Pierre L’Ecuyer

Curriculum Vitæ, October 25, 2022

PERSONAL DATA
Citizenship : Canadian
Address : Département d’Informatique et de Recherche Opérationnelle
Pavillon Aisenstadt, Université de Montréal, C.P. 6128, Succ. Centre-Ville
Montréal (Qué.), Canada, H3C 3J7
Phone: (514) 343-2143
e-mail : [email protected]
URL : http://www.iro.umontreal.ca/∼lecuyer

EDUCATION
1981–83 Ph.D. in computer science, with operations research orientation (University of Montreal). Thesis
title: “Processus de décision Markoviens à étapes discrètes: application à des problèmes de
remplacement d’équipement.” Advisor: Alain Haurie. April 1983.
1978–80 M.Sc. in operations research (University of Montreal). December 1980.
1969–72 Bachelor degree in mathematics (University of Montreal). May 1972.

PRIZES AND DISTINCTIONS

• INFORMS Simulation Society Lifetime Professional Achievement Award (international award, given
once a year), 2020.
• Computer Science Canada (CS-Can) Lifetime Achievement Award, 2019.
• INFORMS Simulation Society Outstanding Research Publication Award (an international award
given once a year for the best publication in simulation), 2018.
• ACM SIGSIM Distinguished Contributions Award, 2016. Award given once a year by the Associa-
tion for Computing Machinery, Special Interest Group on Simulation, for exceptional contribution
in career to the area of simulation.
• Award of Merit from the Canadian Operational Research Society, 2014. Award for career contri-
bution to Operations Research.
• Inria International Chair, at Inria–Rennes, France, for 2013–2018.
• INFORMS Simulation Society Distinguished Service Award in 2011. International Award for service
to the international community, in career.
• Canada Research Chair on “Stochastic Simulation and Optimization,” for the period 2011–2017.
• INFORMS Simulation Society Outstanding Research Publication Award (an international award
given once a year for the best publication in simulation) in 2009.
• Author of one of the “10 Landmark Papers that impacted the theory, education, and practice of
simulation,” selected among the nearly 10,000 papers of the first 40 years of the Winter Simulation
Conference, 2007.
• Fellow of the Michel Métivier Foundation, IRISA, France, 2007.

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 • Elected Fellow of the Institute for Operations Research and the Management Sciences (INFORMS)
in 2006.
• Canada Research Chair on “Stochastic Simulation and Optimization,” for the period 2004–2010.
• Urgel-Archambault Prize, from the “Association francophone pour le savoir” (ACFAS), given for
an “exceptional scientific contribution by a French Canadian to the areas of physics, mathematics,
and engineering,” in 2002.
• Killam Research Fellowship, from the Canada Council for the Arts, 2001–2003.
• Jacob Wolfowitz Prize for Theoretical Advances in the Mathematical and Management Sciences, in
2000.
• INFORMS College on Simulation Outstanding Research Publication Award (an international award
for best publication in simulation) in 1999.
• E.W.R. Steacie Memorial Fellowship, from NSERC (Natural Sciences and Engineering Research
Council), 1995–1997.
• Toshiba Chair at Waseda University, Tokyo, 1992.
• Selected for inclusion in Who’s Who in Canada each year since 1996.

PROFESSIONAL EXPERIENCE
1990–· · · Professor in the “Département d’informatique et de recherche opérationnelle” (DIRO) at the
University of Montreal. Full professor since June 1, 1992. Teaching: stochastic models, simula-
tion, operations research.
1986–· · · Member of GERAD (Groupe d’études et de recherche en analyse des décisions), Montreal.
2006–· · · Member of CIRRELT (Centre Interuniversitaire de Recherche sur les Réseaux d’Entreprise, la
Logistique et le Transport), Montreal.
2021 (Jan.–July 2021): Visiting Scholar, Google Research, Mountain View, California, USA.
2013–2014 (Nov.–Dec. 2013 and March–Jul. 2014): Visiting Researcher, International Chair, Inria–Rennes,
France.
2014 (Jan.–Feb.): Invited Professor, University of New South Wales, Sydney, Australia.
2013 (Sept. 1–Oct. 1): Invited Professor, Université de Savoie, Chambéry, France.
2006–2007 (July–Oct. 2006 and Feb.–July 2007): Visiting researcher, IRISA–INRIA, Rennes, France.
1998 (Jan. 1 – July 20): Visiting professor, Department of Industrial Engineering, North Carolina
State University, Raleigh, U.S.A.
1997 (Sept. 1 – Dec. 31): Guest professor, Institut für Mathematik, University of Salzburg, Austria.
1992 (Sept. 1 – Dec. 31): Visiting professor, under the Toshiba Chair, in the Graduate School of
Science and Engineering at Waseda University, Tokyo, Japan.
1982–90 Professor in the Computer Science Department at Laval University, Ste-Foy, Quebec. Tenured
from June 1, 1987. Teaching: Analysis of algorithms, computer simulation, statistics, math-
ematical programming and operations research. Assistant chairman and research coordinator
from 1984 to 1988.
1988–89 Visiting professor at Stanford University, in the Operations Research department (5 months).
Visitor at INRIA (Institut national de recherche en informatique et automatique), Rocquencourt
(near Paris), France (3 months). Visiting professor at ENSM (École nationale supérieure de
mécanique), Nantes, France (2 months).
1986 Graduate-level teaching at the “École Mohammedia d’ingénieurs” in Rabat, Morocco.

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1980–82 Part-time research assistant with GERAD, at the “École des Hautes Études Commerciales” in
Montreal.
1974–78 Teacher of mathematics at the CEGEP of Sept-Iles (Quebec). Coordinator of the department of
sciences (1977–78). Member of the Quebec provincial coordination committee for the teaching
of mathematics at the college level (1974–77).

GENERAL AREAS OF EXPERTISE

Operations research; optimization; statistics; queueing systems; dynamic programming; stochastic mod-
eling and computer simulation; random number generation; rare-event simulation; design and analysis of
algorithms.

CURRENT RESEARCH INTERESTS

Random number generators (design, theoretical analysis, implementation, and testing); Monte Carlo and
quasi-Monte Carlo methods; discrete-event simulation; efficiency improvement in simulation; stochas-
tic optimization of discrete-event systems through Monte Carlo methods; applications to management
problems (decision making, performance evaluation and optimization) in various areas, including finance,
communication systems, emergency systems, and telephone call centers.

RESEARCH GRANTS
2019–22 Mitacs International Acceleration Grant, “Modélisation probabiliste 120,000$
des délais dans un système ferroviaire”. Collaboration with Société
Nationale des Chemins de Fer français (SNCF).
2018–23 NSERC-Canada individual discovery grant, “Fundamental tools for 64,000$/year
stochastic simulation”.
2018–20 IVADO Fundamental Research Program, P. L’Ecuyer (resp.), L. De- 90,000$/year
vroye, and S. Lacoste-Julien, “Monte Carlo and Quasi-Monte Carlo
Methods for Optimization and Machine Learning”.
2018–19 Mitacs Acceleration Grant, “Modélisation et optimisation du rem- 60,000$
placement préventif des composantes de terminaux de paiement”.
Collaboration with Moneris.
2018–18 Mitacs International Acceleration Grant, “Amélioration d’un simula- 15,000$
teur du système ferroviaire par la valorisation de données historiques
réalisées”. In collaboration with Société Nationale des Chemins de
Fer français (SNCF).
2011–17 Canada Research Chair, “Stochastic simulation and optimization”. 200,000$/year
2013–18 NSERC-Canada individual discovery grant, “Modeling and simula- 52,000$/year
tion of stochastic systems”.
2015–15 Engage Grants Program (NSERC), “Planification des horaires des 25,000$
agents en fonction des prévisions des taux d’arrivées dans les centres
d’appels”.
2014–15 Engage-Plus Grants Program (NSERC) and Advanced Micro Devices 25,000$
(AMD), “Random number generation facilities for OpenCL”.
2014–14 Engage Grants Program (NSERC), “Random number generation fa- 25,000$
cilities for GPGPUs in OpenCL”.

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2011 Infrastructure Grant from the Canadian Fund for Innovation and the 152,908$
Quebec Government, linked with the Canada Research Chair, “Com-
puting facilities for the Canada Chair”.
2011–11 Engage Grants Program (NSERC), “Prévision de la demande et opti- 25,000$
misation robuste de problèmes d’horaires stochastiques dans le com-
merce au détail”.
2011–14 NSERC Cooperative Research and Development Grant, P. L’Ecuyer 100,000$/year
(resp.), M. Gendreau, and L.-M. Rousseau, “Stochastic Modeling and
Optimization for Call Center Management”.
2011–14 Hydro-Québec, P. L’Ecuyer (resp.), M. Gendreau, and L.-M. Rousseau, 75,000$/year
“Stochastic Modeling and Optimization for Call Center Manage-
ment”,
2008–13 NSERC-Canada individual discovery grant “Simulation of stochastic 71,000$/year
systems”.
2008–11 NATEQ-Québec, team grant, P. L’Ecuyer (resp.), P. Marcotte, F. 52,920$/year
Bastin, and G. Savard, “Modélisation stochastique et optimisation
pour la tarification des passagers en transport aérien et ferroviaire”.
2008–10 Équipe associée INRIA, B. Tuffin (resp.) and P. L’Ecuyer, “Monte 22,000 e /year
Carlo and Quasi-Monte Carlo for rare event simulation”.
2006 FQRNT-Québec, collaboration with INRIA, Rennes. 3,272$
2005–08 NSERC Cooperative Research and Development Grant, P. L’Ecuyer 75,000$/year
(resp.) and M. Gendreau, “Simulation and Optimization for Call
Centers Management”.
2005–08 Laboratoires Universitaires Bell, P. L’Ecuyer and M. Gendreau. 75,000$/year
“Simulation et optimisation pour la gestion des centres d’appels”,

2005–08 NATEQ-Québec, team grant, A. Girard, P. L’Ecuyer, and B. Sansò 70,550$/year

(resp.), “Performance, Design et Fiabilité des Réseaux de Communi-
cations avec Différentiation de Services”.
2005–07 MITACS, P. Marcotte, G. Savard, P. L’Ecuyer, and C. K. Anderson, 117,000$/year
“Optimal Pricing via Mathematical and Bilevel Programming”,
2004 Infrastructure Grant from the Canadian Fund for Innovation, linked 242,757$
with the Canada Research Chair, “Computing facilities: cluster and
workstations”.
2004–10 Canada Research Chair “Stochastic simulation and optimization”. 200,000$/year
2003–08 NSERC-Canada individual discovery grant “Simulation of stochastic 71,000$/year
systems”.
2002–05 NATEQ-Québec team grant. Team: P. L’Ecuyer (resp.) and F. 56,000$/year
Vázquez-Abad. “Simulation des systèmes stochastiques”.
2002 NATEQ-Québec equipment grant. P. L’Ecuyer (resp.) and F. 12,000$
Vázquez-Abad.
2002 NSERC Cooperative Research and Development Grant, P. L’Ecuyer 30,000$
(resp.) and P. Hansen, “Modeling, simulation, and optimization of
telephone call centers”.
2003–2005 same project (continuation) 95,000$/year

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2002 NSERC University/Industry, “Software tools for testing families of 30,000$
random number generators”.
2001 Alcatel Canada Inc., “Software for testing random number genera- 30,000$
tors” (research contract).
2001–03 Killam Research Fellowship (part of salary + benefits): “Practical 72,107$/year
Tools for Random Number Generation and Quasi-Monte Carlo Sim-
ulation”.
2001–04 Laboratoires Universitaires Bell: “Gestion optimale d’un centre 80,000$/year
d’appels dans un environnement blend”, P. Hansen and P. L’Ecuyer.

1999–03 NSERC-Canada individual operating grant. “Simulation and Ran- 57,750$/year

dom Number Generators”.
1999–02 FCAR-Québec team grant. Team: P. L’Ecuyer (resp.) and F. 31,500$/year
Vázquez-Abad. “Simulation des systèmes stochastiques”.
1999 FCAR–Team (equipment). 10,000$
1999 NSERC equipment grant. Team: P. L’Ecuyer (resp.), J. Ferland, P. 35,474$
Marcotte, B. Gendron, S. Nguyen, J.-Y. Potvin, F. Vázquez-Abad.
1995–99 NSERC-Canada individual operating grant. “Simulation et optimi- 50,000$/year
sation des systèmes stochastiques”.
1995–97 NSERC-Canada individual operating grant: supplement of individual 59,500$/year
grant for Steacie award.
1995–98 FCAR-Québec team grant. Team: P. L’Ecuyer (resp.), J. Ferland, G. 44,000$/year
Brassard and F. Vázquez-Abad. “Méthodes probabilistes en informa-
tique”.
1995 FCAR–team (equipment). 9,500$
1994–95 NSERC equipment grant. Team: J. Ferland (resp.), P. L’Ecuyer, P. 86,280$
Marcotte, P. Michelon, F. Vázquez-Abad.
1992–95 NSERC-Canada individual operating grant. “Simulation et optimi- 32,000$/year
sation des systèmes stochastiques”.
1993–94 FRSQ-Québec team grant. Team: C. Tilquin (resp.), J. Ferland, P. 87,930$
Michelon, B. Jaumard, C. Ribeiro, C. Sicotte, L. Lamothe, and P.
L’Ecuyer. “Recherche Opérationnelle en Santé”.
1994–95 idem. 87,720$
1992–95 FCAR-Québec team grant. Team: P. L’Ecuyer (resp.), J. Ferland, 72,900$/year
and G. Brassard. “Méthodes probabilistes en informatique”.
1992 FCAR–team (equipment). 11,000$
1991–92 NSERC equipment grant: “Poste de travail UNIX”. 11,721$
1990–91 Grant from CAFIR, (U. of Montreal): “Modèles stochastiques et sim- 6,500$
ulation”.
1991 Grant from the Ministry of External Affairs and External Commerce 4,000$
of Canada: scientific cooperation with the IBM Tokyo Research Lab-
oratory on random number generation.
1990–91 Grant from the University of Montreal: “Etude d’algorithmes de sim- 12,000$
ulation”.

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1989–92 NSERC-Canada individual operating grant. “Simulation et com- 19,500$/year
mande des systèmes stochastiques”.
1988–91 FCAR team grant. Team: P. L’Ecuyer (resp.) and Thien Vo-Dai. 23,200$/year
“Modélisation, simulation et optimisation des systèmes dynamiques
stochastiques”.
1986–89 NSERC-Canada individual operating grant. “Optimisation des systè- 13,500$/year
mes dynamiques stochastiques: application aux problèmes de main-
tenance et de production”.
1986–88 FCAR team grant. Team: P. L’Ecuyer (resp.) and Thien Vo-Dai. 12,000$/year
“Méthodes de recherche opérationnelle face aux problèmes de perfor-
mance des systèmes informatiques”.
1987 Grant for a pedagogical innovation project (simulation software), 4,800$
Laval University.
1985–86 Research Grant from Laval University. 3,000$
1983–86 NSERC-Canada individual operating grant. “Optimisation des systè- 12,243$/year
mes dynamiques stochastiques: application aux problèmes de main-
tenance et de production”.
1985–86 FCAR team grant. Team: P. L’Ecuyer (resp.) and Thien Vo-Dai. 13,404$
“Méthodes de recherche opérationnelle face aux problèmes de perfor-
mance des systèmes informatiques”.
1984–85 idem. 10,427$
1984–85 NSERC-Canada research development grant. 13,000$

LIST OF SCIENTIFIC PUBLICATIONS

Google Scholar, October 25, 2022: 17,488 citations, H-index 69, I10-index 207.

1. Encyclopedia and book sections:

[1] M. Thiongane, W. Chan, and P. L’Ecuyer, “Learning-Based Prediction of Conditional Waiting Time
Distributions in Multiskill Call Centers,” in Operations Research and Enterprise Systems, G. H.
Parlier, F. Liberatore, and M. Demange, eds, Springer International Publishing, 83–106, 2022.
[2] P. L’Ecuyer, “Randomized Quasi-Monte Carlo”, a section of the Wiley StatsRef: Statistics Reference
Online, Article 08240, John Wiley, Chichester, UK, 2020.
[3] Z. I. Botev and P. L’Ecuyer, “Simulation from the Tail of the Univariate and Multivariate Normal
Distribution,” Chapter 8 of Systems Modeling: Methodologies and Tools, A. Puliafito and K. Trivedi
Eds, Springer-Verlag, 2018.
[4] P. L’Ecuyer, “Random Number Generation and Quasi-Monte Carlo”, a section of the Wiley
StatsRef: Statistics Reference Online, Article 04386, John Wiley, Chichester, UK, 2014, http:
//onlinelibrary.wiley.com/book/10.1002/9781118445112.stat04386.pub2
[5] Z. I. Botev, D. P. Kroese, R. Y. Rubinstein, and P. L’Ecuyer, “The Cross-Entropy Method for
Optimization,” Chapter 3 of Handbook of Statistics, Volume 31: Machine Learning, V. Govindaraju
and C. R. Rao, Eds, North Holland, 2013, 35–59.
[6] P. L’Ecuyer, “Random Number Generators”, in Encyclopedia of Operations Research and Manage-
ment Science, Third Edition, S. I. Gass and M. C. Fu, eds., Springer-Verlag, 2013, Chapter 958,
pages 1256–1263.

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 [7] P. L’Ecuyer, “Random Number Generation”, invited contribution, Chapter 3 of the Handbook of
Computational Statistics, Second Edition, J. E. Gentle, W. Haerdle, and Y. Mori, eds., Springer-
Verlag, 2012, 35–71.
[8] P. L’Ecuyer, “Uniform Random Number Generators”, in International Encyclopedia of Statistical
Science, M. Lovric ed., Springer-Verlag, 2011, Part 21, 1625–1630.
[9] P. L’Ecuyer, “Non-Uniform Random Variate Generation”, in International Encyclopedia of Statistical
Science, M. Lovric ed., Springer-Verlag, 2011, Part 14, 991–995.
[10] J. F. Shortle and P. L’Ecuyer, “Introduction to Rare-Event Simulation”, in Wiley Encyclopedia of
Operations Research and Management Science, John Wiley, 2011.
[11] H. Cancela, P. L’Ecuyer, M. Lee, G. Rubino, and B. Tuffin, “Analysis and Improvements of Path-
Based Methods for Monte Carlo Reliability Evaluation of Static Models,” chapter 3 of Simulation
Methods for Reliability and Availability of Complex Systems, J. Faulin, A. A. Juan, S. Martorell,
and E. Ramirez-Marquez eds., Springer-Verlag, 2010, 65–84.
[12] P. L’Ecuyer and F. Panneton, “F2 -Linear Random Number Generators”, invited chapter for the
book: Advancing the Frontiers of Simulation: A Festschrift in Honor of George Samuel Fishman,
C. Alexopoulos, D. Goldsman, and J. R. Wilson Eds., Springer-Verlag, 2009, 169–193.
[13] P. L’Ecuyer, M. Mandjes, and B. Tuffin, “Importance Sampling and Rare Event Simulation,” in
Rare Event Simulation Using Monte Carlo Methods, G. Rubino and B. Tuffin Eds, Wiley, 2009,
17–38.
[14] P. L’Ecuyer, F. LeGland, P. Lezaud, and B. Tuffin, “Splitting Techniques,” in Rare Event Simulation
Using Monte Carlo Methods, G. Rubino and B. Tuffin Eds, Wiley, 2009, 39–62.
[15] P. L’Ecuyer, “Pseudorandom Number Generators”, a section of the Encyclopedia of Quantitative
Finance, R. Cont, Ed., Wiley, 2010, 1431–1437.
[16] P. L’Ecuyer, “Random Number Generation”, invited contribution, chapter 3 of the Elsevier Hand-
books in Operations Research and Management Science: Simulation, S. G. Henderson and B. L.
Nelson, eds., Elsevier Science, Amsterdam, 2006, 55–81.
[17] P. L’Ecuyer, “Random Number Generation”, invited contribution, chapter 2 of the Handbook of
Computational Statistics, J. E. Gentle, W. Haerdle, and Y. Mori, eds., Springer-Verlag, 2004, 35–70.
[18] P. L’Ecuyer, “Random Number Generation and Quasi-Monte Carlo”, a section of the Encyclopedia
of Actuarial Science, J. Teugels and B. Sundt Eds., John Wiley, Chichester, UK, 2004, vol. 3,
1363–1369.
[19] P. L’Ecuyer and C. Lemieux, “Recent Advances in Randomized Quasi-Monte Carlo Methods”, an
invited Chapter of Modeling Uncertainty: An Examination ot Stochastic Theory, Methods, and
Applications, M. Dror, P. L’Ecuyer, and F. Szidarovszki, Eds., Kluwer Academic Publishers, 2002,
419–474.
[20] H. Ben Ameur, M. Breton, and P. L’Ecuyer, “Partial Hedging for Options Based on Extreme Values
and Passage Times”, Decision and Control in Management Science: in Honor of Professor Alain
Haurie, G. Zaccour Ed., Kluwer Academic Publishers, 2002, 179–200.
[21] P. L’Ecuyer, “Random Numbers”, a section of the International Encyclopedia of the Social and
Behavioral Sciences, N. J. Smelser and Paul B. Baltes Eds., Pergamon, Oxford, 2002, 12735–12738.
[22] P. L’Ecuyer, “Random Number Generators”, in Encyclopedia of Operations Research and Manage-
ment Science, Second Edition, S. I. Gass and C. M. Harris Eds., Kluwer Academic Publishers, 2001,
695–702.

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[23] P. L’Ecuyer and P. Hellekalek, “Random Number Generators: Selection Criteria and Testing”, in
Random and Quasi-Random Point Sets, Lecture Notes in Statistics 138, Springer, New York, 1998,
223–266.
[24] P. L’Ecuyer, “Random Number Generation”, Chapter 4 of The Handbook of Simulation, Jerry Banks
Ed., Wiley, New York, 1998, 93–137.
[25] P. L’Ecuyer, “Uniform Random Number Generation”, Encyclopedia of Computer Science and Tech-
nology, Vol. 39, A. Kent and J. G. Williams Eds., Marcel Dekker, New York, 1998, 323–339.
[26] P. L’Ecuyer, “Random Number Generators”, a section of Encyclopedia of Operations Research and
Management Science, S. I. Gass and C. M. Harris Eds., Kluwer Academic Publishers, 1996, 571–578.

2. Articles in scientific journals:

[27] T. Goda and P. L’Ecuyer, “Construction-free median quasi-Monte Carlo rules for function spaces
with unspecified smoothness and general weights,” SIAM Journal on Scientific Computing, 44, 4
(2022), A2765–A2788.
[28] Y. Peng, M. C. Fu, J.-Q. Hu, P. L’Ecuyer, and B. Tuffin, “Variance Reduction for Generalized Like-
lihood Ratio Method By Conditional Monte Carlo and Randomized Quasi-Monte Carlo Methods,”
Journal of Management Science and Engineering, 7, 4, 550–577, 2022.
[29] P. L’Ecuyer, F. Puchhammer, and A. Ben Abdellah, “Monte Carlo and Quasi-Monte Carlo Density
Estimation via Conditioning,” INFORMS Journal on Computing, 34, 3, 1729–1748, 2022.
[30] F. Puchhammer, A. Ben Abdellah, and P. L’Ecuyer, “Variance Reduction with Array-RQMC for
Tau-Leaping Simulation of Stochastic Biological and Chemical Reaction Networks,” Bulletin of Math-
ematical Biology, 83, 91, https://doi.org/10.1007/s11538-021-00920-5, 2021.
[31] T. A. Ta, W. Chan, F. Bastin, and P. L’Ecuyer, “A Simulation-based Decomposition Approach for
Two-stage Staffing Optimization in Call Centers under Arrival Rate Uncertainty,” European Journal
of Operational research, 293, 3, 966–979, 2021.
[32] A. Ben Abdellah, P. L’Ecuyer, A. B. Owen, and F. Puchhammer, “Density Estimation by Random-
ized Quasi-Monte Carlo,” SIAM Journal on Uncertainty Quantification, 9, 1, 280–301, 2021.
[33] T. A. Ta, T. Mai, F. Bastin, and P. L’Ecuyer, “On a multistage discrete stochastic optimization
problem with stochastic constraints and nested sampling,” Mathematical Programming, 190, 1–37,
https://doi.org/10.1007/s10107-020-01518-w, 2021.
[34] Z. I. Botev and P. L’Ecuyer, “Sampling Conditionally on a Rare Event via Generalized Splitting,”
INFORMS Journal on Computing, 32, 4, 986–995, 2020.
[35] P. Marion, M. Godin, and P. L’Ecuyer, “An algorithm to compute the t-value of a digital net and
of its projections”, Journal of Computational and Applied Mathematics, 371, 112669, June 2020.
[36] P. L’Ecuyer, P. Wambergue, and E. Bourceret, “Spectral Analysis of the MIXMAX Random Number
Generators,” INFORMS Journal on Computing, 32, 1, 135–144, 2020.
[37] C. Lécot, P. L’Ecuyer, R. El Haddad, and A. Tarhini, “Quasi-Monte Carlo simulation of coagulation-
fragmentation”, Mathematics and Computers in Simulation, 161, 113–124, 2019.
[38] P. L’Ecuyer, P. Maillé, N. Stier-Moses, and B. Tuffin, “Non-Neutrality of Search Engines and its
Impact on Innovation”, Internet Technology Letters, 1, 2017, see doi:10.1002/itl2.10.
[39] P. L’Ecuyer, D. Munger, C. Lécot and B. Tuffin, “Sorting Methods and Convergence Rates for Array-
RQMC: Some Empirical Comparisons”, Mathematics and Computers in Simulation, 143, 191–201,
2017.

