Axis 3: Decision support made under uncertainty

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314 results — page 7 of 16

In derivative-free and blackbox optimization, the objective function is often evaluated through the execution of a computer program seen as a blackbox. It ...

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Very large networks linking dynamical agents are now ubiquitous and the need to analyse, design and control them is evident. The emergence of the graphon the...

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Graphon-based control has recently been proposed and developed to solve control problems for dynamical systems on networks which are very large or growing w...

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In this paper we study the linear quadratic regulation (LQR) problem for dynamical systems coupled over large-scale networks and obtain locally computable l...

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This work introduces StoMADS, a stochastic variant of the mesh adaptive direct-search (MADS) algorithm originally developed for deterministic blackbox optim...

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Dealing with demand uncertainty in multi-item lot sizing problems poses huge challenges due to the inherent complexity. The resulting stochastic formulation...

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This paper explores the idea that two-stage worst-case regret minimization problems with either objective or right-hand side uncertainty can be reformulated ...

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The deepening penetration of renewable power generation is challenging how the minute balancing of supply and demand is carried out by power system operators...

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We consider a class of min-max robust problems in which the functions that need to be robustified can be decomposed as the sum of arbitrary functions. This...

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Drawing on statistical learning theory, we derive out-of-sample and optimality guarantees about the investment strategy obtained from a regularized portfoli...

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This paper considers a dynamic Emergency Medical Services (EMS) network design problem and introduces two novel two-stage stochastic programming formulatio...

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Randomized decision making refers to the process of taking decisions randomly according to the outcome of an independent randomization device such as a dic...

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The open-pit mine production scheduling problem aims to optimize the net present value of a mining asset. Several solution methods have been proposed to find...

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We consider a class of dynamic collective choice models with social interactions, whereby a large number of non-uniform agents have to individually settle ...

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This paper develops an exact method for the redundancy allocation problem (RAP) for multistate homogeneous series-parallel systems. The problem aims to min...

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In its reform of the US bankruptcy procedure, the American Bankruptcy Institute (ABI) is proposing to grant a redemption option to junior creditors and let...

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The paper combines two major contemporary systems and control methodologies to obtain a unique ϵ-Nash equilibrium for optimal execution problem...

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A mining complex can include multiple mines, stockpiles, waste dumps and processing facilities. Traditional optimization approaches are often based on sequ...

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Mining complexes are value chains where extracted material from different mines is transformed into sellable products through a set of processing streams. ...

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