Pierre L'Ecuyer

发表

An algorithm to compute the t-value of a digital net and of its projections pdf

Pierre Marion, Maxime Godin, Pierre L'Ecuyer, 2020, J. Comput. Appl. Math..

On the Use of Quasi-Monte Carlo Methods in Computational Finance

Pierre L'Ecuyer, Christiane Lemieux, C. Lemieux, 2001, International Conference on Computational Science.

ON A GENERALIZED SPLITTING METHOD FOR SAMPLING FROM A CONDITIONAL DISTRIBUTION

Pierre L'Ecuyer, Dirk P. Kroese, Zdravko I. Botev, 2018, 2018 Winter Simulation Conference (WSC).

Proceedings of the 2003 international conference on Computational science and its applications: PartIII

Marina L. Gavrilova, Vipin Kumar, Pierre L'Ecuyer, 2003 .

Waiting time predictors for multi-skill call centers

Pierre L'Ecuyer, Mamadou Thiongane, Wyean Chan, 2015, 2015 Winter Simulation Conference (WSC).

Simulation in Java with SSJ

Pierre L'Ecuyer, Eric Buist, P. L'Ecuyer, 2005, Proceedings of the Winter Simulation Conference, 2005..

Guest editors’ introduction to special issue on the third INFORMS simulation society research workshop

Peter J. Haas, Pierre L'Ecuyer, Shane G. Henderson, 2014, TOMC.

Discrete Event Dynamic Programming with Simultaneous Events

Pierre L'Ecuyer, Alain Haurie, 1988, Math. Oper. Res..

Importance sampling for large ATM-type queueing networks

Pierre L'Ecuyer, Yanick Champoux, 1996, Winter Simulation Conference.

An adaptive zero-variance importance sampling approximation for static network dependability evaluation

Pierre L'Ecuyer, Bruno Tuffin, Samira Saggadi, 2014, Comput. Oper. Res..

Approximate solutions to continuous stochastic games

Pierre L'Ecuyer, Michèle Breton, 1990 .

Close-Point Spatial Tests and Their Application to Random Number Generators

Jean-François Cordeau, Pierre L'Ecuyer, Richard J. Simard, 2000, Oper. Res..

On the modeling and forecasting of call center arrivals

Pierre L'Ecuyer, Haipeng Shen, Rouba Ibrahim, 2012, Proceedings Title: Proceedings of the 2012 Winter Simulation Conference (WSC).

Simulation from the Normal Distribution Truncated to an Interval in the Tail

Pierre L'Ecuyer, Zdravko I. Botev, Z. Botev, 2016, VALUETOOLS.

A random number generator based on the combination of four LCGs

Pierre L'Ecuyer, T. H. Andres, Terry Andres, 1997 .

Random Number Generators and Empirical Tests

Pierre L'Ecuyer, P. L'Ecuyer, 1998 .

A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains

Pierre L'Ecuyer, Bruno Tuffin, Christian Lécot, 2006, Oper. Res..

Chance-constrained scheduling with recourse for multi-skill call centers with arrival-rate and absenteeism uncertainty

Pierre L'Ecuyer, Wyean Chan, Fabian Bastin, 2015, 2015 Winter Simulation Conference (WSC).

Recent advances in uniform random number generation

Pierre L'Ecuyer, P. L'Ecuyer, 1994, Proceedings of Winter Simulation Conference.

rstream: Streams of Random Numbers for Stochastic Simulation

Pierre L'Ecuyer, Josef Leydold, J. Leydold, 2005 .

An Object-Oriented Random-Number Package with Many Long Streams and Substreams

Pierre L'Ecuyer, W. David Kelton, E. Jack Chen, 2002, Oper. Res..

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

Patrick Maillé, Pierre L'Ecuyer, Bruno Tuffin, 2015, Oper. Res..

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

Pierre L'Ecuyer, Nabil Channouf, P. L’Ecuyer, 2012, Int. Trans. Oper. Res..

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

Pierre L'Ecuyer, Athanassios N. Avramidis, P. L'Ecuyer, 2006, Manag. Sci..

Estimation strategies for complex discrete choice models

Pierre L'Ecuyer, Bruno Tuffin, Cinzia Cirillo, 2008 .

Staffing multi-skill call centers via search methods and a performance approximation

Pierre L'Ecuyer, Wyean Chan, Athanassios N. Avramidis, 2009 .