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[40] P. L’Ecuyer, P. Maillé, N. Stier-Moses, and B. Tuffin, “Revenue-Maximizing Rankings for Online
Platforms with Quality-Sensitive Consumers”, Operations Research, 65, 2, 408–423, 2017.
[41] P. L’Ecuyer, D. Munger, B. Oreshkin, and R. Simard, “Random Numbers for Parallel Computers:
Requirements and Methods, with Emphasis on GPUs”, invited paper, Mathematics and Computers
in Simulation, 135, 3–17, 2017.
[42] B. N. Oreshkin, N. Régnard, and P. L’Ecuyer, “Rate-Based Daily Arrival Process Models with
Application to Call Centers”, Operations Research, 64, 2, 510–527, 2016. INFORMS Simulation
Society Outstanding Research Publication Award in 2018.
[43] P. L’Ecuyer and D. Munger, “Algorithm 958: LatticeBuilder: A General Software Tool for Con-
structing Rank-1 Lattice Rules”, ACM Transactions on Mathematical Software, 42, 2, Article 15,
2016.
[44] R. Ibrahim, H. Ye, P. L’Ecuyer, and H. Shen, “Modeling and Forecasting Call Center Arrivals: A
Literature Survey and a Case Study”, International Journal of Forecasting, 32, 3, 865–874, 2016.
[45] R. Ibrahim, P. L’Ecuyer, H. Shen, and M. Thiongane, “Inter-Dependent, Heterogeneous, and Time-
Varying Service-Time Distributions in Call Centers”, European Journal of Operational Research,
250 (2016), 480–492
[46] Z. I. Botev, P. L’Ecuyer, R. Simard, and B. Tuffin, “Static Network Reliability Estimation under the
Marshall-Olkin Copula,” ACM Transactions on Modeling and Computer Simulation, 26, 2 (2016),
Article 14.
[47] P. L’Ecuyer, “Discussion of ”Sequential Quasi-Monte-Carlo Sampling” by M. Gerber and N. Chopin,”
Journal of the Royal Statistical Society, Series B, 77, part 3 (2015), 565–566.
[48] W. Chan, G. Koole, and P. L’Ecuyer, “Dynamic Call Center Routing Policies Using Call Waiting
and Agent Idle Times,” Manufacturing and Service Operations Management, 16, 4 (2014), 544–560.
[49] N. Chapados, M. Joliveau, P. L’Ecuyer, and L.-M. Rousseau, “Retail Store Scheduling for Profit”,
European Journal of Operations Research, 239, 3 (2014), 609–624.
[50] P. L’Ecuyer, and R. Simard, “On the Lattice Structure of a Special Class of Multiple Recursive
Random Number Generators”, INFORMS Journal on Computing, 26, 2 (2014), 449–460.
[51] B. Tuffin, S. Saggadi, and P. L’Ecuyer, “An Adaptive Zero-Variance Importance Sampling Approx-
imation for Static Network Dependability Evaluation”, Computers and Operations Research, 45
(2014), 51–59.
[52] A. Jaoua, P. L’Ecuyer and L. Delorme, “Call-Type Dependence in Multiskill Call Centers”, Simula-
tion: Transactions of the Society for Modeling and Simulation International , 89, 6 (2013), 722–734.
[53] Z. I. Botev, P. L’Ecuyer, G. Rubino, R. Simard, and B. Tuffin, “Static Network Reliability Estimation
Via Generalized Splitting,” INFORMS Journal on Computing, 25, 1 (2013), 56–71.
[54] R. Ibrahim and P. L’Ecuyer, “Forecasting Call Center Arrivals: Fixed-Effects, Mixed-Effects, and
Bivariate Models,” Manufacturing and Service Operations Management, 15, 1 (2013), 72–85.
[55] Z. I. Botev, P. L’Ecuyer, and B. Tuffin, “Markov chain importance sampling with applications to
rare event probability estimation”, Statistics and Computing, 25, 1 (2013), 56–71.
[56] N. Channouf and P. L’Ecuyer, “A Normal Copula Model for the Arrival Process in Call Centers,”
International Transactions in Operational Research, 19 (2012), 771–787.
[57] V. Sinescu and P. L’Ecuyer, “Variance Bounds and Existence Results for Randomly Shifted Lattice
Rules,” Journal of Computational and Applied Mathematics, 236 (2012) 3296–3307.

9
[58] D. Munger, P. L’Ecuyer, F. Bastin, C. Cirillo, and B. Tuffin, “Estimation of the Mixed Logit Like-
lihood Function by Randomized Quasi-Monte Carlo”, Transportation Research Part B: Methodolog-
ical , 4, 2 (2012), 305–320.
[59] V. Sinescu and P. L’Ecuyer, “Existence and Construction of Shifted Lattice Rules with an Arbi-
trary Number of Points and Bounded Weighted-Star Discrepancy for General Weights,” Journal of
Complexity, 27, 5 (2011), 449–465.
[60] P. L’Ecuyer, G. Rubino, S. Saggadi, and B. Tuffin, “Approximate Zero-Variance Importance Sam-
pling for Static Network Reliability Estimation,” IEEE Transactions on Reliability, 8, 4 (2011),
590–604.
[61] R. Simard and P. L’Ecuyer, “Computing the Two-Sided Kolmogorov-Smirnov Distribution,” Journal
of Statistical Software, 39, 11 (2011).
[62] P. L’Ecuyer and B. Tuffin, “Approximating Zero-Variance Importance Sampling in a Reliability
Setting,” Annals of Operations Research, 189, (2011), 277–297.
[63] P. L’Ecuyer, D. Munger, and B. Tuffin, “On the Limit Distribution of Integration Error by Randomly-
Shifted Lattice Rules,” Electronic Journal of Statistics (published by the IMS), 4, (2010), 950–993.
http://dx.doi.org/10.1214/10-EJS574
[64] P. L’Ecuyer and C. Sanvido, “Coupling from the Past with Randomized Quasi-Monte Carlo”, Math-
ematics and Computers in Simulation, 81, 3 (2010), 476–489.
[65] R. El Haddad, C. Lécot, P. L’Ecuyer, and N. Nassif, “Quasi-Monte Carlo methods for Markov chains
with continuous multi-dimensional state space”, Mathematics and Computers in Simulation, 81, 3
(2010), 560–567.
[66] P. L’Ecuyer, J. Blanchet, B. Tuffin, and P. W. Glynn, “Asymptotic Robustness of Estimators in
Rare-Event Simulation”, ACM Transactions on Modeling and Computer Simulation, 20, 1 (2010),
Article 6, 41 pages.
[67] F. Panneton and P. L’Ecuyer, “Resolution-Stationary Random Number Generators”, Mathematics
and Computers in Simulation, 80, 6 (2010), 1096–1103. http://dx.doi.org/10.1016/j.matcom.
2007.09.014.
[68] A. N. Avramidis, W. Chan, M. Gendreau, P. L’Ecuyer, and O. Pisacane, “Agent Scheduling in a
Multiskill Call Center,” European J. of Operations Research, 200, 3 (2010) 822–832.
[69] P. L’Ecuyer, “Quasi-Monte Carlo Methods with Applications in Finance,” Finance and Stochastics,
13, 3 (2009), 307–349.
[70] A. N. Avramidis, W. Chan, and P. L’Ecuyer, “Staffing multi-skill call centers via search methods
and a performance approximation”, IIE Transactions, 41 (2009), 483–497.
[71] A. N. Avramidis, N. Channouf, and P. L’Ecuyer, “Efficient Correlation Matching for Fitting Discrete
Multivariate Distributions with Arbitrary Marginals and Normal Copula Dependence”, INFORMS
Journal on Computing, 21, 1 (2009), 88–106.
[72] P. L’Ecuyer, C. Lécot, and B. Tuffin, “A Randomized Quasi-Monte Carlo Simulation Method for
Markov Chains”, Operations Research, 56, 4 (2008), 958–975.
[73] H. Haramoto, M. Matsumoto, T. Nishimura, F. Panneton, and P. L’Ecuyer, “Efficient Jumping
Ahead for F2 -Linear Random Number Generators”, INFORMS Journal on Computing, 20, 3 (2008),
385–390.
[74] P. L’Ecuyer and E. Buist, “On the Interaction Between Stratification and Control Variates, with
Application to a Call Center Simulation”, Journal of Simulation, 2 (2008) 29–40.

10
[75] W. K. Grassmann, M. L. Puterman, P. L’Ecuyer, and A. Ingolfsson. “Four canadian contributions
to stochastic modeling”, INFOR, 46, 1 (2008), 3–14.
[76] T. Cezik and P. L’Ecuyer, “Staffing Multiskill Call Centers via Linear Programming and Simulation”,
Management Science, 54, 2 (2008), 310–323.
[77] P. L’Ecuyer and R. Simard, “TestU01: A C Library for Empirical Testing of Random Number
Generators”, ACM Transactions on Mathematical Software, 33, 4 (2007), Article 22, 40 pages.
[78] P. L’Ecuyer, V. Demers, and B. Tuffin, “Rare-Events, Splitting, and Quasi-Monte Carlo”, ACM
Transactions on Modeling and Computer Simulation, 17, 2 (2007), Article 9, 44 pages.
[79] H. Ben-Ameur, M. Breton, L. Karoui, and P. L’Ecuyer, “A Dynamic Programming Approach for
Pricing Options Embedded in Bond”, Journal of Economic Dynamics and Control , 31 (2007), 2212–
2233.
[80] A. Deslauriers, J. Pichitlamken, P. L’Ecuyer, A. Ingolfsson, and A. N. Avramidis, “Markov chain
models of a telephone call center with call blending”, Computers and Operations Research, 34, 6
(2007), 1616–1645.
[81] N. Channouf, P. L’Ecuyer, A. Ingolfsson, and A. N. Avramidis, “The Application of Forecasting
Techniques to Modeling Emergency Medical System Calls in Calgary, Alberta”, Health Care Man-
agement Science, 10, 1 (2007), 25–45.
[82] A. N. Avramidis and P. L’Ecuyer, “Efficient Monte Carlo and Quasi-Monte Carlo Option Pricing
Under the Variance-Gamma Model”, Management Science, 52, 12 (2006), 1930–1944.
[83] P. L’Ecuyer and R. Simard, “Inverting the Symmetrical Beta Distribution”, ACM Transactions on
Mathematical Software, 32, 4 (2006), 509–520.
[84] F. Panneton, P. L’Ecuyer, and M. Matsumoto, “Improved Long-Period Generators Based on Linear
Recurrences Modulo 2”, ACM Transactions on Mathematical Software, 32, 1 (2006), 1–16.
[85] F. Panneton and P. L’Ecuyer, “On the Xorshift Random Number Generators”, ACM Transactions
on Modeling and Computer Simulation, 15, 4 (2005), 346–361.
[86] P. L’Ecuyer and J. Leydold, “rstream: Streams of Random Numbers for Stochastic Simulation,”
The R Newsletter , 5, 2 (2005), 16–19.
[87] P. L’Ecuyer, “Comment on “Control Variates for Quasi-Monte Carlo”” Statistical Science, 20, 1
(2005), 19–21.
[88] H. Ben Ameur, P. L’Ecuyer, and C. Lemieux, “Combination of general antithetic transformations
and control variables”, Mathematics of Operations Research, 29, 4 (2004) 946–960.
[89] A. N. Avramidis, A. Deslauriers, and P. L’Ecuyer, “Modeling Daily Arrivals to a Telephone Call
center”, Management Science, 50, 7 (2004), 896–908.
[90] P. L’Ecuyer and R. Touzin, “On the Deng-Lin Random Number Generators and Related Methods”,
Statistics and Computing, 14, 1 (2003), 5–9.
[91] C. Lemieux and P. L’Ecuyer, “Randomized Polynomial Lattice Rules for Multivariate Integration
and Simulation”, SIAM Journal on Scientific Computing, 24, 5 (2003), 1768–1789.
[92] P. L’Ecuyer and J. Granger-Piché, “Combined Generators with Components from Different Fami-
lies”, Mathematics and Computers in Simulation, 62 (2003), 395–404.
[93] P. L’Ecuyer, R. Simard, and S. Wegenkittl, “Sparse Serial Tests of Uniformity for Random Number
Generators”, SIAM Journal on Scientific Computing, 24, 2 (2002), 652–668.
[94] P. L’Ecuyer, R. Simard, E. J. Chen, and W. D. Kelton, “An Objected-Oriented Random-Number
Package with Many Long Streams and Substreams”, Operations Research, 50, 6 (2002), 1073–1075.

11
[95] H. Ben Ameur, M. Breton, and P. L’Ecuyer, “Numerical Procedures for Pricing American-Style
Asian Options”, Management Science, 48, 5 (2002), 625–643.
[96] P. L’Ecuyer, and Y. Champoux, “Simulating Rare Events in an ATM Switch via Importance Sam-
pling”, ACM Transactions on Modeling and Computer Simulation, 11, 1 (2001), 76–105.
[97] F. J. Hickernell, H. S. Hong, P. L’Ecuyer, and C. Lemieux, “Extensible Lattice Sequences for Quasi-
Monte Carlo Quadrature”, SIAM Journal on Scientific Computing, 22, 3 (2001), 1117–1138.
[98] C. Lemieux and P. L’Ecuyer, “On Selection Criteria for Lattice Rules and Other Quasi-Monte Carlo
Point Sets”, Mathematics and Computers in Simulation 55, 1–3 (2001), 139–148.
[99] P. L’Ecuyer and R. Simard, “On the Interaction of Birthday Spacings Tests with Certain Families of
Random Number Generators”, Mathematics and Computers in Simulation, 55, 1–3 (2001), 131–137.
[100] P. L’Ecuyer and C. Lemieux, “Variance Reduction via Lattice Rules”, Management Science 46, 9
(2000), 1214–1235.
[101] S. Yakowitz, P. L’Ecuyer, and F. J. Vázquez-Abad, “Global Stochastic Optimization with High-
Dispersion Point Sets”, Operations Research, 48, 6 (2000), 939–950.
[102] P. L’Ecuyer, J.-F. Cordeau, and R. Simard, “Close-Point Spatial Tests and their Application to
Random Number Generators”, Operations Research, 48, 2 (2000), 308–317.
[103] R. Couture and P. L’Ecuyer, “Lattice Computations for Random Numbers”, Mathematics of Com-
putation, 69, 230 (2000), 757–765.
[104] Q.-Y. Tang, P. L’Ecuyer and H.-F. Chen, “Central-Limit Theorems for Stochastic Optimization
Algorithms using Infinitesimal Perturbation Analysis”, Discrete Event Dynamic Systems: Theory
and Applications, 10, 1 (2000), 5–32.
[105] D. Choquet, P. L’Ecuyer, and C. Léger, “Bootstrap Confidence Intervals for Ratios of Expecta-
tions”, ACM Transactions on Modeling and Computer Simulation 9, 4 (1999), 326–348.
[106] P. L’Ecuyer and R. Simard, “Beware of Linear Congruential Generators with Multipliers of the
form a = ±2q ± 2r ”, ACM Transactions on Mathematical Software 25, 3 (1999), 367–374.
[107] P. L’Ecuyer, B. Martin, and F. Vázquez-Abad, “Functional Estimation for a Multicomponent
Age-Replacement Model”, American Journal of Mathematical and Management Sciences, 19, 1–2,
(1999), 135–156.
[108] Q.-Y. Tang, P. L’Ecuyer and H.-F. Chen, “Asymptotic Efficiency of Perturbation Analysis-Based
Stochastic Approximation with Averaging”, SIAM Journal on Control and Optimization, 37, 6
(1999), 1822–1847.
[109] P. L’Ecuyer, “Good Parameters and Implementations for Combined Multiple Recursive Random
Number Generators”, Operations Research 47, 1 (1999), 159–164.
[110] P. L’Ecuyer, “Tables of Maximally Equidistributed Combined LFSR Generators”, Mathematics of
Computation, 68, 225 (1999), 261–269.
[111] P. L’Ecuyer, “Tables of Linear Congruential Generators of Different Sizes and Good Lattice Struc-
ture”, Mathematics of Computation, 68, 225 (1999), 249–260.
[112] P. L’Ecuyer and G. Yin, “Budget-Dependent Convergence Rate for Stochastic Approximation”,
SIAM Journal on Optimization, 8, 1 (1998), 217–247.
[113] P. L’Ecuyer, “Tests Based on Sum-Functions of Spacings for Uniform Random Numbers”, Journal
of Statistical Computation and Simulation, 59 (1997), 251–269.
[114] P. L’Ecuyer and T. H. Andres, “A Random Number Generator Based on the Combination of Four
LCGs”, Mathematics and Computers in Simulation, 44 (1997), 99–107.

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[115] P. L’Ecuyer and R. Couture, “An Implementation of the Lattice and Spectral Tests for Linear
Congruential Generators”, INFORMS Journal on Computing, 9, 2 (1997), 206–217.
[116] R. Couture and P. L’Ecuyer, “Distribution Properties of Multiply-with-Carry Random Number
Generators”, Mathematics of Computation, 66 (1997), 591–607.
[117] P. L’Ecuyer, “Bad Lattice Structures for Vectors of Non-Successive Values Produced by Some Linear
Recurrences”, INFORMS Journal on Computing, 9, 1 (1997), 57–60.
[118] J.-P. Dussault, D. Labrecque, P. L’Ecuyer, and R. Y. Rubinstein, “Combining the Stochastic Coun-
terpart and Stochastic Approximation Methods”, Discrete Event Dynamic Systems: Theory and
Applications, 7, 1 (1997), 5–28.
[119] P. L’Ecuyer and F. Vázquez-Abad, “Functional Estimation with Respect to a Threshold Parameter
via Dynamic Split-and-Merge”, Discrete Event Dynamic Systems: Theory and Applications, 7, 1
(1997), 69–92.
[120] P. L’Ecuyer, “Combined Multiple Recursive Generators”, Operations Research, 44, 5 (1996), 816–
822.
[121] P. L’Ecuyer, “Simulation of Algorithms for Performance Analysis” (Commentary), ORSA Journal
on Computing, 8, 1 (1996), 16–20.
[122] P. L’Ecuyer, “Maximally Equidistributed Combined Tausworthe Generators”, Mathematics of Com-
putation, 65, 213 (1996), 203–213.
[123] R. Couture and P. L’Ecuyer, “Orbits and Lattices for Linear Random Number Generators with
Composite Moduli”, Mathematics of Computation, 65, 213 (1996), 189–201.
[124] P. W. Glynn and P. L’Ecuyer, “Likelihood Ratio Gradient Estimation for Regenerative Stochastic
Recursions”, Advances in Applied Probability, 27, 4 (1995), 1019–1053.
[125] P. L’Ecuyer, “On the Interchange of Derivative and Expectation for Likelihood Ratio Derivative
Estimators” Management Science, 41, 4 (1995), 738–748.
[126] P. L’Ecuyer, “Uniform Random Number Generation”, Annals of Operations Research, 53 (1994),
77–120.
[127] P. L’Ecuyer and P. W. Glynn, “Stochastic Optimization by Simulation: Convergence Proofs for the
GI/G/1 Queue in Steady-State”, Management Science, 40, 11 (1994), 1562–1578.
[128] P. L’Ecuyer, N. Giroux and P. W. Glynn, “Stochastic Optimization by Simulation: Numerical
Experiments with the M/M/1 Queue in Steady-State”, Management Science, 40, 10 (1994), 1245–
1261.
[129] P. L’Ecuyer and G. Perron, “On the Convergence Rates of IPA and FDC Derivative Estimators”,
Operations Research, 42, 4 (1994), 643–656.
[130] R. Couture and P. L’Ecuyer, “On the Lattice Structure of Certain Linear Congruential Sequences
Related to AWC/SWB Generators”, Mathematics of Computation, 62, 206 (1994), 799–808.
[131] A. Haurie, P. L’Ecuyer, and Ch. Van Delft, “Monte-Carlo Optimization of Parameterized Policies
in a Class of Piecewise Deterministic Control Systems Arising in Manufacturing Flow Control”,
Discrete Event Dynamic Systems: Theory and Applications, 4, 1 (1994), 87–111.
[132] S. Tezuka, P. L’Ecuyer, and R. Couture, “On the Add-with-Carry and Subtract-with-Borrow Ran-
dom Number Generators”, ACM Trans. on Modeling and Computer Simulation, 3, 4 (1993), 315–331.
[133] P. L’Ecuyer, F. Blouin, and R. Couture, “A Search for Good Multiple Recursive Generators”, ACM
Trans. on Modeling and Computer Simulation, 3, 2 (1993), 87–98.

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[134] R. Couture, P. L’Ecuyer, and S. Tezuka, “On the Distribution of k-Dimensional Vectors for Simple
and Combined Tausworthe Sequences”, Mathematics of Computation, 60, 202 (1993), 749–761 and
S11-S16.
[135] P. L’Ecuyer, “Convergence Rates for Steady-State Derivative Estimators”, Annals of Operations
Research, 39 (1992), 121–136.
[136] S. Tezuka and P. L’Ecuyer, “Efficient and Portable Combined Tausworthe Random Number Gen-
erators”, ACM Trans. on Modeling and Computer Simulation, 1, 2 (1991), 99–112.
[137] P. L’Ecuyer, M. Mayrand and M. Dror, “Dynamic Scheduling of a Robot Servicing Machines on a
One-Dimensional Line”, IIE Transactions, 23, 4 (1991), 371–382.
[138] P. L’Ecuyer and S. Tezuka, “Structural Properties for Two Classes of Combined Generators”,
Mathematics of Computation, 57, 196, (1991), 735–746.
[139] P. L’Ecuyer and S. Côté, “Implementing A Random Number Package with Splitting Facilities”,
ACM Transactions on Mathematical Software, 17, 1 (1991), 98–111.
[140] P. L’Ecuyer, “A Unified View of the IPA, SF, and LR Gradient Estimation Techniques”, Manage-
ment Science, 36, 11 (1990), 1364–1383.
[141] P. L’Ecuyer, “Random Numbers for Simulation”, Communications of the ACM , 33, 10 (1990),
85–98.
[142] M. Breton and P. L’Ecuyer “Noncooperative Stochastic Games Under a Local Contraction Assump-
tion”, Stochastics, 26 (1989), 227–245.
[143] P. L’Ecuyer and J. Malenfant, “Computing Optimal Checkpointing Strategies for Rollback and
Recovery Systems”, IEEE Trans. on Computers, 37, 4 (1988), 491–496.
[144] P. L’Ecuyer, “Efficient and Portable Combined Random Number Generators”, Communications of
the ACM , 31, 6 (1988), 742–749 and 774.
[145] P. L’Ecuyer and A. Haurie, “Discrete Event Dynamic Programming with Simultaneous Events”,
Mathematics of Operations Research, 13, 1 (1988), 152–163.
[146] P. L’Ecuyer, “Formal Formatting Rules for Pascal Programs”, The Journal of Systems and Software,
7 (1987), 311–322.
[147] A. Hollander, A. Haurie and P. L’Ecuyer, “Ratchet Effects and the Cost of Incremental Incentive
Schemes”, Journal of Economic Dynamics and Control , 11 (1987), 373–389.
[148] P. L’Ecuyer and A. Haurie, “The Repair vs Replacement Problem: A Stochastic Control Approach”,
Optimal Control Applications and Methods, 8, 3 (1987), 219–230.
[149] A. Haurie and P. L’Ecuyer, “Approximation and Bounds in Discrete Event Dynamic Programming”,
IEEE Transactions on Automatic Control , AC-31, 3 (1986), 227–235.
[150] P. L’Ecuyer, “Computing Transfer Lines Performance Measures Using Dynamic Programming”,
Computers and Industrial Engineering, 9, 4 (1985), 387–393.
[151] P. L’Ecuyer, A. Haurie and A. Hollander, “Optimal Research and Development Expenditures Under
an Incremental Tax Incentive Scheme”, Operations Research Letters, 4 2, (1985), 85–90.
[152] P. L’Ecuyer and A. Haurie, “Preventive Replacement for Multicomponent Systems: An Opportunis-
tic Discrete Time Dynamic Programming Model”, IEEE Transactions on Reliability, R-32 (1983),
117–118.
[153] A. Haurie and P. L’Ecuyer, “A Stochastic Control Approach to Group Preventive Replacement in
a Multicomponent System”, IEEE Transactions on Automatic Control , AC-27 (1982), 387–393.

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3. Papers in refereed conference proceedings:
[154] F. Puchhammer and P. L’Ecuyer, “Likelihood Ratio Density Estimation for Simulation Models,”
Proceedings of the 2022 Winter Simulation Conference, IEEE Press, 2022. to appear in .
[155] T. A. Ta, T. Mai, F. Bastin, and P. L’Ecuyer, “A Logistic Regression and Linear Programming
Approach for Multiskill Staffing Optimization in Call Centers,” Proceedings of the 2022 Winter
Simulation Conference, IEEE Press, 2022. to appear in .
[156] S. M. R. Arnold, P. L’Ecuyer, L. Chen, Y.-F. Chen, and F. Sha, “Policy Learning and Evaluation
with Randomized Quasi-Monte Carlo,” Proceedings of The 25th International Conference on Arti-
ficial Intelligence and Statistics, Proceedings of Machine Learning Research, vol. 131, 2022. See
https://arxiv.org/abs/2202.07808
[157] P. Marion, M. Godin, F. Puchhammer, and P. L’Ecuyer, “A Tool for Custom Construction of QMC
and RQMC Point Sets” in Monte Carlo and Quasi Monte Carlo Methods: MCQMC 2020 , A. Keller,
Ed., Springer-Verlag, 51–70, 2022.
[158] P. L’Ecuyer and F. Puchhammer, “Density Estimation by Monte Carlo and Quasi-Monte Carlo,”
in Monte Carlo and Quasi Monte Carlo Methods: MCQMC 2020 , A. Keller, Ed., Springer-Verlag,
3–21, 2022.
[159] P. L’Ecuyer, O. Nadeau-Chamard, Y.-F. Chen, and J. Lebar, “Multiple Streams with Recurrence-
Based, Counter-Based, and Splittable Random Number Generators,” invited paper, Proceedings of
the 2021 Winter Simulation Conference, IEEE Press, 1–16, 2021.
[160] Y. Peng, M. C. Fu, J.-Q. Hu, P. L’Ecuyer, and B. Tuffin, “Variance Reduction for Generalized Like-
lihood Ratio Method in Quantile Sensitivity Estimation,” Proceedings of the 2021 Winter Simulation
Conference, IEEE Press, 2021, 10.1109/WSC52266.2021.9715488.
[161] M. K. Nakayama, Z. T. Kaplan, B. Tuffin, and P. L’Ecuyer, “Quantile Estimation via a Combination
of Conditional Monte Carlo and Randomized Quasi-Monte Carlo,” Proceedings of the 2020 Winter
Simulation Conference, IEEE Press, 2020, 301–312.
[162] M. Thiongane, W. Chan, and P. L’Ecuyer, “Delay Predictors in Multi-skill Call Centers: An
Empirical Comparison with Real Data,” Proceedings of ICORES 2020: International Conference
on Operations Research and Enterprise Systems, Malta, Feb. 2020, 100–108. Won Best Paper
Award for the conference.
[163] R. El Haddad, J. El Maalouf, C. Lécot, and P. L’Ecuyer, “Sudoku Latin Hypercube Sampling
for Markov Chains Simulation”, in Monte Carlo and Quasi Monte Carlo Methods: MCQMC 2018 ,
Springer-Verlag, Berlin, 2020, 207–230.
[164] A. Ben Abdellah, P. L’Ecuyer, and F. Puchhammer, “Array-RQMC for Option Pricing Under
Stochastic Volatility Models,” Proceedings of the 2019 Winter Simulation Conference, IEEE Press,
2019, 440–451.
[165] P. L’Ecuyer, Z. I. Botev, and D. P. Kroese, “On a Generalized Splitting Method for Sampling from
a Conditional Distribution,” Proceedings of the 2018 Winter Simulation Conference, IEEE Press,
2018, 1694–1705.
[166] P. L’Ecuyer, K. Gustavsson, and L. Olsson, “Modeling Bursts in the Arrival Process to an Emer-
gency Call Center,” Proceedings of the 2018 Winter Simulation Conference, IEEE Press, 2018,
525–536. Finalist for best applied paper at the conference.
[167] Z. I. Botev, Y.-L. Chen, P. L’Ecuyer, S. McNamara, and D. P. Kroese, “Exact Posterior Simulation
from the Linear Lasso regression,” Proceedings of the 2018 Winter Simulation Conference, IEEE
Press, 2018, 1706–1717. Finalist for best theoretical paper at the conference.

