Energy generation has always been a major stake in our economy and is all the more so with the increase in energy demand all over the world. In that context,...

Generation expansion planning (GEP) is a classical problem that determines an optimal investment plan for existing and future electricity generation technolo...

Conditional estimation given specific covariate values (i.e., local conditional estimation or functional estimation) is ubiquitously useful with applications...

We study a distributionally robust version of the classical capacitated facility location problem with a distributional ambiguity set defined as a Wasserst...

In this paper, we consider the problem of equal risk pricing and hedging in which the fair price of an option is the price that exposes both sides of the con...

Dans cet article, nous appliquons une méthode de dispatching économique exploitant la flexibilité d’éléments de stockage d’énergie et de pilotage de charge...

Restless bandits are a class of sequential resource allocation problems concerned with allocating one or more resources among several alternative processes...

Utility-based shortfall risk measure (SR) effectively captures decision maker’s risk attitude on tail losses by an increasing convex loss function. In this ...

L'apprentissage profond a redéfini les normes modernes et la performance dans les domaines de la vision informatique et du traitement du langage. Avec l’ac...

In time-to-event data analysis, the main object of interest is the time elapsed between the occurrence of two ordered events, say \(E_1, E_2\). Sampling fr...

Traditionally, the design of supply chains for humanitarian operations has been developed distinctly for the different disaster management phases, with littl...

Conditional Value at Risk (CVaR) is widely used to account for the preferences of a risk-averse agent in the extreme loss scenarios. To study the effectiven...

It is well known that the integrated optimization of multiple and inter-related decisions in a supply chain can bring important benefits to companies. In thi...

Mineral value chains or mining complexes involve mining, processing, stockpiling, waste management, and transportation activities. An integrated stochastic...

A new mathematical model for stochastic short-term optimization of mining complexes is presented that simultaneously optimizes the short-term extraction sequ...

This paper presents the application of adaptive simultaneous stochastic optimization with a representative branching framework to generate the strategic pl...

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

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...

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...

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