Table Of ContentZdravko Botev
Alexander Keller
Christiane Lemieux
Bruno Tuffin Editors
Advances in
Modeling and
Simulation
Festschrift for Pierre L’Ecuyer
Advances in Modeling and Simulation
· ·
Zdravko Botev Alexander Keller
·
Christiane Lemieux Bruno Tuffin
Editors
Advances in Modeling
and Simulation
Festschrift for Pierre L’Ecuyer
Editors
ZdravkoBotev AlexanderKeller
Randwick,NSW,Australia NVIDIA
Berlin,Germany
ChristianeLemieux
UniversityofWaterloo BrunoTuffin
Waterloo,ON,Canada RennesBretagne-Atlantique
INRIA
RennesCedex,France
ISBN 978-3-031-10192-2 ISBN 978-3-031-10193-9 (eBook)
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Preface
ThisFestschriftisacollectionofinvitedresearcharticlesontheoccasionofPierre
L’Ecuyer’s70thbirthdayin2020.Duringthepandemic,acelebrationwithfriendsand
colleagueswasimpossible.WhendiscussingtheopportunitytopublishaFestschrift
instead,supporthasbeenenthusiastic.Wearegratefultotheauthorsofthisvolume
for their endorsement and their ready willingness to contribute. The works reflect
Pierre’s influence on the fields of stochastic modeling, simulation, and operations
research.ItisarealpleasuretopresentthisFestschrifttohonorPierreL’Ecuyer.
Sydney,Australia ZdravkoBotev
Berlin,Germany AlexanderKeller
Waterloo,Canada ChristianeLemieux
Rennes,France BrunoTuffin
April2022
v
Acknowledgements
We express our gratitude to Martin Peters at Springer-Verlag for supporting and
publishingtheFestschriftvolume.
Themanuscriptsinthisvolumewerecarefullyscreened.Wethanktheanonymous
reviewersfortheirtimeandtheirreportsthatcontributedenormouslytotheexcellent
qualityoftheFestschrift.
ZdravkoBotev
AlexanderKeller
ChristianeLemieux
BrunoTuffin
vii
Biography
AbstractPierreL’Ecuyerisregardedasatopscientist,hisleadershipinthefieldof
simulationand,inparticular,pseudo-randomnumbergenerationbeinguncontested.
Pierreisnotonlyknownforhisscientificresults,butalsoforhisrigorousness,his
dedication to excellence, his dynamism, his enormous working capacity, and his
curiosity making an impression on every person who gets to know him. Those in
desireofmoredetailmayhavealookatPierre’svitaathttp://www.iro.umontreal.
ca/lecuyer/cva.pdf.
Education
PierrefollowedaneducationpathfromtheUniversitédeMontréal,Canada.Hisfirst
academic degree is a Bachelor’s in mathematics in 1972, followed by an M.Sc. in
OperationsResearchin1980(inbetweenhehadbeenateacherofmathematicsat
theCEGEPofSept-Iles,Québec),andthenaPh.D.inComputerSciencewithOper-
ationsResearchorientationin1983onMarkoviandecisionprocesses.From1982to
1990, he served as a Professor in the Computer Science Department at Université
Laval, and since then has been a Professor in the “Département d’informatique et
derechercheopérationnelle”(DIRO)attheUniversitédeMontréal.Pierrehasalso
beenspendingtimevisitingcolleaguesinnumerousplacesworldwideduringsabbat-
icals or long stays, including Stanford University, Université de Nantes, Waseda
University, University of Salzburg, North Carolina State University, Université de
Savoie,InriaRocquencourtandRennes,UniversityofNewSouthWales,andGoogle
Research.
ix
x Biography
ResearchActivityandVisibility
As of the beginning of November 2021, Pierre has written or co-written 26 book
chapters,125journalpapers(inprestigiousjournals),and134referredconference
papers.AccordingtoGoogleScholar,hisH-indexis68andhehas16,481citations.
Pierrehasawiderangeofinterestsanddiversecontributions.Amongthese,Pierre
isaworldleaderinmultipleareas:
(cid:129) Dynamic programming and operations research (OR) in general. Pierre’s
activity on dynamic programming (starting with his Ph.D. thesis) and a broad
range of OR domains, including the computation of derivatives, is still highly
referencedinthedomain.
(cid:129) Variancereductiontechniques.Hisworkonvariancereduction,includingrare
event simulation, has made Pierre one of the most renowned researchers in the
domain, both from the theoretical and application (to reliability and queuing)
aspects. He contributed to the advances of importance sampling and splitting
proceduresdrasticallyreducingthesimulationtimetoreachapredefinedaccuracy.
(cid:129) Telephone call centers. His industrial contracts have led Pierre to work on the
modeling, simulation, and optimization of call centers. His activity has led to
the development of a software used by several companies and the development
of models and specific analysis techniques making him a renowned expert in
theareacollaboratingwiththebest-knownotherteamsintheworld.Henotably
developednewandmorerealisticmodelsthanthoseexistingatthetimeinwhich
thearrivalrateofcustomerschangeswithtime,isstochastic,andthearrivalratesin
differenttimeperiodsarenotindependent.Novelestimationsofparametershave
alsobeendesigned.Healsodevelopedsimulation-basedoptimizationalgorithms
andheuristicsforagent’sstaffing.
(cid:129) Quasi-Monte Carlo methods are deterministic methods, as opposed to the
random Monte Carlo ones, having the advantage of converging faster, even if
lesseasytoapply.Again,Pierrehasdevelopedastrongandworld-leadingexper-
tiseinthegenerationofsequencesofhighlyuniformlydistributedpointsusedby
thosemethods,theirrandomizationtogetapracticalestimationoftheerror,and
theirapplicationinfinance.