15
[168] P. L’Ecuyer, “Randomized Quasi-Monte Carlo for Practitioners”, invited tutorial for the book
Monte Carlo and Quasi Monte Carlo Methods: MCQMC 2016 , P. W. Glynn and A. B. Owen, Eds.,
Springer-Verlag, Berlin, 2018, 29–52.
[169] P. L’Ecuyer, “History of Random Number Generation,” invited article, Proceedings of the 2017
Winter Simulation Conference, IEEE Press, 2017, 202–230.
[170] Z. I. Botev and P. L’Ecuyer, “Accurate Computation of the Right Tail of the Sum of Dependent
Log-normal Variates,” Proceedings of the 2017 Winter Simulation Conference, IEEE Press, 2017,
1880–1890.
[171] M. Thiongane, W. Chan, and P. L’Ecuyer, “New History-Based Delay Predictors for Service Sys-
tems,” Proceedings of the 2016 Winter Simulation Conference, IEEE Press, 2016, 425–436.
[172] W. Chan, T. A. Ta, P. L’Ecuyer, and F. Bastin, “Two-stage chance-constrainted staffing with agent
recourse for multi-skill call centers,” Proceedings of the 2016 Winter Simulation Conference, IEEE
Press, 2016, 3189–3200.
[173] Z. I. Botev and P. L’Ecuyer, “Simulation from the Normal Distribution Truncated to an Interval
in the Tail,” Proceedings of Valuetools 2016 , IEEE Press, 2016.
[174] T. A. Ta, P. L’Ecuyer, and F. Bastin, “Staffing Optimization with Chance Constraints for Emer-
gency Call Centers,” MOSIM 2016: the 11th International Conference on Modeling, Optimization
and Simulation, Montreal, 2016.
[175] P. L’Ecuyer, P. Maillé, N. Stier-Moses, and B. Tuffin, “Search (Non-)Neutrality and Impact on
Innovation,” Paper Number 11, NetEcon 2016: The 11th Workshop on the Economics of Networks,
Systems and Computation, Juan-Les-Pins, France, 2016.
[176] P. L’Ecuyer, “Random Number Generation with Multiple Streams for Sequential and Parallel Com-
puters,” invited review article, Proceedings of the 2015 Winter Simulation Conference, IEEE Press,
2015, 31–44.
[177] Z. I. Botev and P. L’Ecuyer, “Efficient Estimation and Simulation of the Truncated Multivariate
Student-t Distribution,” Proceedings of the 2015 Winter Simulation Conference, IEEE Press, 2015,
380–391.
[178] M. Thiongane, W. Chan, and P. L’Ecuyer, “Waiting Time Predictors for Multiskill Call Centers,”
Proceedings of the 2015 Winter Simulation Conference, IEEE Press, 2015, 3073–3084.
[179] T. A. Ta, W. Chan, P. L’Ecuyer, and F. Bastin, “Chance-Constrained Scheduling with Recourse for
Multi-skill Call Centers with Arrival-Rate and Absenteeism Uncertainty,” Proceedings of the 2015
Winter Simulation Conference, IEEE Press, 2015, 3156–3157.
[180] Z. I. Botev, S. Vaisman, R. Y. Rubinstein, and P. L’Ecuyer, “Reliability of Stochastic Flow Networks
with Continuous Link Capacities,” Proceedings of the 2014 Winter Simulation Conference, IEEE
Press, 2014, 543–552.
[181] W. Chan, T. A. Ta, P. L’Ecuyer, and F. Bastin, “Chance-Constrained Staffing with Recourse for
Multi-Skill Call Centers with Arrival-Rate Uncertainty,” Proceedings of the 2014 Winter Simulation
Conference, IEEE Press, 2014, 4103–4104.
[182] M. Pelleau, L.-M. Rousseau, P. L’Ecuyer, W. Zegal, and L. Delorme, “Scheduling agents using fore-
cast call arrivals at Hydro-Quebec’s call centers”, Proceedings of the 20th International Conference
on Principles and Practice of Constraint Programming (CP 2014), Lyon, France, Lectures Notes in
Computer Science, Vol. 8656, B. O’Sullivan (Ed.), 2014, 862–869.
[183] Z. I. Botev, P. L’Ecuyer, and B. Tuffin, “Modeling and Estimating Small Unreliabilities for Static
Networks with Dependent Components”, Proceedings of SNA&MC 2013: Supercomputing in Nuclear
Applications and Monte Carlo, Paris, http://dx.doi.org/10.1051/snamc/201403306, June 2014.

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[184] P. L’Ecuyer, S. Saggadi, and B. Tuffin, “An Adaptive Zero-Variance Importance Sampling Ap-
proximation for Static Network Dependability Evaluation”, Proceedings of SNA&MC 2013: Super-
computing in Nuclear Applications and Monte Carlo, Paris, http://dx.doi.org/10.1051/snamc/
201403305, June 2014.
[185] C. M. Macal, P. L’Ecuyer, S. Chick, B. L. Nelson, S. Brailsford, and S. Taylor, “Grand Challenges
in Modeling and Simulation: An OR/MS Perspective”, Proceedings of the 2013 Winter Simulation
Conference, IEEE Press, 2013, 1269–1282.
[186] A. Bouchoucha, H. Sahraoui, and P. L’Ecuyer, “Towards Understanding the Behavior of Classes
Using Probabilistic Models of Program Inputs,” Proceedings of the 16th International Conference
on Fundamental Approaches to Software Engineering (FASE), V. Cortellessa and D. Varró (Eds.),
Lecture Notes in Computer Science 7793, 99–113, Springer-Verlag, 2013.
[187] Z. I. Botev, P. L’Ecuyer, and B. Tuffin, “Dependent Failures in Highly-Reliable Static Networks”,
Proceedings of the 2012 Winter Simulation Conference, IEEE Press, 2012, 430–441.
[188] P. L’Ecuyer and D. Munger, “Constructing Adapted Lattice Rules Using Problem-Dependent Cri-
teria”, Proceedings of the 2012 Winter Simulation Conference, IEEE Press, 2012, 373–384.
[189] R. Ibrahim, P. L’Ecuyer, N. Régnard, and H. Shen, “On the Modeling and Forecasting of Call Center
Arrivals”, Proceedings of the 2012 Winter Simulation Conference, IEEE Press, 2012, 256–267.
[190] P. L’Ecuyer and D. Munger, “On the Choice of Figure of Merit for Randomly-Shifted Lattice Rules”,
invited paper for the book Monte Carlo and Quasi Monte Carlo Methods 2010 , H. Wozniakowski
and L. Plaskota, Eds., Springer-Verlag, Berlin, 2012, 133–159.
[191] P. L’Ecuyer, S. Saggadi and B. Tuffin, “Graph Reductions to Speed Up Importance Sampling-Based
Static Reliability Estimation”, Proceedings of the 2011 Winter Simulation Conference, IEEE Press,
2011, 429–438.
[192] M. Bijvank, P. L’Ecuyer, and P. Marcotte, “RMSIM: A Java Library for Simulating Revenue
Management Systems”, Proceedings of the 2011 Winter Simulation Conference, IEEE Press, 2011,
2703–2714.
[193] Z. I. Botev, P. L’Ecuyer, and B. Tuffin, “An Importance Sampling Method Based on a One-Step
Look-Ahead Density from a Markov Chain”, Proceedings of the 2011 Winter Simulation Conference,
IEEE Press, 2011, 528–539.
[194] M. Dion and P. L’Ecuyer, “Americal Option Pricing with Randomized Quasi-Monte Carlo Simula-
tion”, Proceedings of the 2010 Winter Simulation Conference, IEEE Press, 2010, 2705–2720.
[195] H. Cancela, P. L’Ecuyer, G. Rubino, and B. Tuffin, “Combination of Conditional Monte Carlo and
Approximate Zero-Variance Importance Sampling for Network Reliability Estimation”, Proceedings
of the 2010 Winter Simulation Conference, IEEE Press, 2010, 1263–1274.
[196] P. L’Ecuyer and B. Tuffin, “On the Error Distribution for Randomly-Shifted Lattice Rules”, Pro-
ceedings of the 2009 Winter Simulation Conference, IEEE Press, 2009, 392–402.
[197] N. Channouf and P. L’Ecuyer, “Fitting a Normal Copula for a Multivariate Distribution with Both
Discrete and Continuous Marginals”, Proceedings of the 2009 Winter Simulation Conference, IEEE
Press, 2009, 352–358.
[198] F. Bastin, C. Cirillo, P. L’Ecuyer, D. Munger, and B. Tuffin, “Estimation strategies for mixed
logit models”, Proceedings of the 12th Conference of the The International Association for Travel
Behaviour Research, Jaipur, India, Dec. 2009, Paper 555.
[199] P. L’Ecuyer, “A Practical View of Randomized Quasi-Monte Carlo”, invited paper, Proceedings
of ValueTools 2009: International Conference on Performance Evaluation Methodologies and Tools,
ACM Publications, Oct. 2009.

17
[200] P. L’Ecuyer, C. Lécot, and A. L’Archevêque-Gaudet, “On Array-RQMC for Markov Chains: Map-
ping Alternatives and Convergence Rates,” Monte Carlo and Quasi-Monte Carlo Methods 2008 , P.
L’Ecuyer and A. B. Owen Eds., Springer-Verlag, Berlin, 2009, 485–500.
[201] V. Sinescu and P. L’Ecuyer, “On the Behavior of Weighted Star Discrepancy Bounds for Shifted
Lattice Rules,” Monte Carlo and Quasi-Monte Carlo Methods 2008 , P. L’Ecuyer and A. B. Owen
Eds., Springer-Verlag, Berlin, 2009, 603–616.
[202] P. L’Ecuyer and B. Tuffin, “Limiting Distributions for Randomly-Shifted Lattice Rules”, Pro-
ceedings of the Sixth St. Petersburg Workshop on Simulation, St. Petersburg, Russia, June 2009,
885–889.
[203] E. Buist, W. Chan, and P. L’Ecuyer, “Speeding up Call Center Simulation and Optimization by
Markov Chain Uniformization”, Proceedings of the 2008 Winter Simulation Conference, IEEE Press,
2008, 1652–1660.
[204] P. L’Ecuyer and B. Tuffin, “Approximate Zero-variance Simulation”, Proceedings of the 2008 Winter
Simulation Conference, IEEE Press, 2008, 170–181.
[205] P. L’Ecuyer, J.-S. Parent-Chartier, and M. Dion, “Simulation of a Lévy Process by PCA Sampling
to Reduce the Effective Dimension,” Proceedings of the 2008 Winter Simulation Conference, IEEE
Press, 2008, 436–443.
[206] H. Haramoto, M. Matsumoto, and P. L’Ecuyer, “A Fast Jump Ahead Algorithm for Linear Re-
currences in a Polynomial Space”, Proceedings of the Fifth International Conference on Sequences
and Their Applications (SETA 2008), Lectures notes in Computer Science, Springer-Verlag, 2008,
290–298.
[207] P. L’Ecuyer, “Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random
Number Generation”, invited paper, Proceedings of the Fifth International Conference on Sequences
and Their Applications (SETA 2008), Lectures notes in Computer Science, Springer-Verlag, 2008,
1–17.
[208] Y. Edel and P. L’Ecuyer, “A Coding Theoretic Approach to Building Nets with Well-Equidistributed
Projections”, Monte Carlo and Quasi-Monte Carlo methods 2006 , S. Heinrich, A. Keller, and H.
Niederreiter Eds., Springer-Verlag, 2008, 313–325.
[209] R. El Haddad, C. Lécot, and P. L’Ecuyer, “Quasi-Monte Carlo Simulation of Discrete-Time Markov
Chains in Multidimensional State Spaces”, Monte Carlo and Quasi-Monte Carlo methods 2006 , S.
Heinrich, A. Keller, and H. Niederreiter Eds., Springer-Verlag, 2008, 413–429.
[210] P.-T. de Boer, P. L’Ecuyer, G. Rubino, and B. Tuffin, “Estimating the Probability of a Rare
Event Over a Finite Horizon”, Proceedings of the 2007 Winter Simulation Conference, IEEE Press,
Pistacaway, N.J., 2007, 403–411.
[211] D. Goldsman, J. O. Henrickson, P. L’Ecuyer, B. L. Nelson, D. H. Withers, and N. T. Argon,
“Fortieth Anniversary Special Panel: Landmark Papers”, Proceedings of the 2007 Winter Simulation
Conference, IEEE Press, Pistacaway, N.J., 2007, 2–13.
[212] P. L’Ecuyer and B. Tuffin, “Effective Approximation of Zero-Variance Simulation in a Reliability
Setting”, Proceedings of the 2007 European Simulation and Modeling Conference, 2007, 48–54.
[213] P. L’Ecuyer, “Variance Reduction’s Greatest Hits”, Proceedings of the 2007 European Simulation
and Modeling Conference, 2007, 5–12.
[214] A. N. Avramidis, M. Gendreau, P. L’Ecuyer, and O. Pisacane, “Simulation-Based Optimization of
Agent Scheduling in Multiskill Call Centers”, Proceedings of the 2007 Industrial Simulation Confer-
ence, Delft, The Netherlands, 255–263, 2007.

18
[215] J. Blanchet, P. W. Glynn, P. L’Ecuyer, W. Sandmann, and B. Tuffin, “Asymptotic Robustness
of Estimators in Rare-Event Simulation”, Proceedings of the 2007 INFORMS Simulation Society
Research Workshop, Fontainebleau, France, Article 14, July 2007.
[216] P. L’Ecuyer and E. Buist, “Variance Reduction in the Simulation of Call Centers”, Proceedings of
the 2006 Winter Simulation Conference, IEEE Press, 2006, 604–613.
[217] P. L’Ecuyer, V. Demers, and B. Tuffin, “Splitting for Rare-Event Simulation”, Proceedings of the
2006 Winter Simulation Conference, IEEE Press, 2006, 137–148.
[218] B. Tuffin, P. L’Ecuyer, and W. Sandmann, “Robustness Properties for Simulations of Highly Reli-
able Systems”, Proceedings of RESIM 2006 , Bamberg, Germany, 2006, 107–118.
[219] P. L’Ecuyer and B. Tuffin, “Splitting with Weight Windows to Control the Likelihood Ratio in
Importance Sampling”, Proceedings of ValueTools 2006 , Pisa, Italy, 2006.
[220] P. L’Ecuyer, “Modeling and Optimization Problems in Contact Centers”, Proceedings of the Third
International Conference on Quantitative Evaluation of Systems (QEST 2006), University of Cali-
fornia, Riversdale, IEEE Computing Society, 2006, 145–154.
[221] P. L’Ecuyer and F. Panneton, “Fast Random Number Generators Based on Linear Recurrences
Modulo 2: Overview and Comparison”, Proceedings of the 2005 Winter Simulation Conference,
IEEE Press, 2005, 110–119.
[222] P. L’Ecuyer and E. Buist, “Simulation in Java with SSJ”, Proceedings of the 2005 Winter Simulation
Conference, IEEE Press, 2005, 611–620.
[223] E. Buist and P. L’Ecuyer, “A Java Library for Simulating Contact Centers”, Proceedings of the
2005 Winter Simulation Conference, IEEE Press, 2005, 556–565.
[224] A. N. Avramidis and P. L’Ecuyer, “Modeling and Simulation of Call Centers”, Proceedings of the
2005 Winter Simulation Conference, IEEE Press, 2005, 144–152.
[225] V. Demers, P. L’Ecuyer, and B. Tuffin, “A Combination of Randomized Quasi-Monte Carlo with
Splitting for Rare Event Simulation”, Proceedings of the 2005 European Simulation and Modeling
Conference, EUROSIS, 2005, 25-32.
[226] P. L’Ecuyer and C. Lécot, and B. Tuffin, “Randomized Quasi-Monte Carlo Simulation of Markov
Chains with an Ordered State Space”, Monte Carlo and Quasi-Monte Carlo methods 2004 , H.
Niederreiter and D. Talay, Ed., Springer-Verlag, 2005, 331–342.
[227] F. Panneton and P. L’Ecuyer, “Infinite-Dimensional Highly-Uniform Point Sets Defined via Linear
Recurrences in F2w ”, Monte Carlo and Quasi-Monte Carlo methods 2004 , H. Niederreiter and D.
Talay, Ed., Springer-Verlag, 2005, 419–429.
[228] P. L’Ecuyer, “Quasi-Monte Carlo Methods in Finance”, Proceedings of the 2004 Winter Simulation
Conference, IEEE Press, 2004, 1645–1655.
[229] F. Panneton and P. L’Ecuyer, “Random Number Generators Based on Linear Recurrences in F2w ”,
Monte Carlo and Quasi-Monte Carlo methods 2002 , H. Niederreiter, Ed., Springer-Verlag, 2004,
367–378.
[230] P. L’Ecuyer, “Polynomial Integration Lattices”, invited paper for Monte Carlo and Quasi-Monte
Carlo methods 2002 , H. Niederreiter, Ed., Springer-Verlag, 2004, 73–98.
[231] A. N. Avramidis, P. L’Ecuyer, and P.-A. Tremblay, “Efficient Simulation of Gamma and Variance-
Gamma Processes”, Proceedings of the 2003 Winter Simulation Conference, IEEE Press, Dec. 2003,
319–326.

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[232] J. Pichitlamken, A. Deslauriers, P. L’Ecuyer, and A. N. Avramidis, “Modeling and simulation of
a telephone call center”, Proceedings of the 2003 Winter Simulation Conference, IEEE Press, Dec.
2003, 1805–1812.
[233] P. L’Ecuyer, “Quasi-Monte Carlo Methods for Simulation”, Proceedings of the 2003 Winter Simu-
lation Conference, IEEE Press, Dec. 2003, 81–90.
[234] P. L’Ecuyer, L. Meliani, and J. Vaucher, “SSJ: A Framework for Stochastic Simulation in Java”,
Proceedings of the 2002 Winter Simulation Conference, IEEE Press, Dec. 2002, 234–242.
[235] P. L’Ecuyer and F. Panneton, “Construction of Equidistributed Generators Based on Linear Re-
currences Modulo 2”, Monte Carlo and Quasi-Monte Carlo methods 2000 , H. Niederreiter, K. T.
Fang, and F. Hickernell, Eds., Springer-Verlag, 2002, 318–330.
[236] P. L’Ecuyer, “Software for Uniform Random Number Generation: Distinguishing the Good and the
Bad”, Proceedings of the 2001 Winter Simulation Conference, IEEE Press, Dec. 2001, 95–105.
[237] T. Altiok, P. L’Ecuyer, B. Schmeiser, L. Schruben, W. D. Kelton, B. L. Nelson, T. Schriber, and J.
R. Wilson, “Various Ways Adacemics Teach Simulation: Are They All Appropriate?”, Proceedings
of the 2001 Winter Simulation Conference, IEEE Press, Dec. 2001, 1580–1591.
[238] C. Lemieux and P. L’Ecuyer, “On the Use of Quasi-Monte Carlo Methods in Computational Fi-
nance”, Computational Science–ICCS 2001 , Lecture Notes in Computer Science, Springer-Verlag,
May 2001, 607–616.
[239] P. L’Ecuyer and R. Touzin, “Fast Combined Multiple Recursive Generators with Multipliers of the
form a = ±2d ± 2e ”, Proceedings of the 2000 Winter Simulation Conference, IEEE Press, Dec. 2000,
683–689.
[240] P. L’Ecuyer and F. Panneton, “A New Class of Linear Feedback Shift Register Generators”, Pro-
ceedings of the 2000 Winter Simulation Conference, IEEE Press, Dec. 2000, 690–696.
[241] C. Lemieux and P. L’Ecuyer, “Using Lattice Rules as a Variance Reduction Technique in Simula-
tion”, Proceedings of the 2000 Winter Simulation Conference, IEEE Press, Dec. 2000, 509–516.
[242] P. L’Ecuyer and C. Lemieux, “On the Choice of Quasi-Random Point Sets with a Lattice Structure”,
in Monte Carlo Simulation, Proceedings of the International Conference on Monte Carlo Simulation,
in Monte Carlo, June 2000, G. I. Schuëller and P. D. Spanos, eds., A. A. Balkema, Rotterdam, 2001,
11–17.
[243] K. Entacher, P. Hellekalek, and P. L’Ecuyer, “Quasi-Monte Carlo Node Sets from Linear Congruen-
tial Generators”, Monte Carlo and Quasi-Monte Carlo methods 1998 , H. Niederreiter and J. Spanier
Eds., Springer, Berlin, 2000, 188–198.
[244] C. Lemieux and P. L’Ecuyer, “A Comparison of Monte Carlo, Lattice Rules and Other Low-
Discrepancy Point Sets”, Monte Carlo and Quasi-Monte Carlo methods 1998 , H. Niederreiter and
J. Spanier Eds., Springer, Berlin, 2000, 326–340.
[245] H. Ben Ameur, P. L’Ecuyer, and C. Lemieux, “Variance Reduction of Monte Carlo and Randomized
Quasi-Monte Carlo Estimators for Stochastic Volatility Models in Finance”, Proceedings of the 1999
Winter Simulation Conference, IEEE Press, Dec. 1999, 336–343.
[246] P. L’Ecuyer and C. Lemieux, “Quasi-Monte Carlo via Linear Shift-Register Sequences”, Proceedings
of the 1999 Winter Simulation Conference, IEEE Press, Dec. 1999, 632–639.
[247] E. H. Page, D. M. Nicol, O. Balci, R. M. Fujimoto, P. A. Fishwick, P. L’Ecuyer, and R. Smith,
“Strategic Directions in Simulation Research”, Proceedings of the 1999 Winter Simulation Confer-
ence, IEEE Press, Dec. 1999, 1509–1520.

20
[248] S. Yakowitz, P. L’Ecuyer, and F. Vazquez-Abad, “Adaptation and Dispersion in Global Optimiza-
tion”, Proceedings of ASA 1999 , Baltimore, 1999.
[249] C. Lemieux and P. L’Ecuyer, “Lattice Rules for the Simulation of Ruin Problems”, Proceedings of
the 1999 European Simulation Multiconference, Vol. 2, Warsaw, The Society for Computer Simula-
tion, 1999, 533–537.
[250] P. L’Ecuyer, “Some Recommendable Uniform Random Number Generators”, Proceedings of the
1999 European Simulation Multiconference, Vol. 1, Warsaw, The Society for Computer Simulation,
1999, 185–190.
[251] P. L’Ecuyer, “Uniform Random Number Generators”, Proceedings of the 1998 Winter Simulation
Conference, IEEE Press, Dec. 1998, 97–104.
[252] C. Lemieux and P. L’Ecuyer, “Efficiency Improvement by Lattice Rules for Pricing Asian Options”,
Proceedings of the 1998 Winter Simulation Conference, IEEE Press, Dec. 1998, 579–586.
[253] C. Lemieux and P. L’Ecuyer, “An Empirical Comparison of Diffusion Approximation and Simula-
tion in ATM Networks”, Proceedings of the Sixth International Symposium on Modeling, Analysis
and Simulation of Computer and Telecommunication Systems, Montreal, Canada, IEEE Computer
Society Press, July 1998, 101–106.
[254] P. L’Ecuyer, “Uniform Random Number Generators: A Review”, Proceedings of the 1997 Winter
Simulation Conference, IEEE Press, Dec. 1997, 127–134.
[255] P. L’Ecuyer, “Random Number Generators and Empirical Tests”, Lecture Notes in Statistics,
Springer-Verlag, 127, 1997, 124–138.
[256] P. L’Ecuyer et R. Simard, “Un test Méchant pour les Générateurs à Congruence Linéaire”, Compte-
Rendus de ASU’97: Les XXIX-ièmes Journées de Statistique, Carcassonne, May 1997, 539–540.
[257] P. L’Ecuyer, “Quelques Nouveaux Générateurs de Valeurs Uniformes”, Compte-Rendus de ASU’97:
Les XXIX-ièmes Journées de Statistique, Carcassonne, May 1997, 535–538.
[258] P. L’Ecuyer and G. Yin, “Rates of Convergence for Budget-Dependent Stochastic Optimization
Algorithms”, Proceedings of the 35th IEEE Conference on Decision and Control , Dec. 1996.
[259] P. L’Ecuyer and Y. Champoux, “Importance Sampling for Large ATM-Type Queueing Networks”,
Proceedings of the 1996 Winter Simulation Conference, IEEE Press, Dec. 1996, 309–316.
[260] F. J. Vázquez-Abad, P. L’Ecuyer and B. Martin, “On the Linear Growth of the Split-and-Merge
Simulation Tree for a Multicomponent Replacement Model”, WODES’96: International Workshop
on Discrete Event Systems, Edinburgh, Aug. 1996, 57–62.
[261] P. L’Ecuyer and J.-F. Cordeau, “Tests sur les Points Rapprochés pour les Générateurs de Valeurs
Aléatoires”, Compte-Rendus de ASU’96: Les XXVIII-ièmes Journées de Statistique, Université
Laval, May 1996, 479–482.
[262] R. Couture and P. L’Ecuyer, “Linear Recurrences with Carry as Uniform Random Number Gener-
ators”, Proceedings of the 1995 Winter Simulation Conference, IEEE Press, Dec. 1995, 263–267.
[263] P. L’Ecuyer, “Efficiency Improvement via Variance Reduction”, Proceedings of the 1994 Winter
Simulation Conference, IEEE Press, Dec. 1994, 122–132.
[264] P. L’Ecuyer, “Recent Advances in Uniform Random Number Generation”, Proceedings of the 1994
Winter Simulation Conference, IEEE Press, Dec. 1994, 176–183.
[265] P. L’Ecuyer and R. Couture, “The Theoretical Underpinnings of Some Combined Random Number
Generators”, Proceedings of the 1994 European Simulation Conference, The Society for Computer
Simulation, Oct. 1994, 55–59.