Staffing Multiskill Call Centers via Linear Programming and Simulation

Pierre L'Ecuyer, Mehmet Tolga Çezik, P. L'Ecuyer, 2008, Manag. Sci..

Efficiency improvement and variance reduction

Pierre L'Ecuyer, P. L'Ecuyer, 1994, Proceedings of Winter Simulation Conference.

New history-based delay predictors for service systems

Pierre L'Ecuyer, Mamadou Thiongane, Wyean Chan, 2016, 2016 Winter Simulation Conference (WSC).

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

Pierre L'Ecuyer, Athanassios N. Avramidis, Nabil Channouf, 2009, INFORMS J. Comput..

Quasi-Monte Carlo Simulation of Discrete-Time Markov Chains on Multidimensional State Spaces

Pierre L'Ecuyer, Christian Lécot, Rami El Haddad, 2006 .

History of uniform random number generation

Pierre L'Ecuyer, P. L'Ecuyer, 2017, 2017 Winter Simulation Conference (WSC).

Extensible Lattice Sequences for Quasi-Monte Carlo Quadrature

Fred J. Hickernell, Pierre L'Ecuyer, Christiane Lemieux, 2000, SIAM J. Sci. Comput..

Formal formatting rules for Pascal programs

Pierre L'Ecuyer, 1987, J. Syst. Softw..

Computational Science and Its Applications — ICCSA 2003

Marina L. Gavrilova, Vipin Kumar, Pierre L'Ecuyer, 2003 .

Search (Non-)Neutrality and Impact on Innovation: Short talk

Pierre L'Ecuyer, Bruno Tuffin, Nicolás E. Stier Moses, 2017, PERV.

Guest editors' introduction: special issue on uniform random number generation

Pierre L'Ecuyer, Raymond Couture, 1998, TOMC.

COMPUTING OPTIMAL CBECKPOINTING POLICIES I A DYNAMIC PROGRAMMING APPROACH

Pierre L'Ecuyer, Jacques Malenfant, J. Malenfant, 1988 .

Fast random number generators based on linear recurrences modulo 2: overview and comparison

Pierre L'Ecuyer, François Panneton, 2005, Proceedings of the Winter Simulation Conference, 2005..

Combination of General Antithetic Transformations and Control Variables

Pierre L'Ecuyer, Christiane Lemieux, Hatem Ben Ameur, 2003, Math. Oper. Res..

Commentary - Simulation of Algorithms for Performance Analysis

Pierre L'Ecuyer, 1996, INFORMS J. Comput..

A practical view of randomized quasi-Monte Carlo: invited presentation, extended abstract

Pierre L'Ecuyer, P. L'Ecuyer, 2009, VALUETOOLS.

A process-oriented simulation package based on Modula-2

Pierre L'Ecuyer, Nataly Giroux, 1987, WSC '87.

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

Pierre L'Ecuyer, Raymond Couture, R. Couture, 1997, INFORMS J. Comput..

Sparse Serial Tests of Uniformity for Random Number Generators

Pierre L'Ecuyer, Stefan Wegenkittl, Richard J. Simard, 1998, SIAM J. Sci. Comput..

Approximations and bounds in discrete stage markov decision processes

Pierre L'Ecuyer, P. L'Ecuyer, 1984 .

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

Pierre L'Ecuyer, Ger Koole, Wyean Chan, 2014, Manuf. Serv. Oper. Manag..

Analysis and Improvements of Path-based Methods for Monte Carlo Reliability Evaluation of Static Models

Pierre L'Ecuyer, Matias David Lee, Gerardo Rubino, 2010 .

An Adaptive Zero-Variance Importance Sampling Approximation for Static Network Dependability Evaluation

Pierre L'Ecuyer, Bruno Tuffin, Samira Saggadi, 2014, ICS 2014.

EXACT POSTERIOR SIMULATION FROM THE LINEAR LASSO REGRESSION

Pierre L'Ecuyer, Yi-Lung Chen, Dirk P. Kroese, 2018, 2018 Winter Simulation Conference (WSC).

Variance Reduction in the Simulation of Call Centers

Pierre L'Ecuyer, Eric Buist, P. L'Ecuyer, 2006, Proceedings of the 2006 Winter Simulation Conference.

Four Canadian Contributions to Stochastic Modeling

Pierre L'Ecuyer, Armann Ingolfsson, Martin L. Puterman, 2008, INFOR Inf. Syst. Oper. Res..

