Axis 3: Decision support made under uncertainty

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Cahiers du GERAD

290 results — page 4 of 15

G-2021-78
WaveCorr: Deep reinforcement learning with permutation invariant policy networks for portfolio management
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The problem of portfolio management represents an important and challenging class of dynamic decision making problems, where rebalancing decisions need to be...

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G-2021-75
Data-driven optimization with distributionally robust second-order stochastic dominance constraints
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Optimization with stochastic dominance constraints has recently received an increasing amount of attention in the quantitative risk management literature. In...

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G-2021-70
Risk-averse regret minimization in multi-stage stochastic programs
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Within the context of optimization under uncertainty, a well-known alternative to minimizing expected value or the worst-case scenario consists in minimizing...

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G-2021-69
Data-driven sustainable distributed energy resources' control based on multi-agent deep reinforcement learning
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With the ongoing energy transition, electric power and energy systems are becoming increasingly multi-dimensional and complex with higher levels of uncertain...

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G-2021-59
Robust optimization for lot-sizing problems under yield uncertainty
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Production yield can be highly volatile and uncertain, especially in industries where exogenous and environmental factors such as the climate or raw material...

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G-2021-53
Off-line approximate dynamic programming for the vehicle routing problem with stochastic customers and demands via decentralized decision-making
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This paper studies a stochastic variant of the vehicle routing problem (VRP) where both customer locations and demands are uncertain. In particular, potentia...

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G-2021-52
The consistent production routing problem
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This paper introduces the consistent production routing problem in a setting with multiple plants and products. The problem consists in finding minimum-cost ...

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G-2021-42
Adaptive simultaneous stochastic optimization of mining complexes: Where is the value coming from?
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This paper aims to identify the sources of value created in the strategic plan of a mining complex when the adaptive simultaneous stochastic optimization of ...

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G-2021-41
Stochastic stope design optimization under grade uncertainty and dynamic development costs
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Stope design optimization defines mineable three-dimensional material volumes to be extracted from a mineral deposit, aiming to maximize cashflows subject ...

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G-2021-40
Integrating geometallurgical Ball mill throughput predictions into short-term stochastic production scheduling in mining complexes
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The geometallurgical models that predicting the throughput/comminution performance of the a processing plant often rely on rock hardness models, which are ba...

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G-2021-37
Quantifying uncertainty with ensembles of surrogates for blackbox optimization
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This work is in the context of blackbox optimization where the functions defining the problem are expensive to evaluate and where no derivatives are availabl...

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G-2021-34
Integrating learning and explicit model predictive control for unit commitment in microgrids
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In this paper, we apply flexibility-based operational planning method to microgrid (MG) unit commitment (UC). The problem is formulated based on model predi...

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G-2021-17
Optimizing the mine production scheduling accounting for stockpiling and investment decisions under geological uncertainty
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A new linear model is presented herein to optimize strategic production scheduling of an open pit mine with multiple processing streams while accounting for...

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G-2021-20
High-order simulation of geological units at the Saramacca gold deposit, Suriname
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Geostatistically simulated representations of mineral deposits are used for resource/reserve assessments, mine design and production planning, project evalua...

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G-2021-19
Simultaneous production scheduling and transportation optimization from mines to port under uncertain material supply
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Industrial mining complexes can be optimized using simultaneous stochastic optimization (SSO), which manages the risks associated with meeting production tar...

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G-2021-18
Towards real-time mining: Integrating production planning with truck-dispatching decisions through reinforcement learning while managing uncertainty
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This paper presents a new truck dispatching policy approach that is adaptive given different mining complex configurations in order to deliver supply materia...

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G-2021-16
Updating geostatistically simulated models of mineral deposits in real-time with incoming new information using actor-critic reinforcement learning

The existing technologies that update geostatistically simulated models of mineral deposits cannot self-learn from incoming new information generated in oper...

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G-2021-15
Joint stochastic short-term production scheduling and fleet management optimization for mining complexes
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This article presents a novel stochastic optimization model that simultaneously optimizes the short-term extraction sequence, shovel relocation, scheduling o...

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G-2021-13
Adaptive simultaneous stochastic optimization of a gold Mmning complex: A case study
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An innovative strategic mine planning approach is applied to a multi-mine and multi-process gold mining complex that simultaneously considers feasible capita...

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G-2021-26
Maintenance of a collection of machines under partial observability: Indexability and computation of Whittle index
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We consider the problem of scheduling maintenance for a collection of machines under partial observations when the state of each machine deteriorates stochas...

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