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[266] P. W. Glynn and P. L’Ecuyer, “On the Existence and Estimation of Performance Measure Deriva-
tives for Stochastic Recursions”, Lectures Notes in Control and Information Sciences, 199, June
1994, 429–435.
[267] F. Vázquez-Abad and P. L’Ecuyer, “Simulation Trees for Functional Estimation via the Phantom
Method” Lectures Notes in Control and Information Sciences, 199, June 1994, 449–455.
[268] P. L’Ecuyer, “Two Approaches for Estimating the Gradient in Functional Form”, Proceedings of
the 1993 Winter Simulation Conference, Dec. 1993, 338–346.
[269] P. L’Ecuyer, “Testing Random Number Generators”, Proceedings of the 1992 Winter Simulation
Conference, Dec. 1992, 305–313.
[270] S. Tezuka and P. L’Ecuyer, “An Analysis of Add-and-Carry and Subtract-with-Borrow Generators”,
Proceedings of the 1992 Winter Simulation Conference, Dec. 1992. 443–447.
[271] P. L’Ecuyer, N. Giroux, and P. W. Glynn, “Experimental Results for Gradient Estimation and
Optimization of a Markov Chain in Steady-State”, Lecture Notes in Economics and Mathematical
Systems, no. 374, Springer-Verlag, 1992, 14–23.
[272] P. L’Ecuyer, “An Overview of Derivative Estimation”, Proceedings of the 1991 Winter Simulation
Conference, Dec. 1991, 207–217.
[273] F. Vázquez-Abad and P. L’Ecuyer, “Comparing Alternative Methods for Derivative Estimation
when IPA Does Not Apply Directly”, Proceedings of the 1991 Winter Simulation Conference, Dec.
1991, 1004-1011.
[274] P. W. Glynn, P. L’Ecuyer, and M. Adès, “Gradient Estimation for Ratios”, Proceedings of the 1991
Winter Simulation Conference, Dec. 1991, 986–993.
[275] A. Haurie, P. L’Ecuyer, and Ch. van Delft, “Monte Carlo Optimization of Parametrized Policies
in a Class of Piecewise Deterministic Control Systems Arising in Manufacturing Flow Control”,
Proceedings of the 29th IEEE CDC , Dec. 1990, 587–589.
[276] M. Breton and P. L’Ecuyer, “Approximative Solutions to Continuous Stochastic Games”, Fourth
International Symposium on Differential Games and Applications, Helsinki, Aug. 1990.
[277] A. Haurie, Ch. van Delft, and P. L’Ecuyer, “Optimization by Simulation in Manufacturing Flow
Control Models”, Proceedings, Rensselaer’s Second International Conference on Computer Integrated
Manufacturing, Troy, New York, IEEE Press, May 1990, 214–221.
[278] P. L’Ecuyer, “A Tutorial on Uniform Variate Generation”, 1989 Winter Simulation Conference
Proceedings, Dec. 1989, 40–49.
[279] P. L’Ecuyer and R. Proulx, “Nonlinear Polynomial Conguential Generators for Simulation”, 1989
Winter Simulation Conference Proceedings, Dec. 1989, 467–476.
[280] P. L’Ecuyer and F. Blouin, “Linear Conguential Generators of Order k > 1”, 1988 Winter Simula-
tion Conference Proceedings, Dec. 1988, 432–439.
[281] F. Chauny, A. Haurie, P. L’Ecuyer and R. Loulou, “Dynamic Programming Solution to the Stochas-
tic Multiple Lot Dispatching in a FMS”, Proceedings of the International Conference on Computer
Integrated Manufacturing, IEEE Computer Society Press, May (1988), 238–243.
[282] P. L’Ecuyer and J. Malenfant, “Computing Optimal Checkpointing Policies : A Dynamic Program-
ming Approach”, Lecture Notes in Economics and Mathematical Systems, no. 302, Springer-Verlag,
1988, 214–229.
[283] M. Breton and P. L’Ecuyer, “On the Existence and Computation of Sequential Equilibria in Markov
Renewal Games”, Lecture Notes in Economics and Mathematical Systems, no. 302, Springer-Verlag,
1988, 200–213

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[284] P. L’Ecuyer and N. Giroux, “A Process-Oriented Simulation Package Based on Modula-2”, 1987
Winter Simulation Conference Proceedings, Dec. 1987, 165–174.
[285] P. L’Ecuyer, “A Portable Random Number Generator for 16-bit Computers”, Modeling and Simu-
lation on Microcomputers : 1987 , Jan. 1987, 45–49.
[286] P. L’Ecuyer, “Efficient and Portable 32-bit Random Variate Generators”, 1986 Winter Simulation
Conference Proceedings, Dec. 1986, 275–277.
[287] A. Haurie and P. L’Ecuyer, “Approximation and Bounds in Discrete Event Dynamic Programming”,
Proc. of the 23th IEEE Conference on Decision and Control , Las Vegas, Dec. 1984, 1097–1100.
[288] P. L’Ecuyer, “Approximations and Bounds in Discrete Stage Markov Decision Processes”, Proceed-
ings of the 11th IFIP Conference on System Modelling and Optimization, Copenhagen, July 1983,
603–608.
[289] A. Haurie and P. L’Ecuyer, “A Discrete-Time Dynamic Programming Model for Group Preventive
Replacement”, in Applied Systems and Cybernetics, Lasker, Ed., Pergamon Press, vol. II, 1981,
1083–1087.
[290] A. Haurie and P. L’Ecuyer, “Optimal and Suboptimal Strategies for Group Preventive Replace-
ment” Proceedings of the 19-th IEEE Conference on Decision and Control , Albuquerque, Dec. 1980,
766–773.

6. Papers submitted or under revision:

[291] Y. Peng, M. C. Fu, J.-Q. Hu, P. L’Ecuyer, and B. Tuffin, “A Generalized Likelihood Ratio Method
for Stochastic Models with Uniform Random Numbers As Inputs,” (submitted for publication), 2021.
[292] Z. I. Botev, P. L’Ecuyer, and B. Tuffin, “Reliability Estimation for Networks with Minimal Flow
Demand and Random Link Capacities,” under revision.
[293] R. Xu, P. Brown, and P. L’Ecuyer, “A tool set for random number generation on GPUs in R,”
(submitted for publication), 2022.

4. Books/Proceedings published as Editor:

[294] B. Tuffin and P. L’Ecuyer, Eds., Monte Carlo and Quasi-Monte Carlo Methods 2018 , 539 pages,
Springer-Verlag, 2020.
[295] P. L’Ecuyer, and A. B. Owen, Eds., Monte Carlo and Quasi-Monte Carlo Methods 2008 , 672 pages,
Springer-Verlag, 2009.
[296] V. Kumar, M. L. Gavrilova, C. J. K. Tan, and P. L’Ecuyer, Eds., Computational Science and
Its Applications—ICCSA 2003 , Lecture Notes in Computer Science, volumes 2667–2669 (3 books),
Springer-Verlag, Berlin, 2003.
[297] M. Dror, P. L’Ecuyer, and F. Szidarovszki, Eds., Modeling Uncertainty: An Examination of Stochas-
tic Theory, Methods, and Applications, Kluwer Academic Publishers, 2002.

5. Book reviews:
[298] P. L’Ecuyer, Review of : “Gradient Estimation and Perturbation Analysis,” by Paul Glasserman
(Kluwer 1991), Networks, 24, 2 (1994), 127–128.
[299] P. L’Ecuyer, Review of : “Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization
by the Score Function Method,” By R. Y. Rubinstein and A. Shapiro (Wiley 1993), European Journal
of Operations Research, 74 (1994), 240–241.

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6. Other publications (technical reports, software guides, etc.):
[300] P. L’Ecuyer, D. Munger, and N. Kemerchou, “clRNG: A Random Number API with Multiple
Streams for OpenCL,” software user’s guide, see http://simul.iro.umontreal.ca/, 2015.
[301] P. L’Ecuyer, “SSJ: A Java Library for Stochastic Simulation”, version 3.2, large open source software
library with several hundred pages of documentation, http://simul.iro.umontreal.ca/ssj, 2016.
[302] D. Munger and P. L’Ecuyer, “Lattice Builder: A Software Tool for Constructing Rank-1 Lattices”,
software user’s guide, see http://simul.iro.umontreal.ca/, 2012, new version in 2014.
[303] E. Buist and P. L’Ecuyer, “ContactCenters Java Simulation Library, over 800 pages of documenta-
tion, available at http://simul.iro.umontreal.ca/contactcenters, 2012.
[304] P. L’Ecuyer, “SSJ: A Java Library for Stochastic Simulation”, version 2.0, software user’s guide,
approximately 500 pages separated into 12 fascicles, available at http://simul.iro.umontreal.
ca/ssj/, 2008.
[305] P. L’Ecuyer, “SSJ User’s Guide: Overview and Examples, 63 pages, 2007. http://simul.iro.
umontreal.ca/ssj/examples/examples.pdf, 2007.
[306] P. L’Ecuyer and R. Simard, “TestU01: A Software Library in ANSI C for Empirical Testing of
Random Number Generators”, version 1.2.1, software user’s guide, 219 pages, available at http:
//simul.iro.umontreal.ca/testu01/tu01.html, 2007.
[307] P. L’Ecuyer and R. Simard, “PROBDIST: A Software Library of Probability Distributions and
Goodness-of-Fit Statistics in ANSI C”, software user’s guide, 2001.
[308] P. L’Ecuyer and R. Simard, “MYLIB: A Small Library of Basic Utilities in ANSI C”, software
user’s guide, 2001.
[309] P. L’Ecuyer and R. Simard, “TestU01: Une librairie Modula-2 pour appliquer des tests statistiques
à des générateurs de valeurs aléatoires”, manuscript, 2001.
[310] P. L’Ecuyer and R. Couture, “LatMRG: A Toolkit for Theoretical Testing of Linear Congruential
and Multiple Recursive Generators”, manuscript, 2000.
[311] P. L’Ecuyer and F. Blouin, “BonGCL: Un logiciel pour la recherche de bons générateurs à congru-
ence linéaire”, Report DIUL-RT-8803, Dépt. d’informatique, Univ. Laval, 1988.
[312] P. L’Ecuyer, G. Perron and F. Blouin, “SENTIERS: Un logiciel Modula-2 pour l’arithmétique sur
les grands entiers”, Report DIUL-RT-8802, Dépt. d’informatique, Univ. Laval, 1988.
[313] P. L’Ecuyer, “SIMOD: Définition fonctionnelle et guide d’utilisation”, Report DIUL-RT-8706, Dépt.
informatique, Univ. Laval, 1987. Version 2.0, DIUL-RT-8804, 1988.
[314] P. L’Ecuyer, “SIMPASCAL 2.0 : Guide de l’usager pour VAX/VMS”, Report DIUL-RT-8705, Dépt.
d’informatique, Univ. Laval, 1987.
[315] P. L’Ecuyer, “Proposition de règles de formattage pour les programmes Pascal”, Report DIUL-RR-
8604, Dépt. d’informatique, Univ. Laval, 1986.
[316] P. L’Ecuyer, “SIMPASCAL : un package de simulation à événements discrets basé sur le langage
Pascal”, Report DIUL-RR-8511, Dépt. d’informatique, Univ. Laval, 1985.
[317] P. L’Ecuyer, “Discrete Event Dynamic Programming in Borel Spaces with State Dependent Dis-
counting”, DIUL-RR-8309, Dépt. d’informatique, Univ. Laval, 1983.
[318] P. L’Ecuyer, “Processus de décision markoviens à étapes discrètes : application à des problèmes
de remplacement d’équipement”, Ph.D. thesis, published in Les cahiers du GERAD, no. G-83-06,
Ecole des H.E.C., Montréal, 1983.

24
7. Open source software:
[319] P. L’Ecuyer, R. Simard, R. Legault, S. Vigna, H. Haramoto, T. Guillaumot, F. Maligne,
“TestU01-64: Software for Testing Testing Random Number Generators”, https://github.com/
pierrelecuyer/testu01-private, under development, 2022.
[320] P. L’Ecuyer, D. Munger, P. Marion, M. Godin, A. Jemel, F. Puchhammer, “Latnet Builder:
A General Software Tool for Constructing Highly-Uniform Point Sets”, https://github.com/
umontreal-simul/latnetbuilder, version 2.1.2, 2022.
[321] P. L’Ecuyer, R. Simard, M.-A. Savard, R. Couture, P. Wambergue, E. Bourceret, “LatMRG: A
Tool to Study the Lattice Structure of Linear Congruential Random Number Generators”, https:
//github.com/savamarc/LatMRG, 2022.
[322] P. L’Ecuyer, M.-A. Savard, R. Couture, P. Wambergue, E. Bourceret, “A software package for test-
ing the uniformity of integral lattices in the real space”, https://github.com/umontreal-simul/
latticetester, 2022.
[323] P. L’Ecuyer, “SSJ: A Java Library for Stochastic Simulation”, software library for stochastic sim-
ulation, https://github.com/umontreal-simul/ssj, version 3.3.1, Oct. 2018.
[324] P. L’Ecuyer, D. Munger, and N. Kemerchou, “clRNG: A Random Number API with Multiple
Streams for OpenCL,” https://github.com/clMathLibraries/clRNG, 2016.
[325] P. L’Ecuyer and R. Simard, “TestU01: A Software Library in ANSI C for Empirical Testing of Ran-
dom Number Generators”, https://github.com/umontreal-simul/TestU01-2009, version 1.2.3,
2009.

8. Other conferences (without proceedings, abstracts only):

[1] T. Goda and P. L’Ecuyer, “Construction-Free Median Lattice Rules”, 15th International Conference
on Monte Carlo and Quasi-Monte Carlo Methods (MCQMC), Linz, Austria, July 2022.
[2] P. L’Ecuyer, “An Update on Lattice Tester, LatMRG, and Lattice Builder”, 15th International
Conference on Monte Carlo and Quasi-Monte Carlo Methods (MCQMC), Linz, Austria, July 2022.
[3] F. Puchhammer, A. Ben Abdellah, and P. L’Ecuyer, “Efficient Simulation of Markov Chains with
Array-RQMC”, CORS/INFORMS International Conference, Vancouver, June 2022.
[4] F. Puchhammer, P. L’Ecuyer, A. Ben Abdellah, and A. B. Owen, “Monte Carlo and Quasi-Monte
Carlo Density Estimation”, CORS/INFORMS International Conference, Vancouver, June 2022.
[5] F. Puchhammer, A. Ben Abdellah, and P. L’Ecuyer, “Simulating Chemical Reaction Networks with
Randomized Quasi-Monte Carlo,” Canadian Mathematical Society Summer Meeting, St Johns, New-
foundland, June 2022.
[6] P. L’Ecuyer, “Challenges in Modeling Arrival and Service Processes for Call Centers”, École Poly-
technique, Palaiseau, France, May 2022.
[7] F. Puchhammer, A. Ben Abdellah, P. L’Ecuyer, and A. B. Owen, “Monte Carlo and Quasi-Monte
Carlo Density Estimation in Simulation”, SIAM Conference on Uncertainty Quantification, Atlanta,
April 2022.
[8] F. Puchhammer, A. Ben Abdellah, and P. L’Ecuyer, “Probability Density Estimation for Simulation
Models,” Waterloo Student Conference in Statistics, Actuarial Science and Finance, University of
Waterloo, Canada, Nov. 2021.

25
 [9] C. Chimisov, Y. Darmon, Y. Gaeremynck, and P. L’Ecuyer, “RQMC Tools for Tensorflow,” 13th
International Conference on Monte Carlo Methods and Applications (MCM2021), Online Conference,
Mannheim, Germany, Aug. 2021.
[10] F. Puchhammer, A. Ben Abdellah, and P. L’Ecuyer, “Simulating Chemical Reaction Networks with
Tau-Leaping and Array-RQMC,” 13th International Conference on Monte Carlo Methods and Ap-
plications (MCM2021), Online Conference, Mannheim, Germany, Aug. 2021.
[11] P. L’Ecuyer, “Density Estimation by Monte Carlo and Randomized Quasi-Monte Carlo”, invited
plenary talk, 14th International Conference on Monte Carlo and Quasi-Monte Carlo Methods
(MCQMC), Oxford, U.K. (Online-only Conference), Aug. 2020.
[12] P. Marion, P. L’Ecuyer, and M. Godin “Custom Digital Net Constructions: Algorithms and Soft-
ware”, 14th International Conference on Monte Carlo and Quasi-Monte Carlo Methods (MCQMC),
Oxford, U.K. (Online-only Conference), Aug. 2020.
[13] P. L’Ecuyer, “Density estimation by Monte Carlo and randomized quasi-Monte Carlo,” École Na-
tionale d’Aviation Civile, Toulouse, France, March 2020.
[14] P. L’Ecuyer, “Density estimation by Monte Carlo and randomized quasi-Monte Carlo,” Basque
Center for Applied Mathematics, Bilbao, Spain, Dec. 2019.
[15] P. L’Ecuyer, “Density estimation by Monte Carlo and quasi-Monte Carlo,” Centre of Excellence in
Modeling and Simulation for Next Generation Ports, Department of Industrial Systems Engineering
and Management, National University Singapore, Singapore, Oct. 2019.
[16] F. Puchhammer, A. Ben Abdellah, and P. L’Ecuyer, “Variance Reduction for Chemical Reaction
Networks with Array-RQMC,” 12th International Conference on Monte Carlo Methods and Appli-
cations (MCM2019), Sydney, Australia, July 2019.
[17] M.-A. Savard, P. L’Ecuyer, and E. Bourceret, “A Software Tool to Analyze the Lattice Structure
of RNGs,” 12th International Conference on Monte Carlo Methods and Applications (MCM2019),
Sydney, Australia, July 2019.
[18] P. L’Ecuyer, A. Ben Abdellah, A. B. Owen, and F. Puchhammer, “Quasi-Monte Carlo Density
Estimation,” INFORMS Applied Probability Society Conference, Brisbane, Australia, July 2019.
[19] P. L’Ecuyer, “Density estimation by Monte Carlo and quasi-Monte Carlo,” EURO 2019, Dublin,
Ireland, June 2019.
[20] P. L’Ecuyer, A. Ben Abdellah, and F. Puchhammer, “Monte Carlo and Randomized Quasi-Monte
Carlo Density Estimation by Conditioning,” The Optimization Days, Montreal, May 2019.
[21] F. Puchhammer, A. Ben Abdellah, and P. L’Ecuyer, “Variance Reduction for Chemical Reaction
Networks with Array-RQMC,” The Optimization Days, Montreal, May 2019.
[22] A. Ben Abdellah, P. L’Ecuyer, and F. Puchhammer, “Application of Array-RQMC for option pric-
ing,” The Optimization Days, Montreal, May 2019.
[23] P. L’Ecuyer, A. Ben Abdellah, A. B. Owen, and F. Puchhammer, “Density Estimation by Monte
Carlo and Randomized Quasi-Monte Carlo,” “Meet a GERAD Researcher” conference, GERAD,
Montreal, March 2019.
[24] P. L’Ecuyer, A. Ben Abdellah, A. B. Owen, and F. Puchhammer, “On Density Estimation by Ran-
domized Quasi-Monte Carlo,” Workshop on Frontier Technologies for High-Dimensional Problems
and Uncertainty Quantification, RICAM, Linz, Austria, Dec. 2018.
[25] P. L’Ecuyer, Z. I. Botev, and D. P. Kroese, “On a Generalized Splitting Method for Sampling From
a Conditional Distribution,” Workshop: Advances and Challenges in Monte Carlo Methods, The
University of Queensland, Australia, Nov. 2018.

26
[26] F. Puchhammer, A. Ben Abdellah, P. L’Ecuyer, and A. B. Owen, “Density Estimation by Random-
ized Quasi-Monte Carlo,” 13th International Conference on Monte Carlo and Quasi-Monte Carlo
Methods in Scientific Computing, Rennes, France, July 2018.
[27] P. L’Ecuyer, P. Wambergue, and E. Bourceret, “On the Lattice Structure of MIXMAX Random
Number Generators”, 13th International Conference on Monte Carlo and Quasi-Monte Carlo Meth-
ods in Scientific Computing, Rennes, France, July 2018.
[28] R. El Haddad, J. El Maalouf, C. Lécot, and P. L’Ecuyer, “Sudoku Sampling For Markov Chains
Simulation”, 13th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in
Scientific Computing, Rennes, France, July 2018.
[29] T. A. Ta, P. L’Ecuyer, and F. Bastin, “On a two-stage stochastic optimization problem with stochas-
tic constraints and nested sampling,” The Optimization Days, Montreal, May 2018.
[30] T. A. Mai, T. A. Ta, F. Bastin, and P. L’Ecuyer, “A learning-based approach for multi-skill staffing
optimization in call centers,” The Optimization Days, Montreal, May 2018.
[31] P. L’Ecuyer, A. Ben Abdellah, F. Puchhammer, and A. B. Owen, “Density Estimation by Ran-
domized Quasi-Monte Carlo,” SAMSI workshop on QMC methods, SAMSI, North Carolina, May
2018.
[32] F. Puchhammer, M. Godin, A. Jemel, P. L’Ecuyer, P. Marion, D. Munger, “Monte Carlo and
(Randomized) Quasi-Monte Carlo Simulations with Lattice Builder and SSJ,” SAMSI workshop on
QMC methods, SAMSI, North Carolina, May 2018.
[33] P. L’Ecuyer, “Density Estimation by Randomized Quasi-Monte Carlo”, School of Mathematics and
Statistics, University of New South Wales, Sydney, Australia, March 2018.
[34] P. L’Ecuyer, “Challenges in Modeling Arrival and Service Processes in Service Systems”, “Meet a
GERAD Researcher” conference, GERAD, Montreal, Nov. 2017.
[35] P. L’Ecuyer, “Modeling Issues in Call Centers”, invited talk, Mid Sweden University, Sundsvall,
Sweden, Oct. 2017.
[36] P. L’Ecuyer, “Lattice rules for Quasi-Monte Carlo”, invited tutorial, SAMSI Opening Workshop on
Quasi-Monte Carlo, Duke University, Aug. 2017.
[37] T. A. Ta, W. Chan, P. L’Ecuyer, and F. Bastin, “On the Sample Average Approximation of a Two-
Stage Chance-Constrained Staffing Problem in Call Centers,” IFORS 2017: 21st Conference of the
International Federation of Operational Research Societies, Quebec, July 2017.
[38] M. Thiongane, W. Chan, and P. L’Ecuyer, “Machine learning delay predictors in multi-skill call
center using real data”, IFORS 2017: 21st Conference of the International Federation of Operational
Research Societies, Quebec, July 2017.
[39] W. Chan, T. A. Ta, P. L’Ecuyer, and F. Bastin, “Using K-means to improve two-stage chance-
constrained staffing for multi-skill call center with arrival rate uncertainties”, IFORS 2017: 21st
Conference of the International Federation of Operational Research Societies, Quebec, July 2017.
[40] T. A. Ta, W. Chan, P. L’Ecuyer, and F. Bastin, “On the Sample Average Approximation of a Two-
Stage Chance-Constrained Staffing Problem in Call Centers,” 15th EUROPT Workshop on Advances
in Continuous Optimization Montreal, July 2017.
[41] A. Ben Abdallah, P. L’Ecuyer, and A. B. Owen, “Density Estimation by Randomized Quasi-Monte
Carlo,” MCM 2017: Eleventh International Conference on Monte Carlo Methods and Applications,
Montreal, July 2017.

27
[42] Z. I. Botev, D. Macinlay, R. Salomone, and P. L’Ecuyer, “Practical Estimators for the Distribu-
tion of the Sum of Correlated Lognormal Random Variables,” MCM 2017: Eleventh International
Conference on Monte Carlo Methods and Applications, Montreal, July 2017.
[43] T. A. Ta, W. Chan, P. L’Ecuyer, and F. Bastin, “On the Sample Average Approximation of a
Two-Stage Staffing Problem with Chance Constraints and Recourse in Call Centers,” MCM 2017:
Eleventh International Conference on Monte Carlo Methods and Applications, Montreal, July 2017.
[44] P. L’Ecuyer, “Simulation de chaines de Markov: briser le mur de la convergence en n−1/2 ,” Colloque
du DIRO, Université de Montréal, March 2017.
[45] P. L’Ecuyer, “Random number generation with multiple streams for sequential and parallel comput-
ing,” Operations Research Center, MIT, Cambridge, Mass., USA, Feb. 2017.
[46] P. L’Ecuyer, “Supercanonical convergence rates in quasi-Monte Carlo simulation of Markov chains,”
Operations Research Seminars, Stanford University, California, Jan. 2017.
[47] T. A. Ta, W. Chan, P. L’Ecuyer, and F. Bastin, “On the sample average approximation of the two-
stage chance constrained staffing problem in call centers with arrival rate uncertainty,” INFORMS
Annual Meeting, Nashville, Nov. 2016.
[48] M. Thiongane, W. Chan, and P. L’Ecuyer, “Two new history-based delay predictors for call centers,”
INFORMS Annual Meeting, Nashville, Nov. 2016.
[49] P. L’Ecuyer, “Supercanonical convergence rates in the simulation of Markov chains,” Invited Ple-
nary Tutorial, Valuetools 2016, Taormina, Italy, Oct. 2016.
[50] P. L’Ecuyer, “Introduction to (Randomized) Quasi-Monte Carlo Methods,” invited tutorial, 12th
International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing,
Stanford, California, Aug. 2016.
[51] Z. Botev, P. L’Ecuyer, R. Shah, and B. Tuffin, “Reliability Estimation for Networks with Minimal
Flow Demand and Random Link Capacities,” 12th International Conference on Monte Carlo and
Quasi-Monte Carlo Methods in Scientific Computing, Stanford, California, Aug. 2016.
[52] P. L’Ecuyer, “Random number generators: Design principles and statistical testing”, Mixmax Net-
work Meeting on RNGs, Centre Européen de Recherche Nucléaire (CERN), Geneva, Suisse, July
2016.
[53] P. L’Ecuyer, “Stochastic Simulation”, invited 6-hour advanced tutorial, Operations Research
Seminars, Zinal, Suisse, July 2016
[54] P. L’Ecuyer, “A Comparison of Some Rare-Event Simulation Methods for Static Network Reliability
Estimation”, Invited Plenary Tutorial, Summer School in Monte Carlo Methods for Rare
Events, Brown University, Providence, USA, June 2016
[55] P. L’Ecuyer, “Optimal ranking of online search requests for long-term revenue maximization”, Fac-
ulty of Industrial Engineering and Management, Technion, Haifa, Israel, June 2016.
[56] P. L’Ecuyer, P. Maillé, N. Stier-Moses, and B. Tuffin, “Optimal ranking of online search requests
for long-term revenue maximization”, Operations Research Society of Israel Conference, Maale
Hashamisha, Israel, May 2016.
[57] P. L’Ecuyer, “On the modeling of arrival processes and service times in call centers,” Workshop on
Service Systems, VU University, Amsterdam, May 2016.
[58] W. Chan, T. A. Ta, P. L’Ecuyer, and F. Bastin, “Chance-constrained staffing with recourse for multi-
skill call centers with arrival rate uncertainty,” Canadian Operations Research Society Conference,
Banff, May 2016.

28
[59] T. A. Ta, W. Chan, P. L’Ecuyer, and F. Bastin, “Chance-constrained staffing with recourse for multi-
skill call centers with arrival rate and absenteeism uncertainty,” The Optimization Days, Montreal,
May 2016.
[60] M. Thiongane, W. Chan, and P. L’Ecuyer, “Two new history-based delay predictors for call centers,”
The Optimization Days, Montreal, May 2016.
[61] B. Tuffin, Z. Botev, and P. L’Ecuyer, “ Permutation Monte Carlo: applications, analysis and exten-
sions”, RESIM 2016, Eindhoven, The Netherlands, March 2016.
[62] P. L’Ecuyer, “Introduction to Rare-Event Simulation”, Invited Plenary Tutorial, RESIM 2016,
Eindhoven, The Netherlands, March 2016.
[63] P. L’Ecuyer, P. Maillé, N. Stier-Moses, and B. Tuffin, “Ordonnancement optimal des liens pertinents
pour une requête dans un moteur de recherche”, Département d’informatique, Université Laval,
March 2016.
[64] P. L’Ecuyer, “A review of Array-RQMC: Sorting methods and convergence rates”, School of Math-
ematics and Statistics, University of New South Wales, Sydney, Australia, Feb. 2016.
[65] P. L’Ecuyer, P. Maillé, N. Stier-Moses, and B. Tuffin, “Optimal ranking of online search requests for
long-term revenue maximization”, Eller Business School, University of Arizona, Tucson, Jan. 2016.
[66] P. L’Ecuyer, “Imitation Challenges: From Uniform Random Variables to Complex Systems”, Titan
Plenary Talk, 2015 Winter Simulation Conference, Los Angeles, Dec. 2015.
[67] P. L’Ecuyer, P. Maillé, N. Stier-Moses, and B. Tuffin, “Ordonnancement optimal des pages proposées
par un moteur de recherche”, Colloque du DIRO, Université de Montréal, Nov. 2015.
[68] P. L’Ecuyer, P. Maillé, N. Stier-Moses, and B. Tuffin, “Optimal ranking of online search requests for
long-term revenue maximization”, Sixième atelier sur les jeux dynamiques en sciences de la gestion,
HEC Montréal, Oct. 2015.
[69] P. L’Ecuyer, “Générateurs pseudoaléatoires avec plusieurs séquences et sous-séquences pour calcul
parallèle”, invited présentation, Département de mathématiques et statistique, Université Laval,
Québec, Oct. 2015.
[70] P. L’Ecuyer, Z. Botev, R. Shah, and B. Tuffin, “Conditioning by Permutation Monte Carlo for
Continuous-Time Markov Chains”, Eighth International Workshop on Simulation, Vienna, Austria,
Sept. 2015.
[71] P. L’Ecuyer, “Random Number Generators with Multiple Streams for Parallel Computing: An
Overview and Some Proposals”, invited tutorial, Ninth International Conference on Advanced En-
gineering Computing and Applications in Sciences (ADVCOMP), Nice, France, July 2015.
[72] P. L’Ecuyer, C. Lécot, and B. Tuffin, “Recent Developments on Array-RQMC”, Tenth IMACS
Symposium on Monte Carlo Methods, Linz, Austria, July 2015.
[73] Z. Botev and P. L’Ecuyer, “Sequential Importance Sampling for High-Dimensional Integration”,
Tenth IMACS Symposium on Monte Carlo Methods, Linz, Austria, July 2015.
[74] P. L’Ecuyer, “Stochastic Modeling and Simulation in Service Systems”, six-hour invited tutorial
talk, Workshop on Simulation for Managerial Decision Making, The University of Edinburgh, U.K.,
June 2015.
[75] P. L’Ecuyer and D. Munger, “A Random Number API with Multiple Streams for OpenCL”, Poster
Presentation, High Performance Computing Symposium (HPCS) 2015, Montreal, June 2015.
[76] P. L’Ecuyer, C. Lécot, and B. Tuffin, “Comparison of Sorting Strategies for the Array-RQMC
Method”, CORS/INFORMS International Conference, Montreal, June 2015.