Budget-Dependent Convergence Rate of Stochastic Approximation

Gang George Yin, Pierre L'Ecuyer, G. Yin, 1995, SIAM J. Optim..

Random number generation with multiple streams for sequential and parallel computing

Pierre L'Ecuyer, P. L'Ecuyer, 2015, 2015 Winter Simulation Conference (WSC).

An overview of derivative estimation

Pierre L'Ecuyer, P. L’Ecuyer, P. L'Ecuyer, 1991, 1991 Winter Simulation Conference Proceedings..

F2-Linear Random Number Generators

Pierre L'Ecuyer, François Panneton, François Panneton, 2009 .

Efficient Jump Ahead for 2-Linear Random Number Generators

Pierre L'Ecuyer, Hiroshi Haramoto, Takuji Nishimura, 2006, INFORMS J. Comput..

Modeling and Optimization Problems in Contact Centers

Pierre L'Ecuyer, 2006, Third International Conference on the Quantitative Evaluation of Systems - (QEST'06).

Guest introduction

Pierre L'Ecuyer, 2003, TOMC.

Splitting Techniques

Pierre L'Ecuyer, Bruno Tuffin, Pascal Lezaud, 2009, Rare Event Simulation using Monte Carlo Methods.

Estimating small cell-loss ratios in ATM switches via importance sampling

Pierre L'Ecuyer, Yanick Champoux, P. L'Ecuyer, 2001, TOMC.

Inter-dependent, heterogeneous, and time-varying service-time distributions in call centers

Pierre L'Ecuyer, Haipeng Shen, Mamadou Thiongane, 2016, Eur. J. Oper. Res..

Dependent failures in highly reliable static networks

Pierre L'Ecuyer, Bruno Tuffin, Zdravko I. Botev, 2012, Proceedings Title: Proceedings of the 2012 Winter Simulation Conference (WSC).

Efficient and portable combined random number generators

Pierre L'Ecuyer, P. L'Ecuyer, 1988, CACM.

An empirical comparison of diffusion approximations and simulation in ATM networks

Pierre L'Ecuyer, Christiane Lemieux, 1998, Proceedings. Sixth International Symposium on Modeling, Analysis and Simulation of Computer and Telecommunication Systems (Cat. No.98TB100247).

Testing random number generators

Pierre L'Ecuyer, P. L’Ecuyer, P. L'Ecuyer, 1992, WSC '92.

Recent Advances in Randomized Quasi-Monte Carlo Methods

Pierre L'Ecuyer, Christiane Lemieux, C. Lemieux, 2002 .

Tables of maximally equidistributed combined LFSR generators

Pierre L'Ecuyer, P. L'Ecuyer, 1999, Math. Comput..

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

Pierre L'Ecuyer, Rouba Ibrahim, Rouba Ibrahim, 2012, Manuf. Serv. Oper. Manag..

Customer relations management: call center operations: modelling and simulation of a telephone call center

Pierre L'Ecuyer, Juta Pichitlamken, Athanassios N. Avramidis, 2003, WSC '03.

Distribution properties of multiply-with-c arry random number generators

Pierre L'Ecuyer, Raymond Couture, R. Couture, 1997, Math. Comput..

Two-stage chance-constrained staffing with agent recourse for multi-skill call centers

Pierre L'Ecuyer, Wyean Chan, Fabian Bastin, 2016, 2016 Winter Simulation Conference (WSC).

Call Center Routing Policy Using Call Waiting and Agent Idle Times

Pierre L'Ecuyer, Ger Koole, Wyean Chan, 2011 .

Entropy Tests for Random Number Generators

Jean-François Cordeau, Pierre L'Ecuyer, Aaldert Compagner, 1997 .

Modeling Daily Arrivals to a Telephone Call Center

Pierre L'Ecuyer, Athanassios N. Avramidis, Alexandre Deslauriers, 2003, Manag. Sci..

TestU01: A C library for empirical testing of random number generators

Pierre L'Ecuyer, Richard J. Simard, R. Simard, 2006, TOMS.

Towards Understanding the Behavior of Classes Using Probabilistic Models of Program Inputs

Houari A. Sahraoui, Pierre L'Ecuyer, Arbi Bouchoucha, 2013, FASE.

A Java library for simulating contact centers

Pierre L'Ecuyer, Eric Buist, 2005, Proceedings of the Winter Simulation Conference, 2005..

Analysis of add-with-carry and subtract-with-borrow generators

Pierre L'Ecuyer, Shu Tezuka, S. Tezuka, 1992, WSC '92.

