Publications associées à Coût moyen pondéré du capital

A (2+epsilon)-Approximation Algorithm for Preemptive Weighted Flow Time on a Single Machine

Weighted flow time is a fundamental and very well-studied objective function in scheduling. In this paper, we study the setting of a single machine with preemptions. ...

ASSOC COMPUTING MACHINERY2021

Three Essays in Banking and Finance

Damien Olivier Klossner

This thesis develops three models that study the motivation of various agents to take on debt, and the impact that excessive financial leverage can have on social welfare. In the chapter "Short-term Bank Leverage and the Value of Liquid Reserves", the ince ...

EPFL2019

Prism-based path set restriction for solving Markovian traffic assignment problem

Yuki Oyama

This paper deals with a main limitation of Markovian traffic assignment (MTA) models: when the network includes cyclic structures and the link costs are small enough, the fact that the MTA models assign traffic flows to all feasible paths causes computatio ...

Elsevier2019

Essays in Corporate Finance

Thomas Antonius Geelen

In this thesis I study how firms choose their optimal debt maturity. The recent financial crisis illustrated why debt maturity is an important determinant of firmsâ capital structure and it also renewed economistsâ interest in this topic, see for examp ...

EPFL2018

Replicating portfolio approach to capital calculation

Mathieu Jacques David Cambou, Damir Filipovic

The replicating portfolio (RP) approach to the calculation of capital for life insurance portfolios is an industry standard. The RP is obtained from projecting the terminal loss of discounted asset–liability cash flows on a set of factors generated by a fa ...

2018

Robust multi-objective optimization of solid oxide fuel cell–gas turbine hybrid cycle and uncertainty analysis

François Maréchal, Shivom Sharma

Chemical process optimization problems often have multiple and conflicting objectives, such as capital cost, operating cost, production cost, profit, energy consumptions and environmental impacts. In such cases, Multi-Objective Optimization (MOO) is suitab ...

2018

Cooperative Data Exchange with Weighted Cost based on d-Basis Construction

Michael Christoph Gastpar, Su Li, Abhin Shah

We consider the cooperative data exchange problem, in which nodes are fully connected with each other. Each node initially only has a subset of the K packets making up a file and wants to recover the whole file. Node i can make a broadcast transmission, wh ...

2017

Methodology for the optimal design of an integrated sugarcane distillery and cogeneration process for ethanol and power production

François Maréchal, Rami Bechara, Jean-Marc Schweitzer

The application of systematic methodologies for the optimal design of integrated processes has seen increased interest in literature, namely for bioprocesses. The development and application of such a methodology to ethanol and power production from sugarc ...

Pergamon-Elsevier Science Ltd2016

Multi-objective Optimization of Solid Oxide Fuel Cell–Gas Turbine Hybrid Cycle and Uncertainty Analysis

François Maréchal, Shivom Sharma, Emanuela Peduzzi, Ayse Dilan Celebi

Chemical process optimization problems often have multiple and conflicting objectives, such as capital cost, operating cost, production cost, profit, energy consumption and environmental impact. There are several conversion technologies that can convert Sy ...

University of Ljubljana2016

Credit Supply and the Macroeconomy : An Empirical Analysis of Capital Regulation, Bank Lending, and Firm Behavior

Abhik Mukherjee

The policy response to the recent financial crisis has broadly focused on two themes: 1) Increasing the banking sectorsâ resilience to future financial shocks: 2) Improving credit availability to households and firms via lowering both short and long-term ...

EPFL2016