This paper studies the properties of a stochastic optimization model for the short-term hydropower generation problem with uncertain inflows. The uncertaint...

The short-term scheduling of activities in underground mines is an important step in mining operations. This procedure is a challenging optimization problem ...

We use stochastic dynamic programming to design and solve an extended structural setting for which the illiquidity of the firm's assets under liquidation i...

In this paper, we study a novel approach for data-driven decision-making under uncertainty in the presence of contextual information. Specifically, we addres...

This research focuses on the bid optimization problem in the real-time bidding setting for online display advertisements, where an advertiser, or the adverti...

Hybrid renewable energy systems (HRES), which co-locate two or more renewable energy sources, have proven to be promising frameworks for harnessing complemen...

Position estimation in Multi-Robot Systems (MRS) relies on relative angle or distance measurements between the robots, which generally deteriorate as dista...

The multi-depot scheduling problem (MDVSP) is one of the most studied problem in public transport service planning. It consists of assigning buses to each ti...

This paper considers the pricing of a new product in the face of sophisticated consumer behaviors. At the individual level, consumers are forward-looking, wh...

We formulate an efficient approximation for multi-agent batch reinforcement learning, the approximated multi-agent fitted Q iteration (AMAFQI). We present a ...

We consider the problem of estimating the density of a random variable \(X\) which is the output of a simulation model. We show how an unbiased density ...

We study quasi-Monte Carlo (QMC) integration of smooth functions defined over the multi-dimensional unit cube. Inspired by a recent work of Pan and Owen, we ...

The Generator Maintenance Scheduling Problem (GMSP) is a problem that combines a hydropower optimization problem with a scheduling problem. Both problems are...

In the Weighted Fair Sequences Problem (WFSP), one aims to schedule a set of tasks or activities so that the maximum product between the largest temporal dis...

Engineering design is often faced with uncertainties, making it difficult to determine an optimal design. In an unconstrained context, this amounts to choose...

The simultaneous stochastic optimization of mining complexes (SSOMC) is a large-scale stochastic combinatorial optimization problem that simultaneously manag...

We study a predisaster relief network design problem with uncertain demands. The aim is to determine the prepositioning and reallocation of relief supplies. ...

The problem of portfolio management represents an important and challenging class of dynamic decision making problems, where rebalancing decisions need to be...

Optimization with stochastic dominance constraints has recently received an increasing amount of attention in the quantitative risk management literature. In...

Within the context of optimization under uncertainty, a well-known alternative to minimizing expected value or the worst-case scenario consists in minimizing...