29
[77] D. Munger, M. Gendreau, J. Keutchayan, and P. L’Ecuyer, “Nonuniform Randomized Quasi-Monte
Carlo”, CORS/INFORMS International Conference, Montreal, June 2015.
[78] M. Pelleau, P. L’Ecuyer, and L.-M. Rousseau, “Simulation-Based Scheduling of Agents with Call
Arrival Forecasts in Call Centers”, CORS/INFORMS International Conference, Montreal, June 2015.
[79] M. Thiongane, W. Chan, and P. L’Ecuyer, “Real-Time Waiting Time Predictors in Multiskill Call
Centers”, CORS/INFORMS International Conference, Montreal, June 2015.
[80] W. Chan and P. L’Ecuyer, “Chance Constrained Staffing with Recourse for Multiskill Call Centers
with Arrival-Rate Uncertainty”, CORS/INFORMS International Conference, Montreal, June 2015.
[81] P. L’Ecuyer, Z. Botev, R. Simard, and B. Tuffin, “Static Network Reliability Estimation via a
Splitting-Based Learning Algorithm”, Network Optimization Workshop (NOW 2015), La Rochelle,
France, May 2015.
[82] P. L’Ecuyer, “Random Number Generators with Multiple Streams for Parallel Computers”, invited
plenary talk, SEPADS 2015, Dubai, Feb. 2015.
[83] M. Pelleau, L.-M. Rousseau, P. L’Ecuyer, Z. Walid, and L. Delorme, “Scheduling agents using forecast
call arrivals at Hydro-Québec’s call centers”, Informs Computing Society Conference, Richmond,
Virginia, Jan. 2015.
[84] P. L’Ecuyer, “Challenges in Stochastic Modeling of Service Systems: Illustrations with Call Centers”,
Rotman School of Management, University of Toronto, Nov. 2014.
[85] P. L’Ecuyer, “Discussion of 2014 Markov Lecture of Peter W. Glynn: Perspectives on Traffic Mod-
eling”, INFORMS Annual Meeting, San Francisco, Nov. 2014.
[86] R. Ibrahim, P. L’Ecuyer, H. Shen, “Service Times in Call Centers: A Data-Based Perspective”,
INFORMS Annual Meeting, San Francisco, Nov. 2014.
[87] P. L’Ecuyer, “Challenges in Stochastic Modeling of Call Centers”, École Centrale de Paris, Châtenay-
Malabry, France, June 2014.
[88] P. L’Ecuyer, “Multiple Streams of Random Numbers for Parallel Computers: Design and Implemen-
tation”, Centre d’Énergie Atomique (CEA), Saclay, France, June 2014.
[89] P. L’Ecuyer, “Challenges in Stochastic Modeling of Service Systems: Illustrations with Call Centers”,
invited plenary talk, 10th Workshop on Performance Evaluation (AEP 2014), Inria Sophia-
Antipolis, France, June 2014.
[90] N. Stier-Moses, P. L’Ecuyer, P. Maillé, and B. Tuffin, “Revenue-Maximizing Rankings for Online
Platforms with Quality-Sensitive Consumers”, Yahoo Inc., June 2014.
[91] M. Thiongane and P. L’Ecuyer, “Waiting Time Prediction in Multiskill Call Centers with Callback
Options”, The Optimization Days, Montreal, May 2014.
[92] N. Chapados and P. L’Ecuyer, “Hierarchical Bayesian State-Space Model for Call Center Arrival
Rate Forecasting”, The Optimization Days, Montreal, May 2014.
[93] M. Pelleau, L.-M. Rousseau, P. L’Ecuyer, and L. Delorme, “Agent Scheduling from Forecasts of
Future Call Arrivals at Hydro-Québec Call Centers”, The Optimization Days, Montreal, May 2014.
[94] T. A. Ta, P. L’Ecuyer, and F. Bastin, “Staffing Optimization with Chance Constraints in Call
Centers”, The Optimization Days, Montreal, May 2014.
[95] W. Chan, G. Koole, and P. L’Ecuyer, “Dynamic Call Routing Policies Using Call Waiting Times
and Agent Idle Times”, The Optimization Days, Montreal, May 2014.

30
[96] P. L’Ecuyer, C. Lécot, and B. Tuffin, “Convergence Rates for the Array-RQMC Method,” Eleventh
International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing,
Leuven, April 2014.
[97] B. Tuffin and P. L’Ecuyer, “Network reliability simulation with extension to Marshall-Olkin copula-
based dependent failures,” Eleventh International Conference on Monte Carlo and Quasi-Monte
Carlo Methods in Scientific Computing, Leuven, April 2014.
[98] P. L’Ecuyer, “On the Distribution of Integration Error with Randomly-Shifted Lattice Rules”, invited
talk, Latrobe University, Melbourne, Australia, Feb. 2014.
[99] P. L’Ecuyer, “Static Network Reliability Estimation Under the Marshall-Olkin Copula”, School of
Mathematics, University of New South Wales, Sydney, Feb. 2014.
[100] P. L’Ecuyer and D. Munger, “Software Tools for Constructing Lattice Rules”, invited talk,
Workshop on Uniform Distribution and Quasi-Monte Carlo Methods, Linz, Austria, Oct. 2013.
[101] P. L’Ecuyer and R. Simard, “On the Lattice Structure of a Special Class of Multiple Recursive
Generators”, Workshop on Uniform Distribution Theory and Applications, Oberwolfach, Germany,
Oct. 2013.
[102] P. L’Ecuyer, “Randomized Quasi-Monte Carlo Methods”, invited 6-hour advanced tutorial, Summer
School in Computer Science, Tarragona, Spain, July 2013.
[103] P. L’Ecuyer and D. Munger, “Tailor-Made Lattice Rules: Principles and Software Tools”, invited
plenary talk, Ninth IMACS Symposium on Monte Carlo Methods, Annecy, France, July 2013.
[104] P. L’Ecuyer, “Approximate Zero-Variance Simulation and Rare Events”, invited plenary pre-
sentation, Annual meeting of the Lebanese Society for the Mathematical Sciences (LSMS-2013),
Beirut, Lebanon, May 2013.
[105] P. L’Ecuyer, “Random Numbers for Simulation”, Center for Advanced Mathematical Sciences
(CAMS), American University of Beirut, Lebanon, May 2013.
[106] P. L’Ecuyer, “Challenges in Stochastic Modeling of Complex Service Systems for Simulation and
Optimization”, invited keynote presentation, ACM SIGSIM Conference on Principles of Ad-
vanced Discrete Simulation (PADS), Montreal, Canada, May 2013.
[107] P. L’Ecuyer, “Static Network Reliability Estimation via Importance Sampling and Splitting,” School
of Business, Universidad Adolfo Ibañez, Chile, March 2013.
[108] P. L’Ecuyer, “Randomized Quasi-Monte Carlo for Stopping Time Optimization”, Workshop on
Simulation-Based Optimization, Viña del Mar, Chile, March 2013
[109] P. L’Ecuyer, “Approximate Zero-Variance Simulation”, School of Mathematics and Statistics, Uni-
versity of New South Wales, Sydney, Australia, March 2013.
[110] P. L’Ecuyer, “Artificial Random Numbers for Simulation”, School of Mathematics and Statistics,
University of New South Wales, Sydney, Australia, Feb. 2013.
[111] P. L’Ecuyer, W. Chan, and G. Koole, “Call Routing Policies with Dynamic Priorities Based on
Wait and Idle Times in Call Centers”, Statistics, Modeling and Operations Research Seminars, The
University of Queensland, Brisbane, Australia, Feb. 2013.
[112] P. L’Ecuyer, “Artificial Random Numbers for Simulation”, Maths Colloquium, The University of
Queensland, Brisbane, Australia, Feb. 2013.
[113] P. L’Ecuyer, W. Chan, and G. Koole, “Call Routing Policies with Dynamic Priorities Based on
Wait and Idle Times in Call Centers”, INFORMS Computing Society Conference, Santa Fe, USA,
Jan. 2013.

31
[114] P. L’Ecuyer, “Le hasard artificiel”, Club Mathématique, Université de Montréal, Nov. 2012.
[115] N. Chapados, M. Joliveau, L.-M. Rousseau, and P. L’Ecuyer, “Stochastic Modeling of Retail Stores
for Workforce Management”, CORS 2012 Conference, Niagara Falls, Canada, June 2012.
[116] W. Chan, G. Koole, and P. L’Ecuyer, “Weight-based routing for multi-skill call centers using call
waiting times and agent idle times”, CORS 2012 Conference, Niagara Falls, Canada, June 2012.
[117] M. Joliveau, L.-M. Rousseau, and P. L’Ecuyer, “Maximizing retail store incomes by efficient work-
force scheduling”, CORS 2012 Conference, Niagara Falls, Canada, June 2012.
[118] A. Jaoua and P. L’Ecuyer, “Sensitivity of the pooling decision to the dependence across call types
in Multiskill Call Centers”, CORS 2012 Conference, Niagara Falls, Canada, June 2012.
[119] W. Chan, G. Koole, and P. L’Ecuyer, “Call Center Routing Policy Using Call Waiting and Agent
Idle Times”, Fourth Meeting of the EURO Working Group on Stochastic Modeling, Paris, France,
June 2012.
[120] R. Ibrahim and P. L’Ecuyer, “Forecasting Call Center Arrivals: Bivariate and Mixed Models”, The
Optimization Days, Montreal, May 2012.
[121] A. Jaoua, L. Delorme, and P. L’Ecuyer, “Sensitivity of the Pooling Decision to the Dependence
Across Call Types in the Hydro-Québec Large Call Center”, The Optimization Days, Montreal, May
2012.
[122] W. Chan, G. Koole, and P. L’Ecuyer, “Weight-Based Routing for Multi-Skill Call Centers using
Call Waiting Times and Agent Idle Times”, The Optimization Days, Montreal, May 2012.
[123] P. L’Ecuyer, A. Ionut, and R. Simard, “On the Lattice Structure of a Special Class of Multiple
Recursive Generators,” Tenth International Conference on Monte Carlo and Quasi-Monte Carlo
Methods in Scientific Computing, Sydney, Australia, Feb. 2012.
[124] D. Munger and P. L’Ecuyer, “A General Software Tool for Constructing Rank-1 Lattice Rules,”
Tenth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Com-
puting, Sydney, Australia, Feb. 2012.
[125] P. L’Ecuyer, Z. I. Botev, and B. Tuffin, “Approximate Zero-Variance Simulation in Rare Event
Settings”, invited plenary talk, Eighth IMACS Symposium on Monte Carlo Methods, Borovets,
Bulgaria, Aug. 2011.
[126] Z. I. Botev and P. L’Ecuyer, “A Markov Chain Monte Carlo Method for Rare-Event Probabil-
ity Estimation”, New Frontiers in Applied Probability: Conference in Honor of Søren Asmussen,
Sønderborg, Denmark, Aug. 2011.
[127] M. Bijvank, A. Haensel, P. L’Ecuyer, and P. Marcotte, “Improved Bid Prices for Multistage Net-
work Revenue Management” INFORMS Simulation Society Research Workshop, Poster presentation,
Montreal, July 2011.
[128] W. Chan, G. Koole, and P. L’Ecuyer, “Multiskill Call Center Routing Using Weights, Call Waiting
Times and Agent Idle Times”, INFORMS Simulation Society Research Workshop, Poster presenta-
tion, Montreal, July 2011.
[129] R. Ibrahim and P. L’Ecuyer, “Forecasting Call Center Arrivals”, INFORMS Simulation Society
Research Workshop, Poster presentation, Montreal, July 2011.
[130] A. Jaoua and P. L’Ecuyer, “Modelling and Assessing the Effect of the Non-Linear Dependence
Between Call Types in Multi-Skill Call Centers,” INFORMS Simulation Society Research Workshop,
Poster presentation, Montreal, July 2011.

32
[131] M. Bijvank, A. Haensel, P. L’Ecuyer, and P. Marcotte, “Improved Bid Prices for Multistage Network
Revenue Management,” INFORMS Revenue Management and Pricing Section Conference, New
York, July 2011.
[132] Z. I. Botev and P. L’Ecuyer, “The Markov Chain Importance Sampling Method for Rare-Event
Probability Estimation”, The Optimization Days, Montreal, May 2011.
[133] D. Munger and P. L’Ecuyer, “Randomly-Shifted Lattice Rules Adapted to Specific Integrands”,
The Optimization Days, Montreal, May 2011.
[134] R. Ibrahim and P. L’Ecuyer, “Forecasting Intraday Arrivals at a Call Center”, The Optimization
Days, Montreal, May 2011.
[135] A. Jaoua and P. L’Ecuyer, “Study of Call Type Dependence in a Multiskill Call Center”, The
Optimization Days, Montreal, May 2011.
[136] W. Chan, P. L’Ecuyer, and G. Koole, “Call Center Routing Policy Based on Call Waiting and
Agent Idle Times”, The Optimization Days, Montreal, May 2011.
[137] M. Bijvank, P. L’Ecuyer, and P. Marcotte, “Improved Bid Prices for Multistage Network Revenue
Management”, The Optimization Days, Montreal, May 2011.
[138] B. Tuffin, P. L’Ecuyer, G. Rubino, H. Cancela, and S. Saggadi, “Approximation of Zero-Variance
Importance Sampling in Reliability Settings,” Seventh Conference on Extreme Value Analysis, Prob-
abilistic and Statistical Models and their Applications, Lyon, France, June 2011.
[139] P. L’Ecuyer, “Two new algorithms for static network reliability estimation,” School of Industrial
and Systems Engineering, Georgia Institute of Technology, Atlanta, April 2011.
[140] P. L’Ecuyer, “Rare Event Simulation: Challenges, Ideas, and Effective Tools,” CIISE Distinguished
Seminar Series, Concordia University, Montreal, Jan. 2011.
[141] P. L’Ecuyer and D. Munger, “What Discrepancy to Choose for Selecting RQMC Point Sets in Prac-
tice and What Difference Does it Make?”, invited plenary talk, Ninth International Conference
on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, Warsaw, Aug. 2010.
[142] P. L’Ecuyer, M. Dion, and A. L’Archevêque-Gaudet, “Array-RQMC for Markov Chains with Ran-
dom Stopping Times,” Ninth International Conference on Monte Carlo and Quasi-Monte Carlo
Methods in Scientific Computing, Warsaw, Aug. 2010.
[143] P.-A. Tremblay and P. L’Ecuyer, “Stochastic Mesh Methods for Quadratic Hedging with Trans-
action Costs,” Ninth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in
Scientific Computing, Warsaw, Aug. 2010.
[144] W. Chan and P. L’Ecuyer, “Call Center Routing Policies Based on Call Waiting and Agent Idle
Times,” ALIO-INFORMS 2010 Joint International Meeting, Buenos-Aires, June 2010.
[145] P. L’Ecuyer, “Modeling and Optimization in Call Centers: A Glance at Some Relevant Problems,”
Montreal Workshop on Call Centers, Montreal, June 2010.
[146] W. Chan and P. L’Ecuyer, “Staffing Multiskill Call Centers with Service Level and Fairness Con-
straints: An Approach Based on Aggregation, PASTA, and Partial Simulation,” Montreal Workshop
on Call Centers, Montreal, June 2010.
[147] P. L’Ecuyer, “On the Effectiveness of Randomized Quasi-Monte Carlo in Finance”, invited ple-
nary talk, IFM2 Mathematical Finance Days, Montreal, May 2010.
[148] P.-A. Tremblay and P. L’Ecuyer, “Simulation Techniques for Quadratic Hedging with Transaction
Costs”, IFM2 Mathematical Finance Days, Montreal, May 2010.

33
[149] M. Dion and P. L’Ecuyer, “American Option Pricing with Quasi-Monte Carlo Simulation”, IFM2
Mathematical Finance Days, Montreal, May 2010.
[150] P. L’Ecuyer, “Artificial Randomness for Simulation,” invited tutorial talk, The Optimization
Days, Montreal, May 2010.
[151] D. Munger, P. L’Ecuyer, and F. Bastin, “Efficient Estimation of the Mixed-Logit Likelihood Using
RQMC”, The Optimization Days, Montreal, May 2010.
[152] M. Dion and P. L’Ecuyer, “Pricing and Optimization of Natural Gas Storage via Simulation”, The
Optimization Days, Montreal, May 2010.
[153] W. Chan and P. L’Ecuyer, “Multiskill Call Center Staffing Optimization with Delay Constraints
via Stochastic Fluid Model”, The Optimization Days, Montreal, May 2010.
[154] P. L’Ecuyer, “Software Tools for Random Number Generation”, invited keynote presentation,
NSTools 2009: International Workshop on Network Simulation Tools, Pisa, Italy, Oct. 2009.
[155] P. L’Ecuyer, “Le hasard artificiel”, public conference to large audience, Université de
Montréal, Oct. 2009.
[156] P. L’Ecuyer and B. Tuffin, “Limiting Distributions for Randomly-Shifted Lattice Rules”, Seventh
IMACS Seminar on Monte Carlo Methods, Bruxelles, Sept. 2009.
[157] P. L’Ecuyer and B. Tuffin, “Limiting Distributions for Randomly-Shifted Lattice Rules”, INFORMS
Applied Probability Workshop, Cornell University, Ithaca, New York, July 2009.
[158] W. Chan, A. N. Avramidis, M. Gendreau, P. L’Ecuyer, and O. Pisacane, “Optimizing Daily Agent
Scheduling in a Multiskill Call Center”, INFORMS Applied Probability Workshop, Cornell University,
Ithaca, New York, July 2009.
[159] M. Dion and P. L’Ecuyer, “American Option Pricing with Randomized Quasi-Monte Carlo”, Opti-
mization Days 2009, Montreal, May 2009.
[160] A. L’Archevêque-Gaudet and P. L’Ecuyer, “Quasi-Monte Carlo for Markov Chains: Application to
Option Pricing”, Optimization Days 2009, Montreal, May 2009.
[161] W. Chan, A. N. Avramidis, M. Gendreau, P. L’Ecuyer, and O. Pisacane, “Optimizing Daily Agent
Scheduling in a Multiskill Call Center”, Optimization Days 2009, Montreal, May 2009.
[162] P. L’Ecuyer, “Simulation-Based Optimization for Staffing and Scheduling in Call Centers”, invited
presentation, Seminar on Sampling-Based Optimization in the Presence of Uncertainty, Dagstuhl,
Germany, April 2009.
[163] P. L’Ecuyer, “Le hasard artificiel”, Colloque du DIRO, Université de Montréal, March 2009.
[164] P. L’Ecuyer, “Lectures on Stochastic Simulation”, advanced tutorial, Scuola Superiore ISUFI,
University of Salento, Lecce, Italy, Feb. 2009.
[165] P. L’Ecuyer, “Random Number Generation”, invited keynote presentation, Workshop on
Distributed and Grid Computing in Computational Finance, INRIA, Sophia-Antipolis, France, Oct.
2008.
[166] P. L’Ecuyer, J. Blanchet, B. Tuffin, and P. W. Glynn, “Asymptotic Robustness of Estimators in
Rare-Event Simulation”, RESIM’2008, Rennes, France, Sept. 2008.
[167] P. L’Ecuyer, “Point Sets and Sequences for Quasi-Monte Carlo and Random Number Generation”,
invited keynote presentation, International Conference on Sequences and Their Applications
(SETA), Lexington, Kentucky, Oct. 2008.

34
[168] P. L’Ecuyer and B. Tuffin, “Approximating zero-variance importance sampling in a reliability set-
ting”, Efficient Monte Carlo: From Variance Reduction to Combinatorial Optimization, Sønderborg,
Denmark, July 2008.
[169] G. Rubino, H. Cancela, P. L’Ecuyer, M. Lee, and B. Tuffin, “Combining Path-Based Methods,
RQMC and Zero-Variance Approximations in Static Model Analysis”, Eighth International Con-
ference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, Montréal, July
2008.
[170] P. L’Ecuyer and C. Lécot, “Randomized quasi-Monte Carlo simulation of multidimensional Markov
chains”, Eighth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Sci-
entific Computing, Montréal, July 2008.
[171] P. L’Ecuyer, “Sur l’efficacité des méthodes quasi-Monte Carlo randomisées pour l’évaluation
d’options”, Congrès conjoint de la Société Statistique du Canada et de la Société Française de Statis-
tique, May 2008.
[172] O. Pisacane, A. N. Avramidis, M. Gendreau, and P. L’Ecuyer, “Agent Scheduling in a Multiskill
Call Center”, CORS/Optimization Days 2008 joint conference, Québec, May 2008.
[173] W. Chan and P. L’Ecuyer, “Multiskill Call Center Staffing Optimization with Continuous-Time
Markov Chain Simulation”, CORS/Optimization Days 2008 joint conference, Québec, May 2008.
[174] N. Channouf, P. L’Ecuyer, and T. Avramidis, “Forecasting Models for Daily and Intraday Arrivals
in a Call Center”, CORS/Optimization Days 2008 joint conference, Québec, May 2008.
[175] E. Buist and P. L’Ecuyer, “Simulating Call Centers Using a Uniformized Continuous-Time Markov
Chain”, CORS/Optimization Days 2008 joint conference, Québec, May 2008.
[176] P. L’Ecuyer, “Why and When Is Quasi-Monte Carlo better than Monte Carlo for Pricing Financial
Derivatives?”, CORS/Optimization Days 2008 joint conference, Québec, May 2008.
[177] P. L’Ecuyer, “Problèmes de “staffing” et de “scheduling” des agents dans les centres d’appel”,
Workshop on the interface between stochastic models and optimization, GERAD, May 2008.
[178] W. Chan, A. N. Avramidis, and P. L’Ecuyer, “Staffing Algorithms for Multiskill Call Centers”,
INFORMS Conference 2007, Seattle, USA, Nov. 2007.
[179] F. Bastin and P. L’Ecuyer, “Variance Reduction Techniques for Adaptive Nonlinear Stochastic
Programming”, INFORMS Conference 2007, Seattle, USA, Nov. 2007.
[180] P. L’Ecuyer, “Why Is Variance Reduction So Important?”, invited keynote presentation,
European Simulation and Modeling Conference 2007, Malta, Oct. 2007.
[181] H. Cancela, P. L’Ecuyer, M. Lee, G. Rubino, and B. Tuffin, “Refinements of a path-based efficient
algorithm for network reliability estimation in the rare event case”, Bernoulli Society Meeting on
Probability and Statistics in Science and Technology, University of Porto, Aug. 2007.
[182] P. L’Ecuyer, “Méthodes quasi-Monte Carlo pour les chaı̂nes de Markov et leur combinaison avec le
couplage à partir du passé”, Institut de Recherche Mathématique de Rennes, Université de Rennes
1, France, June 2007.
[183] R. El Haddad, C. Lécot, and P. L’Ecuyer, “Quasi-Monte Carlo-Based Methods for Markov Chains
with Multidimensional State Spaces”, Sixth IMACS Symposium on Monte Carlo Methods, Reading,
U.K., June 2007.
[184] P. L’Ecuyer, “Randomized Quasi-Monte Carlo for Markov Chains”, invited plenary talk, Sixth
IMACS Symposium on Monte Carlo Methods, Reading, U.K., June 2007.

35
[185] R. El Haddad, C. Lécot, and P. L’Ecuyer, “Méthodes Quasi-Monte Carlo pour la Simulation de
Chı̂nes de Markov”, Congrès National de Mathématiques Appliquées et Industrielles, Praz sur Arly,
France, June 2007.
[186] P. L’Ecuyer, “Challenges in the Modeling and Simulation of Call Centers”, invited keynote
presentation, IASTED Conference on Modelling and Simulation, Montreal, Canada, May 2007.
[187] P. L’Ecuyer and B. Tuffin, “Splitting, Weight Windows, and Quasi-Monte Carlo” International
Workshop on Rare-Event Simulation, Université de Nice, France, May 2007.
[188] A. N. Avramidis, M. Gendreau, P. L’Ecuyer, and O. Pisacane, “Simulation-Based Optimization of
Agent Scheduling in Multiskill Call Centers”, Optimization Days 2007, Montreal, May 2007.
[189] W. Chan, A. N. Avramidis, and P. L’Ecuyer, “Single-Period Staffing for Multiskill Call Centers”,
Optimization Days 2007, Montreal, May 2007.
[190] N. Channouf, P. L’Ecuyer, and T. Avramidis, “Models of Arrival Processes in a Call Center”,
Optimization Days 2007, Montreal, May 2007.
[191] E. Buist and P. L’Ecuyer, “The Interaction Between Stratification and Control Variates, with
Illustrations in a Call Center Simulation”, Optimization Days 2007, Montreal, May 2007.
[192] P. L’Ecuyer, “La génération des nombres pseudo-aléatoires et ses applications”, special invited
conference for the Métivier Foundation, IRISA, Rennes, France, April 2007.
[193] P. L’Ecuyer, “Randomized quasi-Monte Carlo Methods in Practice”, Department of Mathematics,
Vrije Universiteit Amsterdam, April 2007.
[194] P. L’Ecuyer, “Splitting Techniques in Simulation”, Kumamoto University, Japan, March 2007.
[195] P. L’Ecuyer, “A Practical View of Randomized Quasi-Monte Carlo”, invited presentation in the
mini-workshop: Applications of Randomness, University of Hiroshima, Japan, March 2007.
[196] P. L’Ecuyer, “Performance Evaluation and Optimization in Contact Centers: An Overview”, Bell
Canada, Montreal, Dec. 2006.
[197] P. L’Ecuyer, “Uniform Random Number Generators for Simulation”, invited plenaty talk,
CLAIO’2006, Montevideo, Uruguay, Nov. 2006.
[198] P. L’Ecuyer, “Randomized Quasi-Monte Carlo”, invited plenary talk, Recent Advances in
Monte Carlo Based Inference, Isaac Newton Institute, Cambridge, UK, Nov. 2006.
[199] P. L’Ecuyer and C. Sanvido, “How to Combine Perfect Sampling with Randomized Quasi-Monte
Carlo” Seventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Sci-
entific Computing, Ulm, Germany, Aug. 2006.
[200] P. L’Ecuyer, V. Demers, and B. Tuffin, “Randomized Quasi-Monte Carlo in Multilevel Splitting for
Rare-Event Simulation” Seventh International Conference on Monte Carlo and Quasi-Monte Carlo
Methods in Scientific Computing, Ulm, Germany, Aug. 2006.
[201] Y. Edel and P. L’Ecuyer, “A Coding Theoretic Approach to Building Nets with Well Equidistributed
Projections” Seventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in
Scientific Computing, Ulm, Germany, Aug. 2006.
[202] P. L’Ecuyer, “Efficiency Improvement in the Simulation of Call Centers”, EURO 2006 Conference,
Iceland, July 2006.
[203] P. L’Ecuyer, “Randomized Quasi-Monte Carlo for Markov Chains”, EURO 2006 Conference, Ice-
land, July 2006.
[204] P. L’Ecuyer, “Staffing and Scheduling in Call Centers”, Workshop on call centers, Montreal, May
2006.

