Axis 3: Decision support made under uncertainty

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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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New digital technologies including the development of advanced sensors and monitoring devices have enabled a mining complex to acquire new information abou...

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Facility networks can be disrupted by, for example, power outages, poor weather conditions, or natural disasters, and the probabilities of these events may b...

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A hyper-heuristic refers to a search method or a learning mechanism for selecting or generating heuristics to solve computational search problems. Operat...

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A new solution approach is developed herein to address the topic of multi-product open-pit mine production scheduling with multi-element uncertainty. The m...

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Given a directed graph G=(V,A), capacity and cost functions on A, a root r, a subset TV of terminals, and an integer k...

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This paper addresses combinatorial optimization problems under uncertain and correlated data where the mean-covariance information of the random data is assu...

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The Time Window Assignment Vehicle Routing Problem (TWAVRP) is the problem of assigning time windows for delivery before demand volume becomes known. This i...

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This paper targets a stochastic energy management problem. We first decouple the stochasticity of the global scenarios to local scenarios. Then, we use spat...

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In this paper, we present an online reinforcement learning algorithm, called Renewal Monte Carlo (RMC), for infinite horizon Markov decision processes with ...

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Stochastic programming and distributionally robust optimization seek deterministic decisions that optimize a risk measure, possibly in view of the most adv...

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Employee scheduling is an important activity in the service industry as it has a significant impact on costs, sales, and profitability. While a large amount ...

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Wrong-way risk arises when the value of a financial transaction is adversely correlated with the creditworthiness of the counterparty. This paper investiga...

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The third installment of the Basel Accords advocates a capital charge against Credit Valuation Adjustment (CVA) variability. We propose an efficient numeri...

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This paper focuses on designing a state estimator for a discrete-time SEIR epidemic model of an influenza-like illness. It is assumed that only sets of adm...

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This paper addresses the winner determination problem (WDP) for TL transportation procurement auctions under uncertain shipment volumes and uncertain carrier...

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We use NORTA (NORmal To Anything) to enhance normal credit-risk factor settings in modeling common risk factors and capturing contagion effects...

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The survivorship bias in credit risk modeling is the bias that results in parameter estimates when the survival of a company is ignored. We study the statist...

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In this paper we consider a version of the capacitated vehicle routing problem (CVRP) where travel times are assumed to be uncertain and statistically corre...

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