(cid:129) Randomnumbergenerators.WhilePierre’sworkonallthepreviouslydescribed
topicsisalreadyimpressive,hisactivityonrandomnumbergenerators,akeyissue
forsimulation,isprobablywhatshouldbehighlightedthemost.Ifonehastogive
a single name on this topic, Pierre is probably the one that will be mentioned.
HisrandomgeneratorRNGStreamsiswidelyused,becauseitisoneofthemost
efficientandportableones.Hisextensivetestsuitesarealsoverypopular.Pierre’s
TestU01softwarelibraryisthestandardsuiteofproceduresforempiricallytesting
theperformanceofrandomnumbergenerators.Amonghismanypublicationson
the subject, the one he has in the Communications of the ACM has been cited
morethan1,100times.
Biography xi
EditorialActivities
Pierre is currently an Associate Editor for three journals: ACM Transactions on
Mathematical Software, Statistics and Computing, and International Transactions
inOperationalResearch.HewaspreviouslyAssociateEditorforfiveotherjournals
andtheDepartmentalEditorfortheSimulationDepartmentofManagementScience.
HewastheEditor-in-ChiefforACMTransactionsonModelingandComputerSimu-
lation from 2010 to 2013, a period during which the journal grew in scope and
volume of submissions; Pierre was carefully reading all the submitted papers and
prescreeningsubmissionstoalleviatetheworkloadoftheeditorialteam.
Remarkably,Pierrehasreviewedarticlesfor170differentjournals.Thatillustrates
howwell-knownheisbypeopleevenoutsidethesimulationcommunity.Typically,
hehasbeenreviewingbetweenthreetofourpapersperweekonaverage.
OrganizingConferences
Pierre has already organized seven international events in Montréal, including the
EighthInternationalConferenceonMonteCarloandQuasi-MonteCarloMethods
inScientificComputing(MCQMC)in2008andtheINFORMSSimulationSociety
Workshopin2011,ortheEleventhInternationalConferenceonMonteCarloMethods
andApplication(MCM)in2017.Healsoco-organizedMCQMC2018inRennes,
France.Pierrehasbeenservingonmanyprogramorsteeringcommittees.
SimulationSocieties
Pierre has been a member of numerous evaluation committees worldwide for
grant proposals, promotion, and prizes from universities. Among the most notable
membershipsaretheINFORMSSimulationSocietyDistinguishedServiceAward,
INFORMS Simulation Society Outstanding Publication Award, or INFORMS
CollegeonSimulationOutstandingPublicationandOutstandingAwardcommittees.
IndustryandCivilSociety
Pierrehasreceivedmanygrantsfromtheindustrytosuccessfullyapplyhissimulation
andoperationsresearchresults.Forexample,Pierrehasdevelopedspecificmodeling
and simulation tools for Bell and Hydro-Québec. He has also been contacted to
implementhisrandomnumbergenerators,ortestexistingones,byAMD,Alcatel,
LottoQuébec,TheMathworks,andMontréalPoliceService,tonameafew.
xii Biography
Pierre has devoted a lot of time to software development, with all his random
generatorsavailableinmanylanguages,aJavalibraryforstochasticsimulationcalled
SSJ, or a software library called TestU01 offering a collection of utilities for the
empirical statistical testing of uniform random number generators. All these tools
arefreelyavailabletothescientificcommunity.
Mentorship
Pierrehassupervised49MasterandPh.D.students,aswellas23postdocs.Hehas
beenamemberofnumerousPh.D.examinationcommitteesallovertheworld.His
courses on simulation at the Université de Montréal and various Summer Schools
havealsocontributedtothewidespreaddisseminationofmodelingandsimulation
knowledge.
Recognition
Pierrehasbeenrecognizedbythescientificcommunity,havingreceivedprestigious
awardssuchasaCanadianandanInriaResearchChair,theAwardofMeritfromthe
CanadianOperationalResearchSociety,theINFORMSFellowAwardin2006,the
INFORMSSimulationSocietyDistinguishedServiceAwardin2011,theINFORMS
SimulationSocietyOutstandingResearchPublicationAwardwonthreetimesin1999
(onCombinedMultipleRecursiveRandomNumberGenerators),2009(oncomputa-
tionalfinance,bydesigningefficientalgorithmsforpricingpath-dependentoptions),
and2018(oncallcentersmodeling),theSIGSIMDistinguishedContributionsAward
in2016,orINFORMSSimulationSocietyLifetimeProfessionalAchievementAward
in2020.OntheCanadianscene,tonameonlyafewoftheawardsanddistinctions
earnedbyPierre,in1996,hewasawardedaprestigiousSteacieFellowshipforthe
period1995–1997fromtheNaturalScienceandEngineeringResearchCouncilof
Canada.HereceivedaKillamResearchFellowshipfromtheCanadaCouncilforthe
Arts for the period 2001–2003. And in 2004, he was awarded a Canada Research
ChaironStochasticSimulationandOptimizationfortheperiod2004–2010,which
wasrenewedin2011foranothersevenyears.
PersonalAchievements
Besideshisscientificlife,Pierrehashadanamazingsport-relatedlife,forwhichhe
isalsowell-knownintherespectivecommunities:notonlyasacompetitorbutalso
asacoach.Whileskilledinmanykindsofsport,Pierreisexceptionallycompetitive
andskilledincross-countryskiingandroadcycling.