36
[205] C. Dkhil, P. L’Ecuyer, P. Marcotte, and G. Savard, “A Simulation Tool for Revenue Management
in Air Transportation”, Canadian Operational Research Society and Optimization Days 2006 Joint
Conference, Montreal, May 2006.
[206] O. Pisacane, A. N. Avramidis, W. Chan, M. Gendreau, and P. L’Ecuyer, “Scheduling for Multi-Skill
Call Centers”, Canadian Operational Research Society and Optimization Days 2006 Joint Confer-
ence, Montreal, May 2006.
[207] A. N. Avramidis, W. Chan, and P. L’Ecuyer, “Méthodes de recherche pour l’affectation du personnel
polyvalent dans un centre d’appels”, Canadian Operational Research Society and Optimization Days
2006 Joint Conference, Montreal, May 2006.
[208] E. Buist and P. L’Ecuyer, “Improving Efficiency of Contact Center Simulation-based Optimization”,
Canadian Operational Research Society and Optimization Days 2006 Joint Conference, Montreal,
May 2006.
[209] P. L’Ecuyer, “Staffing and Scheduling in Call Centers”, invited keynote presentation, Work-
shop of EURO Working Group on Stochastic Modeling, Amsterdam, The Netherlands, April 2006.
[210] P. L’Ecuyer and B. Tuffin, “Quasi-Monte Carlo, Randomized Quasi-Monte Carlo, and Array-RQMC
Methods”, Workshop on rare events, IRISA, Rennes, April 2006.
[211] P. L’Ecuyer, “Combination of splitting and array-RQMC techniques”, Workshop on rare events,
IRISA, Rennes, April 2006.
[212] P. L’Ecuyer and A. N. Avramidis, “Efficient Monte Carlo and Quasi-Monte Carlo Option Pricing
Under the Variance-Gamma Model”, invited presentation, International Conference on Financial
Engineering, Gainesville, Florida, March 2006.
[213] P. L’Ecuyer, “Des Simulations Plus Efficaces Grâce à Quasi-Monte Carlo”, Colloque du DIRO,
Université de Montréal, Sept. 2005.
[214] P. L’Ecuyer, C. Lécot, and B. Tuffin, “A New Randomized Quasi-Monte Carlo Approach for Markov
Chains”, INFORMS Applied Probability Conference, Ottawa, July 2005.
[215] T. Avramidis, N. Channouf, and P. L’Ecuyer, “Modeling Arrival Processes to Call Centers with
Dependence Structure”, INFORMS Applied Probability Conference, Ottawa, July 2005.
[216] V. Demers and P. L’Ecuyer, “Combining Randomized Quasi-Monte Carlo and Other Variance
Reduction Methods for Pricing and Sensitivity Analysis of a Barrier Option”, INFORMS Applied
Probability Conference, Ottawa, July 2005.
[217] B. A. R. Chabi-Yo and P. L’Ecuyer, “Empirical Evaluation of Links Between L2 -discrepancy and Ef-
ficiency Improvement of RQMC Methods in Financial Applications”, INFORMS Applied Probability
Conference, Ottawa, July 2005.
[218] P. L’Ecuyer, “A Practical View of Randomized Quasi-Monte Carlo”, Department of Mathematics,
University of Salzburg, Austria, June 2005.
[219] P. L’Ecuyer, “Uniform Random Number Generation: A State-of-the-Art Survey”, invited ple-
nary talk, MCM’2005: Fifth IMACS Seminar on Monte Carlo Methods, Thallahassee, Florida,
May 2005.
[220] F. Panneton and P. L’Ecuyer, “ Resolution-stationary random number generators”, Thallahassee,
Florida, May 2005.
[221] P. L’Ecuyer, “A Randomized Quasi-Monte Carlo Approach for Markov Chains”, The Optimization
Days, Montréal, May 2005.

37
[222] V. Demers and P. L’Ecuyer, “Combining Randomized Quasi-Monte Carlo and Other Variance
Reduction Methods for Pricing and Sensitivity Analysis of a Barrier Option”, The Optimization
Days, Montréal, May 2005.
[223] B. A. R. Chabi-Yo and P. L’Ecuyer, “Empirical Evaluation of Links Between L2 -discrepancy and
Efficiency Improvement of RQMC Methods in Financial Applications”, The Optimization Days,
Montréal, May 2005.
[224] E. Buist and P. L’Ecuyer, “ContactCenters: Librairie Java pour la simulation de centres de con-
tacts”, The Optimization Days, Montréal, May 2005.
[225] N. Channouf, T. Avramidis, P. L’Ecuyer, and A. Ingolfsson, “Modeling and Forecasting Arrivals
to an Emergency Call Center”, The Optimization Days, Montréal, May 2005.
[226] W. Chan, T. Avramidis, and P. L’Ecuyer, “Affectation du personnel dans un centre d’appel multi-
skills par une recherche randomisée aidée d’un modèle de chaı̂nes de Markov en temps continu”, The
Optimization Days, Montréal, May 2005.
[227] P. L’Ecuyer, “Réduction de variance par des méthodes quasi-Monte Carlo randomisées”, École des
Mines de Ste-Étienne, France, April 2005.
[228] P. L’Ecuyer, “Méthodes quasi-Monte Carlo Hasardées”, Université de Savoie, Chambéry, France,
April 2005.
[229] P. L’Ecuyer, “Stochastic simulation: random number generation, variance reduction, and applica-
tions”, four-hour invited tutorial talk, Third Chile Summer School on Optimization, Santi-
ago, Chile, Jan. 2005.
[230] P. L’Ecuyer, “Uniform Random Number Generators”, Cornell University, Ithaca, NY, Oct. 2004.
[231] P. L’Ecuyer, “Randomized Quasi-Monte Carlo Simulation to Estimate the Distribution of the State
of a Transient Markov Chain at Each Step”, Workshop on Number Theoretic Algorithms and Related
Topics, Strobl, Austria, Sept. 2004.
[232] P. L’Ecuyer, “Uniform Random Number Generation: Overview and Recent Developments”, in-
vited semi-plenary talk, AIRO’2004, Lecce, Italia, Sept. 2004.
[233] P. L’Ecuyer, “Staffing and Scheduling in Multiskill and Blend Call Centers”, invited talk, 2004
Stochastic Networks Conference: Workshop on Call Centers, CRM, Montréal, Sept. 2004.
[234] H. Ben-Ameur, M. Breton, L. Karoui and P. L’Ecuyer, “A Dynamic Programming Approach for
Pricing Options Embedded in Bonds”, 10th International Conference on Computing in Economics
and Finance, Amsterdam, July 2004.
[235] P. L’Ecuyer and F. Panneton, “Point Sets Constructed via a Linear Recurrence over F2w ”, Sixth
International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing,
Juan-Les-Pins, France, June 2004.
[236] P. L’Ecuyer, C. Lécot, and B. Tuffin, “Quasi-Monte Carlo simulation of Markov chains with ran-
domized copies of a two-dimensional highly-uniform point set”, Sixth International Conference on
Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, Juan-Les-Pins, France, June
2004.
[237] P. L’Ecuyer, “Méthodes Quasi-Monte Carlo Randomisées”, LAAS, Toulouse, France, June 2004.
[238] P. L’Ecuyer and F. Panneton, “Nouveaux générateurs de valeurs aléatoires basés sur des récurrences
modulo 2”, invited plenary talk, XXXVIèmes Journées de Statistique, Montpellier, France, May
2004.
[239] A. N. Avramidis, A. Deslauriers, P. L’Ecuyer, J. Pichitlamken, and A. Ingolfsson, “Markov chain
models of a call center”, The Optimization Days, Montréal, May 2004.

38
[240] T. Çezik and P. L’Ecuyer, “Solving the Call Center Staffing and Scheduling Problem with Cutting
Plane Methods”, The Optimization Days, Montréal, May 2004.
[241] E. Buist and P. L’Ecuyer, “Conception et implantation d’une librairie Java pour la simulation de
centres d’appels”, The Optimization Days, Montréal, May 2004.
[242] N. Channouf, P. L’Ecuyer, and T. Avramidis, “Processus NORTA pour la modélisation des arrivées
dans un centre d’appels téléphonique”, The Optimization Days, Montréal, May 2004.
[243] F. Panneton and P. L’Ecuyer, “New Digital Nets in Base 2 for Randomized Quasi-Monte Carlo
Integration”, The Optimization Days, Montréal, May 2004.
[244] P. L’Ecuyer, “Randomized Quasi-Monte Carlo for Variance Reduction”, Management Science Re-
search Center, McGill University, Montreal, April 2004.
[245] P. L’Ecuyer, “Méthodes Quasi-Monte Carlo Randomisées: Implantation et Aspects Pratiques”,
IRISA/INRIA, Rennes, France, April 2004.
[246] P. L’Ecuyer, “Génération de Valeurs Aléatoires Uniformes: Survol et Développements Récents”,
IRISA/INRIA, Rennes, France, April 2004.
[247] P. L’Ecuyer, “Quasi-Monte Carlo Methods for Simulation”, The University of Maryland, College
Park, Aug. 2003.
[248] P. L’Ecuyer, “Random Number Generators: Basic Principles and a Practical Guide”, invited
full-session talk, Canadian Operations Research Society Conference 2003, Vancouver, June 2003.
[249] T. Avramidis, P. L’Ecuyer, and A. Deslauriers, “Modeling Daily Arrivals to a Telephone Call
Center”, The Optimization Days, Montréal, May 2003.
[250] J. Pichitlamken, A. Deslauriers, P. L’Ecuyer, and T. Avramidis, “Modeling and Simulation of a
Telephone Call Center with Inbound and Outbound Traffic”, The Optimization Days, Montréal, May
2003.
[251] P. L’Ecuyer, “Polynomial Lattice Rules”, invited plenary talk, Fifth International Conference
on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, Singapore, Nov. 2002.
[252] P. L’Ecuyer, C. Lemieux, H. S. R. Hong, and A. Keller, “On an integrated Framework for Random
Number Generation, Highly Uniform Points Sets, and General Stochastic Simulation in Java”, Fifth
International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing,
Singapore, Nov. 2002.
[253] P. L’Ecuyer and F. Panneton, “Construction of Highly Uniform Point Sets Based on a Linear
Recurrence in a Field of Characteristic 2”, Fifth International Conference on Monte Carlo and
Quasi-Monte Carlo Methods in Scientific Computing, Singapore, Nov. 2002.
[254] P. L’Ecuyer, “A Practitioner’s Guide to Recent Developments on Uniform Random Number Gen-
eration”, 24th European Meeting of Statisticians, Prague, Czech Republic, Aug. 2002.
[255] P. L’Ecuyer, “An Overview of Principles, Needs, Ideas, and Tools for Random Number Generation
and Quasi-Monte Carlo”, Workshop on Random Number Generation and Highly Uniform Point Sets,
CRM, Montreal, June 2002.
[256] P. L’Ecuyer, “Software Tools for Testing Random Number Generators”, Workshop on Random
Number Generation and Highly Uniform Point Sets, CRM, Montreal, June 2002.
[257] F. Panneton and P. L’Ecuyer, “Construction of Equidistributed Point Sets with Pseudorandom
Number Generators Based on a Linear Recurrence in a Field of Characteristic 2”, Workshop on
Random Number Generation and Highly Uniform Point Sets, CRM, Montreal, June 2002.

39
[258] Renée Touzin and P. L’Ecuyer, “Fast Combined Linear Multiple Recursive Generators with Mul-
tipliers of a Special Form”, Workshop on Random Number Generation and Highly Uniform Point
Sets, CRM, Montreal, June 2002.
[259] P. L’Ecuyer, “Randomized Lattice Rules for Variance Reduction: Theory and Examples”, IN-
FORMS Annual Meeting, Miami, USA, Nov. 2001.
[260] P. L’Ecuyer, “On the Use of Small Random Number Generators for Quasi-Monte Carlo Integration”,
invited talk, Festcolloquium on Random Variate Generation, in honor of Professor G. Derflinger,
Technical University of Vienna, Austria, Sept. 2001.
[261] P. L’Ecuyer, “What’s Up with Uniform Random Number Generation?”, Monte Carlo Methods 2001
(IMACS Conference), Salzburg, Austria, Sept. 2001.
[262] P. L’Ecuyer and J. Granger-Piché, “Combining Generators from Different Families”, Monte Carlo
Methods 2001 (IMACS Conference), Salzburg, Austria, Sept. 2001.
[263] C. Lemieux and P. L’Ecuyer, “Polynomial Lattice Rules for Quasi-Monte Carlo”, Monte Carlo
Methods 2001 (IMACS Conference), Salzburg, Austria, Sept. 2001.
[264] P. L’Ecuyer, “Lattice Rules and Quasi-Monte Carlo”, International Conference on Computational
Science, invited plenary talk, San Francisco, California, May 2001.
[265] P. L’Ecuyer and C. Lemieux, “Réduction de Variance par des Règles de Réseau Randomisées”,
Journées Francophones de Recherche Opérationnelle (FRANCORO III ), Québec, May 2001.
[266] C. Lemieux and P. L’Ecuyer, “Règles de Réseau Polynomiales en Simulation”, Journées Franco-
phones de Recherche Opérationnelle (FRANCORO III ), Québec, May 2001.
[267] H. Ben Ameur, M. Breton, and P. L’Ecuyer, “Évaluation d’Options Américano-Asiatiques par
Programmation Dynamique”, Journées Francophones de Recherche Opérationnelle (FRANCORO
III ), Québec, May 2001.
[268] P. L’Ecuyer, “Software for Uniform Random Number Generation”, CORS-OPTD (Conference of
the Canadian Operations Research Society held jointly with the Optimization Days, Québec, May
2001.
[269] P. L’Ecuyer, “On the Design of Random Number Generators”, Alcatel, Kanata (Ont.), April 2001.
[270] H. Ben Ameur, M. Breton, and P. L’Ecuyer, “Pricing Call and Put Options Embedded in Bonds”,
International Finance Conference, Hammam-Sousse, Tunisia, March 2001.
[271] P. L’Ecuyer, “Randomized Quasi-Monte Carlo Methods”, invited talk, Montréal Finance Day,
Montréal, Feb. 2001.
[272] P. L’Ecuyer and R. Touzin, “Multiple Recursive Generators with Multipliers of the form a =
±2d ± 2e ”, Fourth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in
Scientific Computing, Hong Kong, Dec. 2000.
[273] P. L’Ecuyer and F. Panneton, “Equidistribution Criteria and Alternative Implementations for Lin-
ear Feedback Shift Register Generators”, Fourth International Conference on Monte Carlo and
Quasi-Monte Carlo Methods in Scientific Computing, Hong Kong, Dec. 2000.
[274] H. Ben Ameur, M. Breton, and P. L’Ecuyer, “Partial Hedging for Options Based on Extreme Values
and Passage Times”, International Workshop on Decision and Control in Management Sciences,
Montréal, Oct. 2000.
[275] P. L’Ecuyer and Y. Champoux, “Experiments with Importance Sampling for CLR Estimation in
an ATM Switch”, RESIM 2000 —Conference on Rare-Event Simulation, Pisa, Italy, Oct. 2000.

40
[276] P. L’Ecuyer, “Réduction de la variance en simulation”, Centre National d’Études Spatiales,
Toulouse, June 2000.
[277] P. L’Ecuyer, “Générateurs de valeurs aléatoires uniformes”, Centre National d’Études Spatiales,
Toulouse, June 2000.
[278] P. L’Ecuyer, “Réduction de variance par des règles de réseau randomisées”, Centre National
d’Études Spatiales, Toulouse, June 2000.
[279] P. L’Ecuyer and C. Lemieux, “Variance Reduction via Lattice Rules”, Optimization Days, Montréal,
May 2000.
[280] P. L’Ecuyer and R. Touzin, “Multiple Recursive Generators with Multipliers of the form a =
±2d ± 2e ”, Optimization Days, Montréal, May 2000.
[281] R. Couture, F. Panneton and P. L’Ecuyer, “A New Class of Linear Feedback Shift Register Gener-
ators”, Optimization Days, Montréal, May 2000.
[282] H. Ben Ameur, M. Breton, and P. L’Ecuyer, “Une approche par programmation dynamique pour
l’évaluation d’obligations comportant des options”, Optimization Days, Montréal, May 2000.
[283] H. Ben Ameur, M. Breton, and P. L’Ecuyer, “Options américano-asiatiques: utilisation des pro-
priétés de la fonction valeur et de la frontière d’exercise”, Optimization Days, Montréal, May 2000.
[284] P. L’Ecuyer, “Générateurs de valeurs aléatoires uniformes”, Séminaire de combinatoire et d’informatique
mathématique, UQAM, Montréal, Jan. 2000.
[285] P. L’Ecuyer and C. Lemieux, “Practical Aspects of Quasi-Monte Carlo Methods Based on Ran-
domized Lattice Rules”, INFORMS Computing Society Conference, Cancún, Mexico, Jan. 2000.
[286] P. L’Ecuyer and C. Lemieux, “Quasi-Monte Carlo via Randomized Lattice Rules”, Systems and
Industrial Engineering Seminar, University of Arizona, Tucson, Dec. 1999.
[287] P. L’Ecuyer, “A State-of-the-Art Review of Recent Developments in Random Number Generation”,
invited tutorial talk, 1999 IFORS Conference, Beijing, China, Aug. 1999.
[288] H. Ben Ameur, M. Breton, and P. L’Ecuyer, “Numerical Evaluation of American-Style Asian Op-
tions”, International Conference on Mathematical Finance, Hammamet, Tunisia, June 1999.
[289] P. L’Ecuyer, “Monte Carlo Simulation and Variance Reduction”, Séminaire de L’Institut Supérieur
de Gestion, Tunis, Tunisia, June 1999.
[290] P. L’Ecuyer and R. Simard, “Empirical Tests of RNG Families”, IMACS Seminar on Monte Carlo
Methods, Varna, Bulgaria, June 1999.
[291] C. Lemieux and P. L’Ecuyer, “Variance Reduction by Lattice Rules: Theoretical and Empirical
Results”, IMACS Seminar on Monte Carlo Methods, Varna, Bulgaria, June 1999.
[292] P. L’Ecuyer, “Uniform Random Number Generation”, invited plenary talk, Optimization Days,
Montréal, May 1999.
[293] C. Lemieux and P. L’Ecuyer, “Évaluation de produits dérivés à l’aide de règles de réseaux”, Opti-
mization Days, Montréal, May 1999.
[294] H. Ben Ameur, M. Breton, and P. L’Ecuyer, “Quelques stratégies de réplication partielle des options
basées sur les valeurs extrêmes et les temps de passage”, Optimization Days, Montréal, May 1999.
[295] C. Lemieux and P. L’Ecuyer, “Randomly-Shifted Lattice Rules for Problems of Finance and Risk
Theory”, INFORMS Conference, Cincinnati, May 1999.
[296] P. L’Ecuyer, “Monte Carlo and Quasi-Monte Carlo Methods”, invited plenary talk, Symposium
on Numerical Stochastics in Finance, Fields Institute, Toronto, April 1999.

41
[297] P. L’Ecuyer, “Interaction des tests sériels avec la structure de certaines familles de générateurs
pseudo-aléatoires”, Séminaire Statistique du CRM, Montréal, Feb. 1999.
[298] P. L’Ecuyer and R. Simard, “Systematic Tests of RNG Families”, Third International Conference
on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, Claremont, California,
June 1998.
[299] C. Lemieux and P. L’Ecuyer, “A Comparison of Monte Carlo, Lattice Rules, and Other Low-
Discrepancy Point Sets”, Third International Conference on Monte Carlo and Quasi-Monte Carlo
Methods in Scientific Computing, Claremont, California, June 1998.
[300] K. Entacher, P. Hellekalek, and P. L’Ecuyer, “Quasi-Monte Carlo Integration with Linear Congru-
ential Generators”, Third International Conference on Monte Carlo and Quasi-Monte Carlo Methods
in Scientific Computing, Claremont, California, June 1998.
[301] P. L’Ecuyer, “Design of Random Number Generators”, University of North Carolina at Chapel-Hill,
March 1998.
[302] P. L’Ecuyer, “Design, Implementation, and Testing of Uniform Random Number Generators”, a
series of 3 one-hour lectures, North Carolina State University, Feb. 1998.
[303] P. L’Ecuyer, “On the Design of Random Number Generators”, Georgia Institute of Technology,
Dec. 1997.
[304] P. L’Ecuyer, “Recent Trends in Pseudorandom Number Generation”, Technische Universität Graz,
Austria, Oct. 1997.
[305] P. L’Ecuyer, “Design of Random Number Generators”, Technische Universität München, Germany,
Oct. 1997.
[306] P. L’Ecuyer, “Pseudorandom Number Generators: Design principles and Empirical Tests”, invited
semi-plenary talk, XIV Österreichischen Mathematikerkongress, Salzburg, Austria, Sept. 1997.
[307] P. L’Ecuyer and Y. Champoux, “Efficiency Improvement for Cell-Loss Rate Estimation in a Large
ATM Switch”, International Symposium on Mathematical Programming, Lausanne, Aug. 1997.
[308] P. L’Ecuyer and B. Martin, and F. Vázquez-Abad, “Stability Results and Functional Estimation for
Multicomponent Age-Replacement Policies”, 9th INFORMS Applied Probability Conference, Boston,
June 1997.
[309] P. L’Ecuyer and Y. Champoux, “Efficiency Improvement for Cell-Loss Rate Estimation in ATM-
Type Queueing Networks”, INFORMS Conference, San Diego, May 1997.
[310] P. L’Ecuyer and Y. Champoux, “Efficiency Improvement for Cell-Loss Rate Estimation in ATM-
Type Queueing Networks”, The Optimization Days, Montréal, May 1997.
[311] P. L’Ecuyer, “Random Number Generators: Why Care, Why Discard your Favorite LCG, and
What Else to Do”, Center for Economic Research, Tilburg (Netherlands), April 1997.
[312] P. L’Ecuyer, “On Linear-Type Random Number Generators”, invited plenary talk, IMACS
Seminar on Monte Carlo Methods, Bruxelles, April 1997.
[313] P. L’Ecuyer, “Générateurs Pseudo-aléatoires”, Colloque mathématique de Montréal, Nov. 1996.
[314] P. L’Ecuyer, “Some Statistical Tests for Random Number Generators”, invited plenary talk,
Second International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Com-
puting, University of Salzburg, Austria. July 1996.
[315] P. L’Ecuyer, “Requirements and Statistical Tests for Random Number Generators”, International
Workshop on Uniform Random Number Generation, Centre de Recherches Mathématiques, Univer-
sité de Montréal. June 1996.

42
[316] P. L’Ecuyer and Y. Champoux, “Cell Loss Rate Estimation via Simulation and Importance Sam-
pling for and ATM Switch”, The Optimization Days, Montréal, May 1996.
[317] P. L’Ecuyer, B. Martin, and F. Vázquez-Abad, “Functional Estimation of the Expected Cost for
Multicomponent Age-Replacement Policies”, The Optimization Days, Montréal, May 1996.
[318] P. L’Ecuyer, “Budget-Dependent Convergence Rates for Stochastic Approximation”, Center for
Economic Research, Tilburg (Netherlands), May 1996.
[319] P. L’Ecuyer, “Random Number Generation Based on Linear Recurrences with Carry”, Laboratory
of Applied Physics, Delft Technical University, The Netherlands,April 1996.
[320] P. L’Ecuyer, “Un Survol sur la Génération de Valeurs Aléatoires”, GÉRAD, Université de Montréal,
Jan. 1996.
[321] P. L’Ecuyer, “Génération de Valeurs Aléatoires”, Département d’informatique, Université Laval,
Dec. 1995.
[322] P. L’Ecuyer and George Yin, “Budget-Dependent Convergence Rates for Stochastic Approxima-
tion”, INFORMS Conference, New Orleans, Nov. 1995.
[323] P. L’Ecuyer, “A Review of Pseudorandom Number Generation”, invited plenary talk, Work-
shop on Simulation and Monte Carlo Methods, Carleton University, Ottawa, Sept. 1995.
[324] P. L’Ecuyer, “Gradient Estimation by Simulation”, INSEAD, Fontainebleau, France, May 1995.
[325] P. L’Ecuyer, “Estimation du gradient”, Conférence de l’association pour la statistique et ses utili-
sations, H.E.C., Jouy-en-Josas, France, May 1995.
[326] P. L’Ecuyer, “Uniform Random Number Generation”, Laboratory of Applied Physics, Delft Tech-
nical University, The Netherlands,Oct. 1994.
[327] P. L’Ecuyer, “Génération de valeurs aléatoires par ordinateur”, École Polytechnique Fédérale de
Lausanne, June 1994.
[328] P. L’Ecuyer, “Understanding combined random number generators”, CERN, Genève, Suisse, June
1994.
[329] P. L’Ecuyer, “Estimation de dérivées par simulation”, École Polytechnique Fédérale de Lausanne,
June 1994.
[330] P. L’Ecuyer, “Simulation-Based Sensitivity Analysis and Stochastic Optimization”, CORS Confer-
ence, Montréal, May 1994.
[331] F. Vázquez-Abad and P. L’Ecuyer, “Simulation Trees for Functional Estimation via the Phantom
Method” TIMS/ORSA Conference, Boston April 1994.
[332] P. L’Ecuyer, “Génération de valeurs aléatoires par ordinateur”, Dept. Math. Université de
Montréal, March 1994.
[333] M. Boucher, G. Brassard, and P. L’Ecuyer, “Cryptographic Pseudorandom Generators in Practice”,
SIAM Conference on Simulation and Monte Carlo Methods, San Francisco, Aug. 1993.
[334] P. L’Ecuyer, “On the Optimization of Stochastic Discrete-Event Systems by Simulation”, Sym-
posium on Modeling and Computational Aspects of Maintenance and reliability Problems, invited
plenary talk, Tilburg (Netherlands), July 1993.
[335] P. L’Ecuyer and D. Labrecque, “Stochastic Approximation vs Stochastic Counterpart for Simulation
Optimization”, TIMS/ORSA/INRIA Conference on Applied Probability in Engineering, Computer
and Communication Sciences, Paris, June 1993.
[336] P. L’Ecuyer, “Testing Random Number Generators”, Department of Mathematics, University of
Colorado at Denver, May 1993.

