3 papers
math.OC2021
An SDP dual relaxation for the Robust Shortest Path Problem with ellipsoidal uncertainty: Pierra's decomposition method and a new primal Frank-Wolfe-type heuristics for duality gap evaluation
Chifaa Al Dahik, Zeina Al Masry, Stéphane Chrétien +2
This work addresses the Robust counterpart of the Shortest Path Problem (RSPP) with a correlated uncertainty set. Since this problem is hard, a heuristic approach, based on Frank-W…
math.PR2019
Multitype branching process with nonhomogeneous Poisson and generalized Polya immigration
Landy Rabehasaina, Jae-Kyung Woo
In a multitype branching process, it is assumed that immigrants arrive according to a nonhomogeneous Poisson or a generalized Polya process (both processes are formulated as a nonh…
math.PR2018
Analysis of the infinite server queues with semi-Markovian multivariate discounted inputs
Landy Rabehasaina, Jae-Kyung Woo
We consider a general dimensional discounted infinite server queues process (alternatively, an Incurred But Not Reported (IBNR) claim process) where the multivariate inputs (cl…