Economics of Transportation, volume 4, .
  32. Quantifying the social welfare loss in moral hazard models (, and ), In European Journal of Operational Research, volume 245, .
  33. A New Nonmonotone Adaptive Retrospective Trust Region Method for Unconstrained Optimization Problems (, and ), In Journal of Optimization Theory and Applications, volume 167, .
  34. Two-stage chance-constrained staffing with agent recourse for multi-skill call centers (, , and ), In Proceedings of the 2016 Winter Simulation Conference (T. M. K. Roeder, P. I. Frazier, R. Szechtman, E. Zhou, eds.), IEEE Press, .
  35. A Dynamic Formulation for Car Ownership Modeling (, and ), In Transportation Science, volume 50, .
  36. Staffing optimization with chance constraints for emergency call centers (, and ), In Proceedings of the 11th International Conference on Modeling, Optimization and Simulation - MOSIM16, , 3rd place of the "Young Researcher Award" competition, MOSIM (the 11th International Conference on Modeling, Optimization and Simulation), Montreal, Canada, August 2016.
  37. Penalty Parameter Update Strategies in Progressive Hedging Algorithm ( and ), Technical report CIRRELT-2016-12, CIRRELT, .
  38. On the similarities between random regret minimization and mother logit: The case of recursive route choice models (, and ), In Journal of Choice Modelling, volume 23, .
  39. A dynamic programming approach for quickly estimating large-scale MEV models (, , and ), In Transportation Research Part B, volume 98, .
  40. Transferring Time-Series Discrete Choice to Link-Based Route Choice in Space: Estimating Vehicle-Type Preference Using Recursive Logit Model (, , and ), In Transportation Research Board Annual Meeting, volume 2672, .
  41. Dynamic Discrete Choice Model for Railway Ticket Cancellation and Exchange Decisions (, and ), In Transportation Research Part C, volume 110, .
  42. A Decomposition Method for Estimating Recursive Logit Based Route Choice Models (, and ), In European Journal on Transportation and Logistics, volume 7, .
  43. Copula Based Synthetic Population Generation for Microsimulation (, and ), In , .
  44. Modelling Human Population Characteristics with Copulas, Should We? (, and ), In Proceedings of The 10th International Conference on Ambient Systems, Networks and Technologies, Elsevier, .
  45. Extended Aircraft Arrival Management under Uncertainty: A computational study (, , , and ), In Journal of Air Transportation, .
  46. Two-Stage Stochastic Mixed-Integer Programming with Chance Constraints for Extended Aircraft Arrival Management (, , , and ), In Transportation Science, volume 54, .
  47. Continuation value computation using Malliavin calculus under general volatility stochastic process for American option pricing ( and ), In Turkish Journal of Mathematics, .
  48. Two-stage stochastic programming models for the extended aircraft arrival management problem with multiple pre-scheduling points (, , , and ), In Transportation Research Part C, .
  49. A simulation-based decomposition approach for two-stage staffing optimization in call centers under arrival rate uncertainty (, , and ), In European Journal of Operational Research, volume 293, .
  50. Enlsip.jl: A Julia optimization package to solve constrained nonlinear least-squares problems (, , and ), In Journal of Open Source Software, volume 9, . [doi]
  51. Copula-based transferable models for synthetic population generation (, , , , and ), In Transportation Research Part C, volume 169, . [url] [doi]