Axe 3 : Aide à la décision prise sous incertitude
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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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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...
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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...
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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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Dans le cadre du calcul du risque de contrepartie, le risque de corrélation réfère à une situation où la valeur d'une transaction financière est corrélée av...
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À la suite de la crise financière de 2007, la réforme de Bâle III recommande, entre autres, la mise en place de frais de capital couvrant la variabilité de ...
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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...
référence BibTeXNORTA 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...
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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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