Axe 3 : Aide à la décision prise sous incertitude

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In the last 20 years, there has been increasing interest in using advanced simulation and optimization techniques to develop and manage mineral resources a...

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The current trend of deeper and lower-grade deposits makes open pit mining less profitable. Mass mining alternatives have to be developed if mining at a si...

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For over a decade, stochastic optimization has emerged as a framework that is capable of generating a life-of-mine production schedule that increases ne...

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Twin Creeks is a gold mining complex part of Newmont's Nevada Operations. The mining complex is comprised of two open pits, Mega and Vista, external ore sour...

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A mining complex is a mineral value chain that consists of multiple activities, starting from material extraction to a set of sellable products delivered t...

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Short-term production scheduling in open pit mining consists of defining the extraction sequence and process allocation of mineralized material over time-sca...

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In this paper, we focus on the problem that has been described in the second international nurse rostering competition: a personalized nurse scheduling prob...

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This study presents a production scheduling optimization method for a mining complex, which provides a flexible long-term plan for future investments and ope...

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Partially observed major minor LQG mean field game theory is applied to an optimal execution problem in finance; following standard financial models, control...

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La Programmation Dynamique Stochastique (PDS) est une puissante méthode applicable aux problèmes mutli-étapes non-convexes et stochastiques. Nous étudions ...

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Nous proposons une formule analytique pour l'évaluation d'options composes lorsque la dynamique de l'actif sous-jacent est décrite par un modèle lognormal av...

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An exchangeable bond is a debt that is convertible into shares of a firm's equity other than the bond's issuer. We evaluate an exchangeable bond within a two...

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À la différence des méthodes de couverture de type delta-neutre, la couverture globale vise à optimiser un critère terminal relié à la différence entre la va...

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Most structural models for valuing corporate securities assume a geometric-Brownian motion to describe the firm's assets value. However, this does not reflec...

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The problem of output stabilization is studied for a class of linear hybrid systems subject to signal uncertainties: linear impulsive systems under dwell-t...

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In this article, we discuss an alternative method for deriving conservative approximation models for two-stage robust optimization problems. The method main...

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In this study, the problem environment consists of two fast fashion retailing firms where one can obtain the other's selling data from an outside agent. The ...

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This paper proposes a multi-stage stochastic programming formulation based on affine decision rules for the reservoir management problem. Our approach seeks ...

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Partially observed Mean Field Game (PO MFG) theory was introduced and developed in (Caines and Kizilkale, 2013, 2014, Şen and Caines 2014, 2015), where it i...

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The object of study in the recent theory of Mean Field Games has been primarily large populations of agents interacting through a population dependent coupli...

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