Modeling and simulation grand challenges: An OR/MS perspective

Simon J. E. Taylor, Charles M. Macal, Pierre L'Ecuyer, 2013, 2013 Winter Simulations Conference (WSC).

A Dynamic Programming Procedure for Pricing American-Style Asian Options

Pierre L'Ecuyer, Michèle Breton, Hatem Ben Ameur, 2002, Manag. Sci..

clRNG: A Random Number API with Multiple Streams for OpenCL

Pierre L'Ecuyer, David Munger, Nabil Kemerchou, 2015 .

MODELING BURSTS IN THE ARRIVAL PROCESS TO AN EMERGENCY CALL CENTER

Leif Olsson, Pierre L'Ecuyer, Klas Gustavsson, 2018, 2018 Winter Simulation Conference (WSC).

Modeling and simulation of call centers

Pierre L'Ecuyer, Athanassios N. Avramidis, P. L'Ecuyer, 2005, Proceedings of the Winter Simulation Conference, 2005..

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

Pierre L'Ecuyer, Boris N. Oreshkin, Nazim Régnard, 2016, Oper. Res..

Efficient and portable combined Tausworthe random number generators

Pierre L'Ecuyer, Shu Tezuka, S. Tezuka, 1990, TOMC.

Orbits and lattices for linear random number generators with composite moduli

Pierre L'Ecuyer, Raymond Couture, R. Couture, 1996, Math. Comput..

Speeding up call center simulation and optimization by Markov chain uniformization

Pierre L'Ecuyer, Wyean Chan, Eric Buist, 2008, 2008 Winter Simulation Conference.

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

Pierre L'Ecuyer, P. L'Ecuyer, 1997, INFORMS J. Comput..

Random numbers for parallel computers: Requirements and methods, with emphasis on GPUs

Pierre L'Ecuyer, David Munger, Boris N. Oreshkin, 2015, Math. Comput. Simul..

On the xorshift random number generators

Pierre L'Ecuyer, François Panneton, François Panneton, 2005, TOMC.

Simulation from the Tail of the Univariate and Multivariate Normal Distribution

Pierre L'Ecuyer, Zdravko I. Botev, Z. Botev, 2018, Systems Modeling: Methodologies and Tools.

Maximally equidistributed combined Tausworthe generators

Pierre L'Ecuyer, P. L'Ecuyer, 1996, Math. Comput..

Modeling and forecasting call center arrivals: A literature survey and a case study

Pierre L'Ecuyer, Haipeng Shen, Rouba Ibrahim, 2015 .

Staffing optimization with chance constraints for emergency call centers

Pierre L'Ecuyer, Fabian Bastin, Thuy Anh Ta, 2016 .

Tables of linear congruential generators of different sizes and good lattice structure

Pierre L'Ecuyer, P. L'Ecuyer, 1999, Math. Comput..

Reliability Estimation for Networks with Minimal Flow Demand and Random Link Capacities

Pierre L'Ecuyer, Bruno Tuffin, Zdravko I. Botev, 2018, 1805.03326.

Implementing a random number package with splitting facilities

Pierre L'Ecuyer, Serge Côté, S. Côté, 1991, TOMS.

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

Pierre L'Ecuyer, Richard J. Simard, 2014, INFORMS J. Comput..

Randomized Polynomial Lattice Rules for Multivariate Integration and Simulation

Pierre L'Ecuyer, Christiane Lemieux, C. Lemieux, 2001, SIAM J. Sci. Comput..

Computing transfer lines performance measures using dynamic programming

Pierre L'Ecuyer, 1985 .

Static Network Reliability Estimation via Generalized Splitting

Gerardo Rubino, Pierre L'Ecuyer, Bruno Tuffin, 2013, INFORMS J. Comput..

SSJ: a framework for stochastic simulation in Java

Jean G. Vaucher, Pierre L'Ecuyer, Lakhdar Meliani, 2002, Proceedings of the Winter Simulation Conference.

Lattice computations for random numbers

Pierre L'Ecuyer, Raymond Couture, R. Couture, 2000, Math. Comput..

Variance Reduction's Greatest Hits

Pierre L'Ecuyer, P. L'Ecuyer, 2007 .

Strategic directions in simulation research (panel)

David M. Nicol, Pierre L'Ecuyer, Richard M. Fujimoto, 1999, WSC '99.

Uniform random number generators: a review

Pierre L'Ecuyer, 1997, WSC '97.

