Publications in refs.bib - Author: Fabian Bastin
49 results
2021
[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, . [bibtex]
[48]Two-stage stochastic programming models for the extended aircraft arrival management problem with multiple pre-scheduling points (, , , and ), In Transportation Research Part C, . [bibtex]
[47]Continuation value computation using Malliavin calculus under general volatility stochastic process for American option pricing ( and ), In Turkish Journal of Mathematics, . [bibtex] [doi]
2020
[46]Two-Stage Stochastic Mixed-Integer Programming with Chance Constraints for Extended Aircraft Arrival Management (, , , and ), In Transportation Science, volume 54, . [bibtex]
2019
[45]Extended Aircraft Arrival Management under Uncertainty: A computational study (, , , and ), In Journal of Air Transportation, . [bibtex]
[44]Modelling Human Population Characteristics with Copulas, Should We? (, and ), In Proceedings of The 10th International Conference on Ambient Systems, Networks and Technologies, Elsevier, . [bibtex]
[43]Copula Based Synthetic Population Generation for Microsimulation (, and ), In , . [bibtex]
2018
[42]A Decomposition Method for Estimating Recursive Logit Based Route Choice Models (, and ), In European Journal on Transportation and Logistics, volume 7, . [bibtex]
[41]Dynamic Discrete Choice Model for Railway Ticket Cancellation and Exchange Decisions (, and ), In Transportation Research Part C, volume 110, . [bibtex]
[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, . [bibtex]
2017
[39]A dynamic programming approach for quickly estimating large-scale MEV models (, , and ), In Transportation Research Part B, volume 98, . [bibtex]
[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, . [bibtex]
2016
[37]Penalty Parameter Update Strategies in Progressive Hedging Algorithm ( and ), Technical report CIRRELT-2016-12, CIRRELT, . [bibtex]
[36]Staffing optimization with chance constraints for emergency call centers (, and ), In Proceedings of the 11th International Conference on Modeling, Optimization and Simulation - MOSIM16, . [bibtex]
[35]A Dynamic Formulation for Car Ownership Modeling (, and ), In Transportation Science, volume 50, . [bibtex]
[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, . [bibtex]
2015
[33]A New Nonmonotone Adaptive Retrospective Trust Region Method for Unconstrained Optimization Problems (, and ), In Journal of Optimization Theory and Applications, volume 167, . [bibtex]
[32]Quantifying the social welfare loss in moral hazard models (, and ), In European Journal of Operational Research, volume 245, . [bibtex]
[31]A misspecification test for logit based route choice models (, and ), In Economics of Transportation, volume 4, . [bibtex]
[30]Comparing Regret Minimization and Utility Maximization for Route Choice using the Recursive Logit Model (, and ), Technical report CIRRELT-2015-25, CIRRELT, . [bibtex]
[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, . [bibtex]
2014
[28]Analyse de données Otto View, CargoM (, , , , and ), Study report, . [bibtex]
[27]On Optimization Algorithms for Maximum Likelihood Estimation (, and ), Technical report CIRRELT-2014-64, CIRRELT, . [bibtex]
[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, . [bibtex]
2013
[25]Optimal scenario set partitioning for multistage stochastic programming with the progressive hedging algorithm (, and ), Technical report CIRRELT-2013–55, CIRRELT, . [bibtex]
[24]Midterm Hydro Generation Scheduling Under Uncertainty Using the Progressive Hedging Algorithm (, and ), In Water Ressources Research, volume 49, . [bibtex]
[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, . [bibtex]
2012
[22]Estimation of the Mixed Logit Likelihood Function by Randomized Quasi-Monte Carlo (, , , and ), In Transportation Research Part B, volume 46, . [bibtex]
[21]Discrete choice estimators properties for finite population and simulation sample sizes ( and ), In Transportation Research Record, volume 2302, . [bibtex]
2011
[20]On the information matrix in mixed logit models estimation ( and ), In Transportation Research Record, volume 2254, . [bibtex]
[19]Minimum Energy Requirements of the Distillation Process (, , , and ), In Proceedings of the Third Montreal Industrial Problem Solving Workshop (Odile Marcotte, ed.), . [bibtex]
2010
[18]A Retrospective Trust-Region Method for Unconstrained Optimization (, , , and ), In Mathematical Programming, volume 123, . [bibtex]
[17]Estimating non-parametric random utility models, with an application to the value of time in heterogeneous populations ( and ), In Transportation Science, volume 44, . [bibtex]
[16]Formulation and solution strategies for nonparametric nonlinear stochastic programs, with an application in finance. ( and ), In Optimization, volume 59, . [bibtex]
[15]Reducing simulation bias in mixed logit model estimation ( and ), In Journal of Choice Modelling, volume 3, . [bibtex]
2009
[14]Estimation strategies for mixed logit models (, , , and ), In Paper presented at the 12th Conference of the The International Association for Travel Behaviour Research, . [bibtex]
2008
[13]Reducing simulation bias in mixed logit model estimation ( and ), In European Transport Conference, . [bibtex]
[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.), . [bibtex]
2007
[11]An error-components framework for joint choice models of activity timing and duration (, , and ), In Transportation Research Part A, volume 41, . [bibtex]
2006
[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, . [bibtex]
[9]Estimating mixed logit with non-parametric random variables ( and ), In Proceedings of European Transport Conference (CD-ROM), . [bibtex]
[8]Convergence theory for nonconvex stochastic programming with an application to mixed logit ( and ), In Mathematical Programming, volume 108, . [bibtex]
[7]Application of an adaptive Monte Carlo algorithm to Mixed Logit estimation ( and ), In Transportation Research Part B, volume 40, . [bibtex]
[6]An adaptive Monte Carlo algorithm for computing mixed logit estimators ( and ), In Computational Management Science, volume 3, . [bibtex]
2005
[5]Evaluation of advanced optimisation methods for estimating mixed logit models (, and ), In Transportation Research Record, volume 1921, . [bibtex]
[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.), . [bibtex]
2004
[3] Trust-Region Algorithms for Nonlinear Stochastic Programming and Mixed Logit Models (), PhD thesis, Department of Mathematics, Universty of Namur, . [bibtex] [pdf]
2003
[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, . [bibtex]
2001
[1]Nonlinear Stochastic Programming (), Master's thesis, Department of Mathematics, University of Namur, . [bibtex]
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