Quantitative analysis of multi-periodic supply chain contracts with options via stochastic programming

We propose a stochastic programming approach for quantitative analysis of supply contracts, involving flexibility, between a buyer and a supplier, in a supply chain framework. Specifically, we consider the case of multi-periodic contracts in the face of correlated demands. To design such contracts, one has to estimate the savings or costs induced for both parties, as well as the optimal orders and commitments. We show how to model the stochastic process of the demand and the decision problem for both parties using the algebraic modeling language AMPL. The resulting linear programs are solved with a commercial linear programming solver; we compute the economic performance of these contracts, giving evidence that this methodology allows to gain insight into realistic problems.stochastic programming; supply contract; linear programming; modeling software; decision tree

Design and operations of gas transmission networks

Problems dealing with the design and the operations of gas transmission networks are challenging. The difficulty mainly arises from the simultaneous modeling of gas transmission laws and of the investment costs. The combination of the two yields a non- linear non-convex optimization problem. To obviate this shortcoming, we propose a new formulation as a multi-objective problem, with two objectives. The first one is the investment cost function or a suitable approximation of it; the second is the cost of energy that is required to transmit the gas. This energy cost is approximated by the total energy dissipated into the network. This bi-criterion problem turns out to be convex and easily solvable by convex optimization solvers. Our continuous optimization formulation can be used as an efficient continuous relaxation for problems with non-divisible restrictions such as a limited number of available commercial pipe dimensions.gas transmission networks, reinforcement, convex optimization

La genèse du poste de chef d’état-major des armées

L’histoire de l’émergence du poste de chef d'état-major des armées reste à écrire, plus encore si l’on s’intéresse à l’avant-1962. Elle est pourtant au cœur de l’évolution du système politico-militaire français et, au-delà, du modèle républicain. Cet article en pose les premiers jalons en s’appuyant sur les rares études existant et sur les résultats de recherches inédites. L’ensemble illustre l’intérêt de l’approche politico-administrative pour ouvrir de nouvelles perspectives dans l’histoire de la défense française depuis 1870.The origins of the post of French chief of staff of the armed forces. The history of the emergence of the office of chief of staff of the armed forces remains to be written, especially if one is interested in what occurred before 1962. The post does, however, lie at the heart of the evolution of the French system of civil-military relations and, going beyond that, it lies at the heart of the “Republican model”. This article points the way towards a full history, drawing upon the rare studies that already exist as well as on unpublished research. The matter illustrates the interest in adopting a politico-administrative approach to the study of the topic, by means of which one can open up new perspectives into the history of French defence since 1870

Colonel Pétain, Cours d’infanterie enseigné à l’École supérieure de guerre (1911).

À la différence de Foch, Pétain n’a jamais beaucoup écrit et encore moins publié. D’où l’intérêt du cours d’infanterie dactylographié retrouvé par Jean Delmas dans les archives de l’École supérieure de guerre à la fin des années 1960, quand il y était professeur d’histoire. Versé aux collections des bibliothèques de l’École militaire et de Vincennes, ce texte était depuis connu des historiens mais n’avait jamais été mis à la disposition des lecteurs. À la veille du centenaire de la Grande gue..

Éric Schérer, Les uniformes des officiers de la marine, 1830-1940

Cet ouvrage constitue une réussite évidente, sur le fond comme dans la forme. Publié dans un format à l’italienne, il se présente comme un « beau livre », à la présentation élégante, aussi agréable à feuilleter pour le plaisir qu’à consulter pour les besoins d’une recherche. Un résultat obtenu en particulier grâce à un équilibre tenu entre le texte, savant sans être jamais obscur, et les nombreuses illustrations qui le soutiennent, issues en premier lieu de la collection de l’auteur. Car Éric..

Denis Lefebvre, Les secrets de l’expédition de Suez, 1956

En dépit de son importance, la crise de Suez n’a pas fait l’objet, en France, de nombreux travaux de synthèse. Quand, en 1996, à l’occasion du quarantième anniversaire de la crise, Denis Lefebvre se lança dans l’aventure, le petit ouvrage qu’il publia alors contribua à combler ce vide de manière bienvenue. On ne peut donc que se féliciter de le voir aujourd’hui republié sous une forme nettement enrichie. L’ouvrage a en effet pratiquement doublé et son titre annonce des révélations, dans un cl..

Co-design of the Medical Assistive and Transactional Technologies system

National audienceThis paper could argue that the co-design method is strongly needed to design acceptable and usable assistive technologies. It describes the co-design of the Medical Assistive and Transactional Technologies (MATT) system. This method was implemented for Matthieu a quadriplegic and a non verbal person. The paper reports how the collaborative design was running between Matthieu, his occupational therapists, his family and the designer team

Decomposition and parallel processing techniques for two-time scale controlled Markov chains

This paper deals with a class of ergodic control problems for systems described by Markov chains with strong and weak interactions. These systems are composed of a set of m subchains that are weakly coupled. Using results recently established by Abbad et al. one formulates a limit control problem the solution of which can be obtained via an associated non-differentiable convex programming (NDCP) problem. The technique used to solve the NDCP problem is the Analytic Center Cutting Plane Method (ACCPM) which implements a dialogue between, on one hand, a master program computing the analytical center of a localization set containing the solution and, on the other hand, an oracle proposing cutting planes that reduce the size of the localization set at each main iteration. The interesting aspect of this implementation comes from two characteristics: (i) the oracle proposes cutting planes by solving reduced sized Markov Decision Problems (MDP) via a linear program (LP) or a policy iteration method; (ii) several cutting planes can be proposed simultaneously through a parallel implementation on m processors. The paper concentrates on these two aspects and shows, on a large scale MDP obtained from the numerical approximation "a la Kushner-Dupuis” of a singularly perturbed hybrid stochastic control problem, the important computational speed-up obtained

An oracle based method to compute a coupled equilibrium in a model of international climate policy

This paper proposes a computational game-theoretic model for the international negotiations that should take place at the end of the period covered by the Kyoto protocol. These negotiations could lead to a self-enforcing agreement on a burden sharing scheme given the necessary global emissions limit that will be imposed when the real extent of climate change is known. The model assumes a non-cooperative behavior of the parties except for the fact that they will be collectively committed to reach a target on total cumulative emissions by the year 2050. The concept of normalized equilibrium, introduced by J.B. Rosen for concave games with coupled constraints, is used to characterize a family of dynamic equilibrium solutions in an m-player game where the agents are (groups of) countries and the payoffs are the welfare gains obtained from a Computable General Equilibrium (CGE) model. The model deals with the uncertainty about climate sensitivity by computing an S-adapted equilibrium. These equilibria are computed using an oracle-based method permitting an implicit definition of the payoffs to the different players, obtained through simulations performed with the global CGE model GEMINI-E