43
[337] P. L’Ecuyer, “An Overview of Derivative Estimation”, Keio University, Tokyo, Dec. 1992.
[338] P. L’Ecuyer, “Simulation of Stochastic Systems”, Toshiba Corporation, Tokyo, Dec. 1992.
[339] P. L’Ecuyer and P. W. Glynn, “Uniform Convergence of Costs and Derivative Estimators in a Class
of Parameterized Stochastic Systems”, ORSA/TIMS San Francisco, Oct. 1992.
[340] A. Haurie, D. Labrecque, and P. L’Ecuyer, “Searching the Nash Equilibrium of a Stochastic Game
by Simulation”, Fifth International Symposium on Dynamic Games and Applications, Grimentz,
Suisse, July 1992.
[341] P. L’Ecuyer, “An Overview of Derivative Estimation”, The Optimization Days, Montréal, May
1992.
[342] P. L’Ecuyer and D. Labrecque, “Estimating the Gradient Everywhere and Optimizing by a Single
Simulation”, The Optimization Days, Montréal, May 1992.
[343] P. L’Ecuyer, H. Mukai, and Y. Wardi, “Optimization of Serial Queueing Networks: Theoretical and
Numerical Results”, ORSA/TIMS Orlando 1992, April 1992.
[344] P. L’Ecuyer, “Génération de valeurs aléatoires uniformes”, C.M.R. St-Jean, April 1992.
[345] P. L’Ecuyer, “Interrelations Between Derivative Estimation and Variance Reduction Estimates”,
ORSA/TIMS Anaheim 1991, Nov. 1991,
[346] P. W. Glynn and P. L’Ecuyer, “Limit Theorems for Controlled Likelihood Ratio Gradient Estima-
tors”, International Workshop on Discrete Event Systems, Amherst, Mass., June 1991.
[347] P. L’Ecuyer, “Random Numbers for Simulation”, Tokyo University, Aug. 1991.
[348] P. L’Ecuyer, “Gradient Estimation by Simulation”, Waseda University, Tokyo, Aug. 1991.
[349] P. L’Ecuyer, “Optimization by Simulation”, IBM Tokyo Research Laboratory, Tokyo, Aug. 1991.
[350] P. L’Ecuyer and R. Couture, “Implementing Lattice and Spectral Tests for Linear Congruential
Generators”, The Optimization Days, May 1991.
[351] P. L’Ecuyer and G. Perron, “Stochastic Optimization: Using Stochastic Approximation Versus
Minimizing a Sample Derivative Function Obtained Throught the Likelihood Ratio Method”, The
Optimization Days, May 1991.
[352] A. Haurie, P. L’Ecuyer, and Ch. van Delft, “On Strong Consistency of IPA Estimators in a Class
of Manufacturing Flow Control Models”, The Optimization Days, May 1991.
[353] M. Adès, P. L’Ecuyer, and P. W. Glynn, “Confidence Intervals for Likelihood Ratio Derivative
Estimators Over Infinite Horizon: Discounted and Undiscounted Cases”, The Optimization Days,
May 1991.
[354] P. L’Ecuyer and G. Perron, “Experiments with Derivative Estimation and Stochastic Approxima-
tion”, ORSA/TIMS Philadelphia, Oct. 1990.
[355] P. L’Ecuyer and F. Blouin, “Implementing Lattice and Spectral Tests for Linear Congruential
Generators”, ORSA/TIMS Las Vegas, May 1990.
[356] P. L’Ecuyer, “Estimation du gradient par simulation”, Séminaire de la Faculté des Sciences de
l’Administration, Université Laval, Feb. 1990.
[357] P. L’Ecuyer, “A Control Variate Scheme for Likelihood Ratio Gradient Estimation”, Les Journées
de l’Optimisation, Montréal, May 1990.
[358] P. L’Ecuyer, “Estimation du gradient par simulation”, Département d’informatique, Université
Laval, Nov. 1989.

44
[359] P. L’Ecuyer, “Estimation du gradient par simulation”, Département d’informatique et de recherche
opérationnelle, Université de Montréal, Nov. 1989.
[360] P. L’Ecuyer, “Estimation du gradient par simulation”, Collège Militaire Royal St-Jean, Nov. 1989.
[361] P. L’Ecuyer, “A Unified View of the Infinitesimal Perturbation Analysis and Score Function (Like-
lihood Ratio) Gradient Estimation Techniques”, AT&T Bell laboratories, Holmdel, N. J., Oct. 1989.
[362] P. L’Ecuyer, “Mixing Perturbation Analysis and Likelihood Ratios”, ORSA/TIMS New York, Oct.
1989.
[363] P. L’Ecuyer, “On Uniform Variate Generation”, Zentrum für Praktische Mathematik, Technische
Hochschule Darmstadt, W. Germany, July 1989.
[364] P. L’Ecuyer, “Processus de renouvellement Markoviens commandés à espaces d’états continus”,
École Nationale Supérieure de Mécanique, Nantes, France, June 1989.
[365] P. L’Ecuyer, “Génération de valeurs aléatoires U (0, 1): Générateurs à congruence linéaire ma-
triciels”, École Nationale Supérieure de Mécanique, Nantes, France, June 1989.
[366] P. L’Ecuyer, “Estimation du gradient par simulation: Analyse de perturbation et rapport de
vraisemblance”, École Nationale Supérieure de Mécanique, Nantes, France, June 1989.
[367] P. L’Ecuyer, “Génération de valeurs aléatoires U (0, 1): Générateurs à congruence linéaire ma-
triciels”, INRIA, Rocquencourt, France, April 1989.
[368] P. L’Ecuyer, “Estimation du gradient d’une espérance mathématique par simulation: Analyse
de perturbation et rapport de vraisemblance”, Conférence sur l’analyse de systèmes dynamiques
stochastiques dans le contexte de la production, Université de Genève, Suisse, April 1989.
[369] P. L’Ecuyer, “Estimation du gradient par simulation”, INRIA, Rocquencourt, France, April 1989.
[370] P. L’Ecuyer, “Optimisation par Simulation: Quelques expériences numériques avec des files
d’attente”, INRIA, Rocquencourt, France, March 1989.
[371] P. L’Ecuyer, “Processus de renouvellement Markoviens commandés à espaces d’états continus”,
INRIA, Rocquencourt, France, March 1989.
[372] P. L’Ecuyer and N. Giroux, “Numerical Experiments with Stochastic Optimization through Simu-
lation”, University of Wisconsin, Madison, Jan. 1989.
[373] P. L’Ecuyer, “Computing Approximate Solutions to Markov Renewal Programs with Continuous
State Spaces”, Stanford University, Stanford, Cal., Nov. 1988.
[374] P. L’Ecuyer and N. Giroux, “Stochastic Optimization via Simulation”, Stanford University, Stan-
ford, Cal., Nov. 1988.
[375] P. L’Ecuyer and N. Giroux, “Some Numerical Experiments with Stochastic Optimization through
Simulation”, ORSA-TIMS Conference, Denver, Oct. 1988.
[376] P. L’Ecuyer, M. Mayrand and M. Dror, “Dynamic Scheduling of a Robot Servicing Machines on
a One-Dimensional Line”, EURO IX—TIMS XXVIII Joint International Conference, Paris, July
1988.
[377] P. L’Ecuyer, M. Mayrand and M. Dror, “Dynamic Scheduling of a Robot Servicing Machines on a
One-Dimensional Line”, ENSM, Nantes, France, July 1988.
[378] P. L’Ecuyer and N. Giroux, “Optimisation Stochastique de Type Monte-Carlo: Quelques Compara-
isons Empiriques”, Optimization Days, Montréal, May 1988.
[379] P. L’Ecuyer, M. Mayrand and M. Dror, “Dynamic Scheduling of a Robot Servicing Machines on a
One-Dimensional Line”, Optimization Days, Montréal, May 1988.

45
[380] P. L’Ecuyer and F. Blouin, “Generalized Linear Congruential Generators”, ORSA/TIMS Confer-
ence, St-Louis, Oct. 1987.
[381] P. L’Ecuyer, “Logiciel pour la génération de valeurs pseudo-aléatoires”, Université Laval, Jan. 1987.
[382] P. L’Ecuyer, “Un module pour la génération de valeurs pseudo-aléatoires”, Ecole Mohammedia
d’ingénieurs, Rabat, Maroc, June 1986.
[383] P. L’Ecuyer, “Génération de valeurs pseudo-aléatoires”, Université de Sherbrooke, May 1986.
[384] P. L’Ecuyer, “Logiciel de génération de valeurs pseudo-aléatoires”, Université de Montréal, April
1986.
[385] P. L’Ecuyer, A. Haurie and A. Hollander, “Calcul de stratégies optimales d’investissement”, Opti-
mization Days’85, Montréal, May 1985.
[386] P. L’Ecuyer, A. Haurie and A. Hollander, “Optimal Research and Development Expenditures Under
an Incremental Tax Incentive Scheme”, TIMS/ORSA Conference, Dallas, Nov. 1984.
[387] P. L’Ecuyer, “Computing Performance Measures for Transfer Lines Using Dynamic Programming”,
TIMS/ORSA Conference, San Francisco, May 1984.
[388] P. L’Ecuyer, “Bounds and Approximations in Discrete-Stage Markovian Decision Processes”, Op-
timization Days’83, Montréal, May 1983.
[389] P. L’Ecuyer and A. Haurie, “Isotonicity in Discrete-Stage Markovian Decision Processes”, XI-th
International Symposium on Mathematical Programming, Bonn (Germany), Aug. 1982.

SUPERVISION OF GRADUATE STUDENTS

A. Degrees completed:
1. Tony Brière (M.Sc.) Pseudorandom Number Generators for Graphics Processing Units. May 2022
2. Yocheved Darmon (M.Sc.) “Réseaux digitaux RQMC avec matrice génératrice pré-optimisée.” Oct.
2021
3. Amal Ben Abdellah (Ph.D.) “Randomized quasi-Monte Carlo methods for density estimation and
simulation of Markov chains.” Jan. 2021.
4. Marc-Antoine Savard (M.Sc.) “Générateurs pseudo-aléatoires modulo un grand entier et dont
l’uniformité multivariée est assurée.” Jan. 2020.
5. Thuy Anh Ta (Ph.D.) “Stochastic optimization of staffing for multiskill call centers”, (co-supervision
with F. Bastin). Dec. 2019.
6. Rasoul Panahihassanbarough (M.Sc.) “Data analysis and modelling of delays in a railway system.”
(Mitacs project with SNCF, France). Feb. 2019.
7. Klas Gustavsson (Licenciate Degree ≡ M.Sc.) “Modeling and simulation of the SOS Alarm emer-
gency call centers of Sweden.” (co-supervision with Leif Olsson, Mid-Sweden University, Sweden).
Sept. 2018.
8. Pierre-Alexandre Tremblay (Ph.D.) “Stochastic Mesh Approximations for Dynamic Hedging with
Costs.” Oct. 2017.
9. Mamadou Thiongane (Ph.D.) “Prédiction du délai d’attente en temps réel et modélisation des
durées de service dans les centres d’appels multi-compétences.” Nov. 2016.
10. Myriam Méchouat (M.Sc.) “Modèles stochastiques de taux d’intérêt à court terme et construction
de structures à terme de taux dans un cadre de gestion de risques.” Dec. 2015.
11. Nabil Kemerchou (M.Sc.) “Logiciel de génération de nombres aléatoires dans OpenCL.” Dec. 2015.
12. Thuy Anh Ta (M.Sc.) “Staffing Optimization with Chance Constraints in Call Centers”, (co-
supervision with F. Bastin). Jan. 2014.

46
13. Wyean Chan (Ph.D.) “Optimisation des horaires des agents et du routage des appels dans les
centres d’appels.” Dec. 2013.
14. El Houcine Fettahi (M.Sc.) “Processus de construction de portefeuille indiciel” Oct. 2012.
15. Arbi Bouchoucha (M.Sc.) “Analyse de dépendance des programmes à objet en utilisant les modèles
probabilistes des entrées” (co-supervision with H. Sarahoui), July 2011.
16. Maxime Dion (M.Sc., with internship) “Méthodes quasi-Monte Carlo moindres carrés pour
l’évaluation d’options de type américain,” Dec. 2009.
17. Serge Barbeau (M.Sc., with internship) “Recherches de suites de Sobol’ ayant une meilleure unifor-
mité 2D et 3D,” Dec. 2009.
18. Éric Buist (Ph.D.) “Simulation des centres de contact,” May 2009.
19. Jean-Sébastien Parent-Chartier (M.Sc., with internship) “Réduction de la dimension effective dans
la simulation de processus de Lévy,” Dec. 2008.
20. Nabil Channouf (Ph.D.) “Modélisation et optimisation d’un centre d’appels téléphoniques: étude
du processus d’arrivée,” Aug. 2008.
21. Ornella Pisacane (Ph.D., Università della Calabria, Italia) “Stochastic Optimization of Agent’s
Scheduling and in Call Centers,” Jan. 2008.
22. Charles Sanvido (M.Sc.) “Étude de la combinaison de la technique quasi-Monte Carlo randomisé
vectoriel avec l’échantillonnage exact,” March 2007.
23. Wyean Chan (M.Sc.) “Optimisation stochastique pour l’affectation du personnel polyvalent dans
un centre d’appels téléphoniques,” Feb. 2007.
24. Boni-Abdel Chabi-Yo (M.Sc., with internship) “Méthodes de simulation pour lévaluation de pro-
duits dérivés basés sur les taux d’intérêt” (collaboration avec la Caisse Centrale Desjardins). Jan.
2007.
25. Nicolas Marcotte (M.Sc., with internship) “Modèles de taux d’intérêt et simulation” (collaboration
avec la Caisse Centrale Desjardins), Sept. 2006.
26. Éric Buist (M.Sc.) “Conception et implantation d’une bibliothèque pour la simulation de centres
de contacts,” Sept. 2005.
27. Jean-Sébastien Boyer (M.Sc., with internship) “Estimation de la valeur à risque par Monte Carlo
pour des produits dérivés sur le marché du gaz naturel” (collaboration avec Gaz Métropolitain),
Aug. 2005.
28. François Panneton (Ph.D.) “Construction d’ensembles de points basée sur des récurrences linéaires
dans un corps fini de caractéristique 2 pour la simulation Monte Carlo et l’intégration quasi-Monte
Carlo”, Oct. 2004.
29. Alexandre Deslauriers (M.Sc.) “Modélisation et simulation d’un centre d’appels téléphonique dans
un environnement mixte”, March 2003.
30. Lakhdar Meliani (M.Sc.) “Un cadre d’application pour la simulation stochastique en Java” (co-
supervision with S. Nguyen), April 2002.
31. Hatem Ben Ameur (Ph.D.) “Simulation and Numerical Procedures for Option Pricing” (co-
supervision with M. Breton, H.E.C.), Oct. 2001.
32. Jacinthe Granger-Piché (M.Sc.) “Générateurs pseudo-aléatoires combinant des récurrences linéaires
et non linéaires”, Aug. 2001.
33. Renée Touzin (M.Sc.) “Des générateurs récursifs multiples combinés rapides avec des coefficients
de la forme ±2p1 ± 2p2 ”, May 2001.
34. François Panneton (M.Sc.) “Générateurs de nombres aléatoires utilisant des récurrences linéaires
modulo 2”, Nov. 2000.
35. Christiane Lemieux (Ph.D.), “L’Utilisation des règles de réseau en simulation comme technique de
réduction de variance”, May 2000.

47
 36. Yanick Champoux (M.Sc.) “Estimation du taux de perte de réseaux ATM via la simulation et le
changement de mesure” (collaboration with Newbridge Networks Corp.), Aug. 1998.
37. Issoufou Mounkaila (M.Sc., Univ. Laval), “Traducteur Automatique de Modula-2 en C” (co-
supervision with J. Bergeron, Université Laval), June 1998.
38. Denis Choquet (M.Sc.) “Intervalles de confiance par “bootstrap” pour la simulation regénérative”
(co-supervision with C. Léger), Aug. 1997.
39. Benoı̂t Martin (M.Sc.), “Estimation fonctionnelle et optimisation par simulation pour des modèles
d’entretien préventif” (co-supervision with F. Vázquez-Abad), Nov. 1996.
40. Richard Simard (M.Sc.) “Solutions algébriques-numériques des systèmes différentiels à l’aide des
séries de Tchébycheff” (co-supervision with R. Zahar), Jan. 1995
41. Martin Boucher (M.Sc.) “Les générateurs cryptographiques et leurs applications pratiques en sim-
ulation” (co-supervision with G. Brassard), Aug. 1994.
42. Samih Abdul Nabi (M.Sc.), “Variantes de la méthode du recuit simulé pour la coloration des
graphes” (co-supervision with J. Ferland), Aug. 1993.
43. Bernard Plante (M.Sc., Univ. Laval), “Utilisation de la répartition journalière du trafic pour
dimensionner les réseaux voix/données”, Nov. 1993.
44. Ilfat Ghamlouche (M.Sc.), “Variantes de la méthode Tabou pour la coloration de graphes” (co-
supervision with J. Ferland), 1993.
45. Gaetan Perron (M.Sc.) “Estimation de gradient et optimisation par simulation”, Jan. 1992.
46. Martin Richard (M.Sc.) “Etude des langages temps-réel synchrones; application dans le langage
Esterel” (co-supervision with O. Roux), March 1991.
47. Serge Côté (M.Sc.), “Un progiciel de simulation basé sur ADA”, Oct. 1990.
48. François Blouin (M.Sc.), “Générateurs à congruence linéaire généralisés”, Nov. 1989.
49. Nataly Giroux (M.Sc.), “Optimisation stochastique de type Monte-Carlo”, Jan. 1989.
50. Jacques Malenfant (M.Sc.), “Modélisation du rétablissement lors des pannes dans les bases de
données par des processus de renouvellement commandés”, Dec. 1986.
51. Abderrhaim Loukili (M.Sc.), “Optimisation par la simulation”, 1986.

B. Students under supervision:

1. Hugo Coté (Ph.D.) Modélisation stochastique et simulation des délais des trains dans un réseau
ferroviaire. Project with SNCF in Paris, France.

C. Postdoctoral fellows:
1. Julien Keutchayan, “Construction tools for quasi-random point sets”, Feb. 2019–Aug. 2019.
2. Florian Puchhammer, “Quasi-Monte Carlo for Markov Chains and its Applications”, Sept. 2017–
Aug. 2019.
3. Mamadou Thiongane, “Prédiction des délais d’attente dans les systèmes de service”, June 2017–Dec.
2017.
4. Wyean Chan, “Algorithmes et logiciels pour la simulation et l’optimisation dans les centres
d’appels”, Jan. 2014–Aug. 2017.
5. Marie Pelleau, “Confection d’horaires et mis à jour en environnement stochastique”, (co-supervision
with Louis-Martin Rousseau), Sept. 2013–Sept. 2015.
6. Nazim Régnard, “Modélisation stochastique des processus d’arrivée dans les centres d’appels”, Feb.
2012–Aug. 2014.
7. Abdelalim Farag, “Parallel Random number generation facilities in OpenCL”, Jan. 2014–July 2014.
8. Boris Oreshkin, “Modélisation stochastique de processus partiellement observés dans les centres
d’appels”, Sept. 2012–Jan. 2014.

48
 9. Marc Joliveau, “Confection d’horaires en environnement incertain”, (co-supervision with Louis-
Martin Rousseau), Nov. 2011–Feb. 2013.
10. Amel Jaoua, “Développement d’outils de simulation des centres d’appels d’Hydro-Québec”, Bourse
industrielle MITACS–Hydro-Québec. Sept. 2009–Dec. 2012.
11. David Munger, “Studying the convergence and distribution of randomized quasi-Monte Carlo esti-
mators via Hilbert spaces”, March 2009–Sept. 2012.
12. Nicholas Chapados, Prévision de la demande et optimisation stochastique des horaires dans le
commerce au détail, May 2011–April 2012.
13. Zdravko I. Botev, Méthodes de splitting pour les chaines de Markov et estimation de probabilités
minuscules par simulation, Oct. 2010–Sept. 2011.
14. Rouba Ibrahim, “Modélisation, simulation et approximation pour les phénomènes d’attente dans
les centres d’appels téléphoniques,” Sept. 2010–Aug. 2011.
15. Marco Bijvank, “Simulation et optimisation pour la gestion du revenu en transport aérien,” (co-
supervision with Patrice Marcotte), March 2010–Sept. 2011.
16. Maxime Dion “Méthodes Monte Carlo et quasi-Monte Carlo en programmation dynamique.” Jan.
2010–Dec. 2010.
17. Vasile Sinescu, “Contruction and analysis of lattice rules for high-dimensional integration”, May
2008– Dec. 2009.
18. Mohammed Hamdouni, “Scheduling agents in a call center”, May 2006–April 2007.
19. Tolga Çezik, “Optimization of staffing and scheduling in call centers”, Oct. 2003–Dec. 2004.
20. Juta Pichitlamken, “Optimization via simulation, with application to improving the management
policies of telephone call centers”, Oct. 2002–Sept. 2003.
21. Hee Sun Regina Hong, “Implementation of randomized highly-uniform point sets for high-
dimensional numerical integration”, June 2002–Aug. 2002.
22. Nabil Belacel, “Modélisation, simulation et optimisation d’un centre d’appels en mode mixte” (co-
supervision with Pierre Hansen), Jan. 2001–Dec. 2001.
23. Qian-Yu Tang, “Convergence of stochastic approximation algorithms”, Sept. 1995–June 1997.

D. Supervision of undergraduate and master internships (since 1995):

1. Robin Legault, Conception et implantation de batteries de tests statistiques dans TestU01, stagiaire
de premier cycle, boursier du CRSNG, été 2020 (4 mois).
2. Simon-Olivier Laperrière, Outils pour mesurer l’équidistribution de générateurs de valeurs aléatoires
basés sur des récurrences modulo 2, stagiaire de premier cycle, boursier du CRSNG, été 2020 (4
mois).
3. Guillaume Nervo, Implantation de méthodes de splitting et Monte Carlo conditionnel pour la simu-
lation d’événements rares dans les réseaux, stagiaire de maitrise de l’École Polytechnique de Paris,
France, été 2019 (5 mois).
4. Sofiane Hadji, Méthodes de splitting généralisées pour des problèmes de fiabilité dans les réseaux,
stagiaire de maitrise de l’École Polytechnique de Paris, France, été 2019 (5 mois).
5. Pierre Marion, Construction de réseaux digitaux selon différents critères d’uniformité, stagiaire
de maitrise de l’École Polytechnique de Paris, France, été 2018 (5 mois). Winner of the most
successful achievement in an 2018 internship for all students of the École Polytechnique de Paris,
for his internship in Montreal.
6. Maxime Godin, Logiciel de construction de réseaux digitaux et polynomiaux, stagiaire de maitrise
de l’École Polytechnique de Paris, France, été 2018 (5 mois).
7. Théo Guillaumot, Extensions au logiciel TestU01, stagiaire de maitrise de l’École Polytechnique de
Paris, France, été 2018 (4 mois).

49
 8. Florent Maligne, Développement et amélioration de tests statistiques pour les générateurs pseudo-
aléatoires, stagiaire de maitrise de l’École Polytechnique de Paris, France, été 2018 (5 mois).
9. Erwan Bourceret, Extensions à LatMRG et construction de nouveaux générateurs pseudo-aléatoires,
stagiaire de maitrise de l’École Polytechnique de Paris, France, été 2017 (4 mois).
10. Jemel Ayman, Développement d’outils pour la construction de règles de réseaux polynomiales,
stagiaire de maitrise de l’École Polytechnique de Paris, France, été 2017 (5 mois).
11. Paul Wambergue, Développement d’outils logiciels pour l’analyse de générateurs matriciels, stagiaire
de maitrise de l’École Centrale de Paris, France, été 2017 (6 mois).
12. Youssef Achari Berrada, Outil de construction de réseaux digitaux, stagiaire de maitrise de l’École
Polytechnique de Paris, France, été 2016 (5 mois).
13. Chaker Oueslati, Développement d’outils pour la construction automatique de réseaux polynômiaux
et digitaux pour l’intégration numérique, bourse d’été de premier cycle du CRSNG, été 2016 (4
mois).
14. Yun He, Conception d’horaires de travail dans les centres d’appels téléphoniques, stagiaire de
l’ENAC, Toulouse, France, été 2014 (6 mois).
15. Grégoire Corbière, Modélisation des processus d’arrivée dans les centres d’appels d’Hydro-Québec,
stagiaire de l’Université Paul Sabatier, Toulouse, France, été 2014 (4 mois).
16. Rachid Hassani, Modélisation des bursts pour les appels d’urgence, stagiaire de ENSTA ParisTech,
France, été 2014 (3.5 mois).
17. Laure Leblanc, Analyse de données et modélisation des centres d’appels d’Hydro-Québec, stagiaire
de l’Université de Toulouse, France, été 2013 (4.5 mois).
18. Delphine Réau, Analyse de données et modélisation des centres d’appels d’Hydro-Québec, stagiaire
de l’Université de Toulouse, France, été 2013 (4.5 mois).
19. Siham Kadi, Analyse de données et modélisation pour les centres d’appels du 911 de Montréal et
d’Hydro-Québec, stagiaire de Master 2 en Statistique (Master Recherche) à l’université Pierre et
Marie Curie, France, été 2013 (6 mois).
20. Moncef Chlouchi, Modélisation des arrivées des appels au centre 911 de Montréal, stagiaire de
l’Ecole Polytechnique de Paris, France, été 2012 (3 mois 1/2).
21. Élise Ohier, Modélisation de la durée des appels type par type dans les centres d’appels d’Hydro-
Québec, stagiaire de l’Université de Toulouse, France, été 2012 (4 mois).
22. Virginie Doré, Analyse statistique des données pour les centres d’appels d’Hydro-Québec, stagiaire
de l’Université de Toulouse, France, été 2012 (4 mois).
23. Stéphanie Roupie, Analyse statistique des données et modélisation des arrivés pour les centres
d’appels d’Hydro-Québec, stagiaire de l’Université de Toulouse, France, été 2012 (4 mois).
24. Émilien Jussiaume-Millet, Analyse statistique des données et simulation pour le centre d’appels 911
de Montréal, stagiaire de l’Université de Toulouse, France, été 2012 (4 mois).
25. Basile Verheecke, Estimation et simulation de processus d’arrivées dans les centres d’appels, sta-
giaire de l’ENSEEIHT, Toulouse, France, été 2011 (3 mois).
26. Alexandre Jacquillat, Modélisation de la non-disponibilité des agents dans les centres d’appels,
stagiaire de l’Ecole Polytechnique de Paris, France, été 2010 (3 mois 1/2).
27. Stéphane Furderer, Méthodes quasi-Monte Carlo en finance, stagiaire de l’INSA (Toulouse), été
2009 (3 mois).
28. Zdravko Botev, Splitting methods for Markov chains, étudiant de PhD, stagiaire de l’University of
Queensland (Brisbane, Australie), été 2009 (2 mois, co-direction avec Dirk P. Kroese).
29. Samira Saggadi, Simulation d’événements rares en fiabilité, stagiaire de l’INRIA (Rennes), été 2009
(co-direction avec B. Tuffin).
30. Clément Teule, Contribution à des outils statistiques dans SSJ: librairie logicielle pour la simulation
en Java, stagiaire de l’ISIMA, été 2008 (5 mois).

