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

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

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

L’accroissement de la proportion d’énergies renouvelables fluctuantes représente un défi important pour les exploitants de réseaux électriques. Il existe p...

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...

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

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

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

Le problème de planification de la production des mines à ciel ouvert vise à optimiser la valeur actuelle nette d'un projet minier. Plusieurs méthodes de sol...

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

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

Dans le cadre de sa réforme du processus d’insolvabilité aux États-Unis, l’American Bankruptcy Institute (ABI) propose l’octroi d’une option de remboursement...

Cet article combine deux méthodes contemporaines majeures de systèmes et de contrôle permettant d'obtenir un équilibre unique de \(\epsilon\)-Nash afin de ...

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

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

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

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

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

Une nouvelle approche est développée dans cet article pour résoudre le problème de la planification stratégique de production d'une mine à ciel-ouvert dans...