Global Stochastic Optimization with Low-Dispersion Point Sets

Pierre L'Ecuyer, Sidney J. Yakowitz, Felisa J. Vázquez-Abad, 1998, Oper. Res..

RMSim: A java library for simulating revenue management systems

Pierre L'Ecuyer, Patrice Marcotte, Marco Bijvank, 2011, Proceedings of the 2011 Winter Simulation Conference (WSC).

Retail store scheduling for profit

Nicolas Chapados, Pierre L'Ecuyer, Louis-Martin Rousseau, 2014, Eur. J. Oper. Res..

A tool set for random number generation on GPUs in R

Pierre L'Ecuyer, Ruoyong Xu, Patrick Brown, 2022, 2201.06604.

Construction-free median quasi-Monte Carlo rules for function spaces with unspecified smoothness and general weights

Pierre L'Ecuyer, Takashi Goda, 2022 .

Density Estimation by Randomized Quasi-Monte Carlo

Pierre L'Ecuyer, Art B. Owen, Florian Puchhammer, 2018, SIAM/ASA J. Uncertain. Quantification.

A simulation-based decomposition approach for two-stage staffing optimization in call centers under arrival rate uncertainty

Pierre L'Ecuyer, Wyean Chan, Fabian Bastin, 2021, Eur. J. Oper. Res..

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

Pierre L'Ecuyer, Florian Puchhammer, Amal Ben Abdellah, 2020, Bulletin of Mathematical Biology.

Distribution properties of multiply-with-carry random number generators (eng)

Pierre L'Ecuyer, Raymond Couture, R. Couture, 1997 .

Monte Carlo and Quasi-Monte Carlo Methods 2008

Pierre L'Ecuyer, Art B. Owen, 2009 .

Construction of Equidistributed Generators Based on Linear Recurrences Modulo 2

Pierre L'Ecuyer, François Panneton, 2002 .

A Coding Theoretic Approach to Building Nets with Well-Equidistributed Projections

Pierre L'Ecuyer, Yves Edel, P. L'Ecuyer, 2008 .

Efficient Jump Ahead for (F-openface) 2 -Linear Random Number Generators

Pierre L'Ecuyer, Hiroshi Haramoto, Takuji Nishimura, 2008 .

Robustness Properties for Simulations of Highly Reliable Systems

Pierre L'Ecuyer, Werner Sandmann, Bruno Tuffin, 2006 .

Supplement to On the Distribution of k-Dimensional Vectors for Simple and Combined Tausworthe Sequences

Pierre L'Ecuyer, Shu Tezuka, Raymond Couture, 1993 .

Importance Sampling in Rare Event Simulation

Pierre L'Ecuyer, Michel Mandjes, Bruno Tuffin, 2009, Rare Event Simulation using Monte Carlo Methods.

Infinite-Dimensional Highly-Uniform Point Sets Defined via Linear Recurrences in $$\mathbb{F}_{2^w } $$

Pierre L'Ecuyer, François Panneton, P. L’Ecuyer, 2006 .

Pseudorandom Number Generators

Pierre L'Ecuyer, P. L'Ecuyer, 2010 .

EFFECTIVE APPROXIMATION OF ZERO-VARIANCE SIMULATION IN A RELIABILITY SETTING

Pierre L'Ecuyer, Bruno Tuffin, B. Tuffin, 2007 .

Approximation of Zero-Variance Importance Sampling for the Evaluation of Static Reliability Models

Gerardo Rubino, Pierre L'Ecuyer, Bruno Tuffin, 2010 .

Random Number Generators: Selection Criteria and Testing

Pierre L'Ecuyer, Peter Hellekalek, P. Hellekalek, 1998 .

On the performance of birthday spacings tests with certain families of random number generators

Pierre L'Ecuyer, Richard J. Simard, Richard Simard, 2001 .

Introduction to Rare-Event Simulation

Pierre L'Ecuyer, John F. Shortle, 2011 .

On the Behavior of the Weighted Star Discrepancy Bounds for Shifted Lattice Rules

Pierre L'Ecuyer, Vasile Sinescu, 2009 .

Randomized Quasi-Monte Carlo Simulation of Markov Chains with an Ordered State Space

Pierre L'Ecuyer, Bruno Tuffin, Christian Lécot, 2006 .

Random Number Generators Based on Linear Recurrences in $ \mathbb{F}_{2^w } $

Pierre L'Ecuyer, François Panneton, 2004 .