50
31. Thomas Reytier, Logiciel pour étudier l’équidistribution d’ensembles de points ayant une structure
de réseau digital, stagiaire de l’INSA (Toulouse), été 2007 (3 mois).
32. Louis-Mathieu Lavergne, Conception et développement d’une interface pour un simulateur de cen-
tres d’appels téléphoniques, stage d’été chez Bell Canada, été 2007 (4 mois).
33. Sylvain Bonnet, Contribution à SSJ: librairie logicielle pour la simulation en Java, stagiaire de
l’ISIMA, été 2007 (5 mois).
34. Frédéric Rozon, Logiciel pour mesurer l’uniformité des structures de réseaux, boursier de premier
cycle du CRSNG, été 2006 (4 mois).
35. Mathieu Bague, Contribution à SSJ: librairie logicielle pour la simulation en Java, stagiaire de
l’ISIMA, été 2006 (5 mois).
36. Christophe Charret, Logiciel pour étudier la structure des réseaux digitaux en base 2, stagiaire de
l’ISIMA, été 2006 (5 mois).
37. Mario Pouchet, Logiciel Java pour la simulation, boursier de premier cycle du CRSNG, été 2005.
38. Alain Fidahoussen, Conception de logiciel pour l’analyse des générateurs basés sur des récurrences
modulo 2, stagiaire de l’ISIMA, été 2005 (5 mois).
39. Boni Abdel Chabi-Yo, Méthodes de réduction de variance pour des applications en finance, travail
d’été à temps plein, été 2004; travail à temps partiel, septembre 2004 à mai 2006.
40. Chiheb Dkhil, Méthodes quasi-Monte Carlo pour les chaines de Markov ordonnées, boursier de
premier cycle du CRSNG, été 2004.
41. Étienne Marcotte, Outils logiciels pour la simulation stochastique en Java, boursier de premier cycle
du CRSNG, été 2004. travail à temps partiel, septembre à décembre 2004.
42. Wyean Chan, Implantation de modèles de chaines de Markov pour estimer la performance dans les
centres d’appels, boursier de premier cycle du CRSNG, été 2004, travail à temps partiel, septembre
à décembre 2004.
43. Pierre-Alexandre Tremblay, Méthodes Monte Carlo pour l’évaluation d’options, travail à temps
partiel, janvier 2004 à avril 2004.
44. Éric Buist, Logiciel de simulation de centres d’appels téléphoniques, boursier de premier cycle du
CRSNG, été 2003.
45. Abdelazziz Milib, Logiciel Java pour application de méthodes quasi-Monte Carlo randomisées, bour-
sier de premier cycle du CRSNG, été 2003.
46. Chiheb Dkhil, Logiciel pour analyser la structure de réseau des récurrences linéaires, boursier de
premier cycle du CRSNG, été 2003.
47. Wen Yu, Logiciel pour analyser la structure de réseau des récurrences linéaires, boursière de premier
cycle du CRSNG, été 2003.
48. Éric Buist, Outils logiciels pour la simulation en Java, boursier de premier cycle du CRSNG, été
2002.
49. Denis Boissé, Logiciel Java pour génération de valeurs aléatoires et méthodes quasi-Monte Carlo,
boursier de premier cycle du CRSNG, été 2002.
50. Pierre-Alexandre Tremblay, Classes SSJ pour l’évaluation d’options, travail à temps partiel, mai
2002 à août 2003.
51. Lakhdar Meliani, Un cadre d’application pour la simulation en Java, travail à temps partiel, janvier
2001 à mai 2003.
52. Katerine Martin, Implantation d’utilitaires Java pour la simulation, travail à temps partiel, hiver
2001.
53. Alexandre Deslauriers, Outils de simulation en C pour la finance, boursier de premier cycle du
CRSNG, été 2001.
54. Grégoire Winterstein, Outils logiciels pour la réduction de variance en simulation, stage de recherche
à temps plein, été 2000.

51
 55. Francis Picard, Outils logiciels de simulation en C et en Java, boursier de premier cycle du CRSNG,
été 1999.
56. Jean-Sébastien Sénécal, Outils logiciels de simulation en C et en Java, boursier de premier cycle du
CRSNG, été 1999.
57. Armand Nganou, Logiciel pour mesurer l’équidistribution de séquences produites par des registres
à décalage, travail d’été à temps plein, été 1996.
58. Anna Bragina, Implantation de générateurs pseudoaléatoires, travail d’été à temps plein, été 1996.
59. Ajmal Chaumun, Expérimentations de tests spectraux, assistant à temps partiel, 1996.
60. Jean-François Cordeau, Tests statistiques de générateurs pseudoaléatoires, assistant de recherche
temps plein/partiel, mai 1994 à décembre 1995.
61. Yannick Thifault, travail d’été à temps plein, été 1995.
62. Yanick Champoux, travail d’été à temps plein, été 1995.
63. Armand Nganou, travail d’été à temps plein, été 1995.
64. Richard Dumoulin, Générateurs de Tausworthe combinés et MRG combinés, été et automne 1994.
65. Luc de Bellefeuille, Générateurs de Tausworthe combinés, 1993–1994.
66. Many more before 1995.

OTHER PROFESSIONAL ACTIVITIES

Editorial and reviewing tasks

• Associate Editor for the ACM Transactions on Mathematical Software, since August 2004.
• Associate Editor for International Transactions in Operational Research, since May 2007.
• Associate Editor for Statistics and Computing (Springer-Verlag), June 2003–January 2020.
• Editor-in-Chief of the ACM Transactions on Modeling and Computer Simulation (TOMACS), May
2010–June 2013.
• Area Editor for the ACM Transactions on Modeling and Computer Simulation, January 1994–April
2010.
• Associate Editor for Cryptography and Communications—Discrete Structures, Boolean Functions
and Sequences (Springer-Verlag), December 2006–December 2014.
• Associate Editor for Management Science, January 2009–January 2011.
• Associate Editor for The Open Applied Mathematics Journal , January 2007–June 2010.
• Departmental Editor for the Simulation Department of Management Science, January 1993–May
1998.
• Guest Editor for a Special Issue of Mathematics and Computers in Simulation on “Monte Carlo
Methods and Applications,” volume 161, July 2019.
• Guest Editor for a Special Issue of the ACM Transactions on Modeling and Computer Simulation
on Random Number Generation and Highly-Uniform Point Sets, 2003.
• Guest Editor for a Special Issue of the ACM Transactions on Modeling and Computer Simulation
on Random Number Generation, 1998.
• Reviewer for international scientific journals, conferences proceedings, and book manuscripts. Re-
viewer for the following journals since 1985:
1. ACM Transactions on Modeling and Computer Simulation;
2. ACM Transactions on Mathematical Software;
3. ACM Transactions on Privacy and Security;

52
 4. Advances in Applied Probability;
5. African Journal of Business Management;
6. Annales Mathematicae et Informaticae;
7. Annali di Matematica Pura ed Applicata;
8. Annals of Applied Probability;
9. Annals of the Institute of Statistical Mathematics;
10. Annals of Operations Research;
11. Applicable Algebra (AAECC);
12. Applications and Applied Mathematics;
13. Applied Mathematical Modeling;
14. Applied Mathematics and Computation;
15. Applied Physics Letters;
16. Applied Sciences;
17. Australian and New-Zealand Industrial and Applied Mathematics (ANZIAM) Journal;
18. Automatica;
19. Bernoulli Journal;
20. BIT Numerical Methematics;
21. British Journal of Applied Science and Technology;
22. Bulletin of Mathematical Biology
23. Chaos, Solitons and Fractals;
24. Chemical Engineering Science;
25. Communications in Statistics—Simulation and Computation;
26. Communications in Statistics—Theory and Methods;
27. Communications of the ACM;
28. Computational Geosciences;
29. Computational Statistics and Data Analysis;
30. Computer Communications;
31. Computer Science in Economics and Management;
32. Computer Physics Communications;
33. Computers and Mathematics with Applications;
34. Computers and Operations Research;
35. Computers in Physics;
36. Concurrency and Computation: Practice and Experience;
37. Cryptography and Communications;
38. Cryptologia;
39. Discrete Event Dynamic Systems: Theory and Applications;
40. Dynamics of Athmospheres and Oceans;
41. Electronic Letters; Entropy;
42. European Journal of Control;
43. European Journal of Operations Research;
44. Europhysics Letters;
45. Facta Universitatis: Mathematics and Informatics;
46. Finite Fields and Their Applications;
47. Foundations of Computational Mathematics;
48. Geodesy and Geodynamics;
49. Health Care Management Science;
50. IBM Journal of Research and Development;
51. IEE Proceedings on Computers and Digital Techniques;
52. IEEE Access;
53. IEEE Communications Magazine;
54. IEEE Transactions on Automatic Control;
55. IEEE Transactions on Automation Science and Engineering;
56. IEEE Transactions on Circuits and Systems;
57. IEEE Transactions on Communications;
58. IEEE Transactions on Computers;

53
 59. IEEE Transactions on Information Forensics and Security;
60. IEEE Transactions on Information Theory;
61. IEEE Transactions on Reliability;
62. IEEE Transactions on Systems, Man, and Cybernetics;
63. IEEE Transactions on Very Large Scale Integration Systems
64. IEICE Trans. on Fundamentals of Electronics, Commun. and Comput. Sciences;
65. IEICE Transactions on Information and Systems;
66. IET Circuits, Devices and Systems;
67. IET Generation, Transmission, and Distribution;
68. IIE Transactions;
69. INFOR;
70. Informatics;
71. Information Processing Letters;
72. INFORMS Journal on Computing;
73. Interfaces;
74. International Journal of Computers and Their Applications;
75. International Journal of Computer Mathematics;
76. International Journal of Foundations of Computer Science;
77. International Journal of Mathematics and Mathematical Sciences;
78. International Journal of Parallel, Emergent, and Distributed Systems;
79. International Journal of Production Economics;
80. International Journal of Systems Science;
81. International Transactions in Operational Research;
82. Investigación Operativa;
83. IPSI Transactions on Internet Research;
84. Journal of Applied Mathematics
85. Journal of Applied Probability;
86. Journal of Applied Statistics;
87. Journal of Business Research;
88. Journal of Complexity;
89. Journal of Computational and Applied Mathematics;
90. Journal of Computational and Graphical Statistics;
91. Journal of Computational Finance;
92. Journal of Computational Physics;
93. Journal of Economic Dynamics and Control;
94. Journal of Cryptology;
95. Journal of Experimental Algorithms;
96. Journal of Forecasting;
97. Journal of Intelligent Transportation Systems;
98. Journal of Mathematics and Mathematical Sciences;
99. Journal of Open Research Software;
100. Journal of Optimization Theory and Applications;
101. Journal of Parallel and Distributed Computing;
102. Journal of Physics A: Mathematical and General;
103. Journal of Simulation;
104. Journal of Statistical Computation and Simulation;
105. Journal of Statistical Planning and Inference;
106. Journal of Statistical Software;
107. Journal of Systems and Software;
108. Journal of the American Statistical Association;
109. Journal of the Franklin Institute;
110. Journal of the Institute of Electronic, Information, and Commun. Engineers.
111. Journal of the Royal Statistical Society, Series B;
112. Journal of Theoretical Probability
113. Journal of Zhejiang University Science;

54
114. Management Science;
115. Manufacturing and Service Operations Management;
116. Markov Processes and related Fields;
117. Mathematical Programming;
118. Mathematical and Computer Modeling;
119. Mathematics;
120. Mathematics and Computers in Simulation;
121. Mathematics of Computation;
122. Mathematics of Operations Research;
123. Measurement Science and Technology;
124. Medical Physics;
125. Methodology and Computing in Applied Probability;
126. Monatshefte für Mathematik;
127. Naval Research Logistics;
128. Neural Computing and Applications
129. Operations Research;
130. Operations Research and Decisions;
131. Operations Research Letters;
132. Optimal Control Applications and Methods;
133. Optimization Methods and Software;
134. ORSA Journal on Computing;
135. Physical Review E;
136. Physical Review Letters;
137. Probability in the Engineering and Informational Science;
138. Proceedings of the National Academy of Science of the USA;
139. Proceedings of the Royal Society A;
140. Production and Operations Management;
141. Pure and Applied Mathematics Quarterly;
142. Quantitative Finance;
143. Reliability Engineering and System Safety;
144. Science;
145. Scientia Iranica;
146. Scientific Programming;
147. SIAM Journal on Financial Mathematics;
148. SIAM Journal on Optimization;
149. SIAM Journal on Scientific Computing;
150. SIAM Review;
151. Simulation;
152. Simulation Modelling Practice and Theory;
153. Software Practice and Experience;
154. SoftwareX;
155. Statistica Neerlandica;
156. Statistical Papers;
157. Statistics and Computing;
158. Statistics and Probability Letters;
159. Stochastic Models;
160. Stochastic Systems;
161. Technique et Science Informatique;
162. The American Statistician;
163. The Computer Journal;
164. The Open Applied Mathematics Journal;
165. Theory of Computing Systems;
166. Transactions of the Society for Modeling and Simulation International;
167. Transportation Science;
168. VLSI Design;

55
 169. Cambridge University Press (books);
170. Elsevier Science: Handbook of Operations Research and Management Science;
171. Feithschrift for Ian Sloan, Springer Verlag;
172. Lecture Notes in Statistics (Springer Series);
173. Kluwer Academic (books and chapters);
174. McGraw-Hill (books);
175. Panoramas et Synthèses (Société mathématique de France);
176. Princeton University Press (books);
177. Springer-Verlag (books);
178. Wiley (books);
179. Wiley Encyclopedia of Operations Research and Management;

• Reviewer for Several conference proceedings.

• Grant proposal evaluations for: Agence Nationale de la Recherche (France); Austrian Science Fund
(FWF, Austria); Canada Council for the Arts (Killam Fellowships); Canada Research Chairs
(Canada); Fond Québécois de Recherche en Nature et Technologie (Quebec); Hellenic Republic,
National Center for Scientific Research (Greece); Institut National de Recherche en Informatique
et Automatique (France); IVADO (Canada); K.U. Leuven (Belgium); MITACS (Canada); National
Science Foundation (USA); Natural Sciences and Engineering Research Council (Canada); Nether-
lands Organisation for Scientific Research (Netherlands); Région de Bretagne (France);
• Evaluation for promotion and prizes for the following Universities:

Austrian Academy of Science, Austria;

Bilkent University, Ankara, Turkey;
Columbia University (Industrial Engineering), New York, USA;
Columbia University (Business School), New York, USA;
Cornell University, USA;
Florida State University, USA;
Georgia Institute of Technology (Industrial and Systems Engineering), USA;
Indian School of Business, Gachibowli, India;
Inria, France;
IREQ, Hydro-Québec, Canada;
Kuwait University;
Lahore University of Management Sciences, Pakistan;
McGill University, Montreal, Canada;
Memphis State University, Memphis, USA;
North-Carolina State University (Industrial Engineering), USA;
Northwestern University (Industrial Engineering), Illinois, USA;
Purdue University, USA;
Rensselaer Polytechnic Institute, USA;
Rice University, Houston, USA;
Stanford University, USA;
University College London, U.K.;
University of Calgary, Canada;
University of Cambridge, U.K.;
University of Cincinnati, USA;
University of Miami, USA;
University of New South Wales, Australia;
University of North-Carolina, Chapel-Hill, USA;

56
 University of Oxford, UK;
University of Queensland, Australia;
University of Salzburg, Autriche;
University of San Francisco, USA;
University of Southampton, U.K.
University of Western Ontario, Canada;
University of Wisconsin, Madison, USA;

Conferences and workshops

• Co-Organizer and program committee member of the 13th International Conference on Monte Carlo
and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC’18), Rennes, France, July 2018.
• Co-Organizer of SAMSI Quasi-Monte Carlo Workshops, SAMSI, Raleigh-Durham, North-Carolina,
USA, 28 Aug. – 1 Sept. 2017 and May 7–9, 2018.
• Organizer and Chair of the Eleventh International Conference on Monte Carlo Methods and its
Applications, Montreal, July 2017.
• Organizer and Chair of the INFORMS Simulation Society Workshop (held every two years), Mon-
treal, July 2011.
• Organizer and Chair of an international research workshop on call centers, Montreal, May 2010.
• Organizer and Chair of the Eighth International Conference on Monte Carlo and Quasi-Monte
Carlo Methods in Scientific Computing (MCQMC’08), Montreal, July 6–11, 2008.
• Organizer and Chair of an international workshop on call centers, Montreal, May 2006.
• Organizer and Chair of a two-week international workshop on random number generators and
highly-uniform point sets, at the Mathematical Research Center, Montreal, June 2002.
• Co-organizer (with G. Gauthier) of an international workshop on mathematical finance, sponsored
by GERAD and CIRANO, University of Montreal, May 1999.
• Organizer and Chair of a three-week international workshop on pseudorandom number generation,
at the Mathematical Research Center in Montreal, 3–21 June 1996.
• Program Committee Member of international conferences. Since 2000:

MCQMC 2022: Fifteenth International Conference on Monte Carlo and Quasi-Monte

Carlo Methods in Scientific Computing, Linz, Austria, July 2022.
ICORES 2022: International Conference on Operations Research and Enterprise Systems,
Vienna, Austria, Feb. 2022.
MCM 2021: 13th International Conference on Monte Carlo Methods and its Applications,
Mannheim, Germany July 2021.
MCQMC 2020: Fourteenth International Conference on Monte Carlo and Quasi-Monte
Carlo Methods in Scientific Computing, Oxford, U.K., Aug. 2020.
ICORES 2020: International Conference on Operations Research and Enterprise Systems,
Valletta, Malta, Feb. 2020.
SIMULTECH 2019: International Conference on Simulation and Modeling Methodolo-
gies, Technologies and Applications, Prague, Czech Republic, July 2019.
MCM 2019: Twelfth International Conference on Monte Carlo Methods and its Applica-
tions, Sydney, Australia, July 2019.
Valuetools 2019: International Conference on Performance Evaluation Methodologies and
Tools Palma de Mallorca, Spain, March 2019.

57
ICORES 2019: International Conference on Operations Research and Enterprise Systems,
Prague, Czech Republic, Feb. 2019.
MCQMC 2018: Thirteenth International Conference on Monte Carlo and Quasi-Monte
Carlo Methods in Scientific Computing, Rennes, France, July 2018.
SIMULTECH 2018: International Conference on Simulation and Modeling Methodolo-
gies, Technologies and Applications, Porto, Portugal, July 2018.
ICORES 2018: International Conference on Operations Research and Enterprise Systems,
Funchal, Portugal, Feb. 2018.
MCM 2017: Eleventh International Conference on Monte Carlo Methods and its Appli-
cations, Montreal, Canada, July 2017.
SIMULTECH 2017: International Conference on Simulation and Modeling Methodolo-
gies, Technologies and Applications, Madrid, Spain, July 2018.
ICORES 2017: International Conference on Operations Research and Enterprise Systems,
Porto, Portugal, Feb. 2017.
MCQMC 2016: Twelve International Conference on Monte Carlo and Quasi-Monte Carlo
Methods in Scientific Computing, Stanford, California, Aug. 2016.
SIMULTECH 2016: International Conference on Simulation and Modeling Methodolo-
gies, Technologies and Applications, Lisbon, Portugal, July 2016.
ICORES 2016: International Conference on Operations Research and Enterprise Systems,
Rome, Italy, Feb. 2016.
SIMUL 2015: Seventh International Conference on Advances in System Simulation,
Barcelona, Nov. 2015.
SIMULTECH 2015: International Conference on Simulation and Modeling Methodolo-
gies, Technologies and Applications, Colmar, France, July 2015.
MCM 2015: Tenth IMACS Seminar on Monte Carlo Methods, Linz, Austria, July 2015.
BIRS Workshop on Applied Probability Frontiers: Computational and Modeling Chal-
lenges, Banff, Canada, June 2015.
SIMULTECH 2014: International Conference on Simulation and Modeling Methodolo-
gies, Technologies and Applications, Vienna, Austria, Aug. 2014.
MCQMC 2014: Eleventh International Conference on Monte Carlo and Quasi-Monte
Carlo Methods in Scientific Computing, Leuven, Belgium, April 2014.
ICORES 2014: International Conference on Operations Research and Enterprise Systems,
Angers, France, March 2014.
SNA-MC 2013: Supercomputing in Nuclear Applications and Monte Carlo, Paris, Oct.
27-31, 2013.
MCM 2013: Ninth IMACS Seminar on Monte Carlo Methods, Annecy, France, Aug.
2013.
WorldCIST’13: The 2013 World Conference on Information Systems and Technologies,
Olhão, Algarve, Portugal, March 2013.
WSC 2012: Winter Simulation Conference, Berlin, Dec. 2012.
CORS 2012: Canadian Operations Research Society Conference, Niagara Falls, June
2012.
MCQMC 2012: Tenth International Conference on Monte Carlo and Quasi-Monte Carlo
Methods in Scientific Computing, Sydney, Australia, Feb. 2012.
MCM 2011: Eighth IMACS Seminar on Monte Carlo Methods, Bulgaria, Aug. 2011.
INFORMS Simulation Society Research Workshop (chair and organizer), Montreal, July
2011.
MCQMC 2010: Ninth International Conference on Monte Carlo and Quasi-Monte Carlo

58
 Methods in Scientific Computing, Warsaw, Poland, Aug. 2010.
MOSIM 2010: 8-ième Conférence Francophone de Modélisation et Simulation, Tunisie,
May 2010.
SIMUTools 2010: Spain March 2010.
SIMUL 2009: Porto, Portugal, Sept. 2009.
MCM 2009: Seventh IMACS Seminar on Monte Carlo Methods, Bruxelles, Belgique,
Sept. 2009.
The 15th INFORMS Applied Probability Society Conference, Ithaca, New York, July
2009.
ISC 2009: International Industrial Simulation Conference, Loughborough, United King-
dom, June 2009.
SIMUTools 2009: Rome, Italia, March 2009.
ESM 2008: European Simulation and Modeling Conference, Le Havre, France Oct. 2008.
RESIM 2008: 7th International Workshop on Rare Event Simulation, Rennes, France,
Sept. 2008.
Workshop on Generation, Testing and Applications of Random Number Sequences,
Bucharest, Sept. 2008.
MCQMC 2008: Eighth International Conference on Monte Carlo and Quasi-Monte Carlo
Methods in Scientific Computing (Chair and organizer), Montréal, Canada, July 2008.
ISC 2008: International Industrial Simulation Conference, Lyon, France, June 2008.
MOSIM 2008: 7-ième Conférence Francophone de Modélisation et Simulation, Paris,
April 2008.
SIMUTools 2008, Marseilles, March 2008.
ESM 2007: European Simulation and Modeling Conference, Malta, Oct. 2007.
Valuetools 2007: International Conference on Performance Evaluation Methodologies and
Tools, Nantes, France, Oct. 2007.
ISC 2007: International Industrial Simulation Conference, Delft, June 2007.
MCM 2007: Sixth IMACS Seminar on Monte Carlo Methods, Reading, United Kingdom,
June 2007.
ESM 2006: European Simulation and Modeling Conference, Toulouse, France, Oct. 2006.
MCQMC 2006: Seventh International Conference on Monte Carlo and Quasi-Monte Carlo
Methods in Scientific Computing, Ulm, Germany, Aug. 2006.
ISC 2006: Industrial Simulation Conference, Palermo, Italy, June 2006.
Workshop on Call Centers, Montréal, May 2006.
ESM 2005: European Simulation and Modeling Conference, Porto, Portugal, Oct. 2005.
APS 2005: INFORMS Applied Probability Society Conference, Ottawa, Canada, July
2005.
MCM 2005: IMACS Symposium on Monte Carlo Methods, Tallahassee, Florida, May
2005.
MCQMC 2004: Sixth International Conference on Monte Carlo and Quasi-Monte Carlo
Methods in Scientific Computing, Juan-Les-Pins, France, June 2004.
International Conference on Computational Science and its Applications, Montréal, 18–21
May 2003.
Fifth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Sci-
entific Computing, Singapore, Nov. 2002.
Workshop on Random Number Generators and Highly Uniform Point Sets, Montréal,
17–28 June 2002.
European Simulation Multiconference, Darmstadt, Germany, June 2002.

59
 International Conference on Grand Challenges for Modeling and Simulation, San Antonio,
Texas, Jan. 2002.
MCM 2001: IMACS Seminar on Monte Carlo Methods, Salzburg, Austria, Sept. 2001.
Troisièmes Journés Francophones de Recherche Opérationnelle, Québec, May 2000.
Fourth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in
Scientific Computing, Hong Kong, Dec. 2000.
International Workshop on Decision and Control in Management Sciences, Montreal, Oct.
2000.
Many more conferences before 2000.

Other

• Member of several Ph.D. thesis and M.Sc. thesis committees.

• Steering Committee Member for the International Conference on Monte Carlo Methods and its
Applications (biennial conference), 2009–2021. Chair for 2017–2021.
• Steering Committee Member for the International Conference on Monte Carlo and Quasi-Monte
Carlo Methods in Scientific Computing, 2006–2024.
• Member of the selection committee for the “INFORMS Simulation Society Lifetime Professional
Achievement Award”, 2021–2023.
• Member of the selection committee for the “INFORMS Simulation Society Outstanding Publication
Award”, 2019–2021.
• Member of the selection committee for the “ACM Special Interest Group on Simulation: Distin-
guished Contributions Award”, 2017–2019.
• Member of the selection committee for the “INFORMS Simulation Society Distinguished Service
Award”, 2012–2015.
• Member of the selection committee for the “INFORMS Simulation Society Outstanding Publication
Award”, 2011–2014.
• Program committee member for the Master in Mathematical and Computational Finance, 2007–
2011.
• Member of the selection committee for the “INFORMS Computing Society Best Publication
Award”, 2006.
• Member of the selection committee for the “INFORMS College on Simulation Outstanding Publi-
cation Award”, Jan. 2000–Dec. 2002 (Chair in 2002).
• Member of the Board of the “Centre de Recherches Mathématiques” in Montreal (1993–1997).
• Member of the planning committee of the Faculty of Arts and Sciences at the University of Montreal
(1992–1995 and 2003–2007).
• Member of the Institute for Operations Research and the Management Sciences (INFORMS).
• Research and consulting contracts occasionally. Work done for (partial list): Le Barreau du Québec;
Provost Transport Routier; Ogilvy Renault Avocats; Régie de l’Assurance Maladie du Québec;
Bell Northern Research; Newbridge Networks; Énergie Atomique du Canada; ALCAN Aluminium;
Brooks Automation (Automod simulation software); Rockwell Software (Arena simulation soft-
ware); New South Wales Lotteries (Australia); Spielo Gaming; Alcatel Canada; Canadian Bank
Note; SAS Corporation; Toshiba; Simul8; Loto-Québec; Inosim; The Mathworks (MATLAB soft-
ware); Hydro-Québec; Montréal Police Service; Advanced Micro Devices (AMD); Ultimate Risk
Solutions; SNCF (France).

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OTHER ACTIVITIES
• Sport activities: road cycling and cross-country skiing. Canadian champion in road cycling (by age
groups) in 2000, 2001, 2011, and 2012. Second in 2002 and 2004. Quebec champion in road race
in 1996, 2000, 2001, 2003, 2012; in time trial in 2002, 2003, 2004, 2005, 2012; and in criterium in
2011 and 2016. Winner of America’s cup in 2000 and 2012. Named cyclist of the year 2012 in
masters categories by the Quebec Cycling Federation. Bronze medal in Canadian cross-country
skiing championship (50 km classic) in 1994.
• Coach in Track and Field 1970–1992. Member of the Canadian team at Olympic games, World
Championships, Commonwealth Games, etc.. Quebec’s track and field federation’s “coach of the
year” in 1985 and 1992. Coach of the Barcelona Olympic games silver medalist (20 km walk) and
world record holder (30 km walk) Guillaume Leblanc, from 1973 to 1992.

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