Axis 3: Decision support made under uncertainty

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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 ...

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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 ...

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

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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...

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

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

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

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

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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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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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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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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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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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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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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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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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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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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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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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