Axis 3: Decision support made under uncertainty
BackCahiers du GERAD
316 results — page 8 of 16
Mining complexes are value chains where extracted material from different mines is transformed into sellable products through a set of processing streams. ...
BibTeX reference
New digital technologies including the development of advanced sensors and monitoring devices have enabled a mining complex to acquire new information abou...
BibTeX reference
Facility networks can be disrupted by, for example, power outages, poor weather conditions, or natural disasters, and the probabilities of these events may b...
BibTeX reference
A hyper-heuristic refers to a search method or a learning mechanism for selecting or generating heuristics to solve computational search problems. Operat...
BibTeX reference
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...
BibTeX reference
Given a directed graph G=(V,A)
, capacity and cost functions on A
, a root r
, a subset T⊂V
of terminals, and an integer k
...
A PCA-based approximation scheme for combinatorial optimization with uncertain and correlated data
This paper addresses combinatorial optimization problems under uncertain and correlated data where the mean-covariance information of the random data is assu...
BibTeX reference
The Time Window Assignment Vehicle Routing Problem (TWAVRP) is the problem of assigning time windows for delivery before demand volume becomes known. This i...
BibTeX reference
This paper targets a stochastic energy management problem. We first decouple the stochasticity of the global scenarios to local scenarios. Then, we use spat...
BibTeX reference
In this paper, we present an online reinforcement learning algorithm, called Renewal Monte Carlo (RMC), for infinite horizon Markov decision processes with ...
BibTeX reference
Stochastic programming and distributionally robust optimization seek deterministic decisions that optimize a risk measure, possibly in view of the most adv...
BibTeX reference
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 ...
BibTeX reference
Wrong-way risk arises when the value of a financial transaction is adversely correlated with the creditworthiness of the counterparty. This paper investiga...
BibTeX reference
The third installment of the Basel Accords advocates a capital charge against Credit Valuation Adjustment (CVA) variability. We propose an efficient numeri...
BibTeX reference
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...
BibTeX reference
This paper addresses the winner determination problem (WDP) for TL transportation procurement auctions under uncertain shipment volumes and uncertain carrier...
BibTeX referenceNORTA for portfolio credit risk
We use NORTA (NORmal To Anything) to enhance normal credit-risk factor settings in modeling common risk factors and capturing contagion effects...
BibTeX reference
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...
BibTeX reference
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...
BibTeX reference