The CRM, IVADO, and GERAD organized jointly the Fifteenth Montreal Industrial Problem Solving Workshop, which was held at HEC Montréal on June 2-6, 2025. We ...

This paper presents a perturbation analysis for linear quadratic Gaussian graphon mean field games (LQG-GMFGs) with Q-noise. The perturbation response functi...

Effective waste rock management is a crucial aspect of long-term mine planning and production scheduling. When waste management is not considered during th...

We characterize cooperative and non-cooperative solutions of a dynamic game played over event tree when the transition probability are not given. We assume...

We develop a maximum-likelihood (ML) approach based on option markets for estimating structural models. We use dynamic programming and finite elements, der...

We study the integration of multi-period assignment, routing, and scheduling of care workers for home health care services. In such a context, it is importa...

Many combinatorial optimization problems, such as vehicle and crew scheduling, can be modeled using path-flow formulations, where each variable represents a ...

This paper investigates a class of linear-quadratic-Gaussian risk-sensitive graphon mean-field games, involving an asymptotically infinite population of hete...

A shift toward shopping at (autonomous) wheeled vending stores is redefining urban retail. Compared with traditional brick-and-mortar stores, such mobile sto...

This study investigates multi-store order delivery services where customers can order from multiple stores for home delivery. We first consider separated-ord...

Ultra-fast delivery revolutionizes food and grocery services, with several companies advertising delivery times under 15 to 30 minutes. Motivated by the mult...

For continuing tasks, average cost Markov decision processes have well- documented value and can be solved using efficient algorithms. However, it explici...

This work presents a new strategy to virtual bidding based on distributionally robust optimization (DRO) using a Wasserstein distance. Virtual bidding, a mec...

We consider fair resource allocation in sequential decision-making environments modeled as weakly coupled Markov decision processes, where resource constrain...

Effective waste rock management is a crucial aspect of long-term planning of industrial mining complexes. When waste management is not considered during the ...

In mining complexes or mineral value chains, materials flow from extraction sites (mines) through crushers, stockpiles, waste dump and tailings, and processi...

On February 4, 2025, the 5th edition of GERAD's Student Day took place, under the theme of energy transition. The aim of this event was to give students the ...

The water pump scheduling problem is an optimisation model that determines which water pumps will be turned on or off at each time period over a given time h...

Mean Field Game equilibria are based on the assumption of instantaneous interactions within a population of interchangeable agents, where each agent's impact...

Blending problems occur when different components are mixed to form an end product. The recipe typically has some flexibility as long as specific quality con...