This paper considers the pricing of a new product in the face of sophisticated consumer behaviors. At the individual level, consumers are forward-looking, wh...

We formulate an efficient approximation for multi-agent batch reinforcement learning, the approximated multi-agent fitted Q iteration (AMAFQI). We present a ...

We consider the problem of estimating the density of a random variable \(X\) which is the output of a simulation model. We show how an unbiased density ...

We study quasi-Monte Carlo (QMC) integration of smooth functions defined over the multi-dimensional unit cube. Inspired by a recent work of Pan and Owen, we ...

The procurement of freight services is an important element for the supply chain management of a shipper (i.e., a manufacturer or retailer) that sources tran...

The Generator Maintenance Scheduling Problem (GMSP) is a problem that combines a hydropower optimization problem with a scheduling problem. Both problems are...

In the Weighted Fair Sequences Problem (WFSP), one aims to schedule a set of tasks or activities so that the maximum product between the largest temporal dis...

Engineering design is often faced with uncertainties, making it difficult to determine an optimal design. In an unconstrained context, this amounts to choose...

The simultaneous stochastic optimization of mining complexes (SSOMC) is a large-scale stochastic combinatorial optimization problem that simultaneously manag...

We study a predisaster relief network design problem with uncertain demands. The aim is to determine the prepositioning and reallocation of relief supplies. ...

The problem of portfolio management represents an important and challenging class of dynamic decision making problems, where rebalancing decisions need to be...

Optimization with stochastic dominance constraints has recently received an increasing amount of attention in the quantitative risk management literature. In...

Within the context of optimization under uncertainty, a well-known alternative to minimizing expected value or the worst-case scenario consists in minimizing...

With the ongoing energy transition, electric power and energy systems are becoming increasingly multi-dimensional and complex with higher levels of uncertain...

Production yield can be highly volatile and uncertain, especially in industries where exogenous and environmental factors such as the climate or raw material...

This paper studies a stochastic variant of the vehicle routing problem (VRP) where both customer locations and demands are uncertain. In particular, potentia...

This paper introduces the consistent production routing problem in a setting with multiple plants and products. The problem consists in finding minimum-cost ...

This paper aims to identify the sources of value created in the strategic plan of a mining complex when the adaptive simultaneous stochastic optimization of ...

Stope design optimization defines mineable three-dimensional material volumes to be extracted from a mineral deposit, aiming to maximize cashflows subject ...

The geometallurgical models that predicting the throughput/comminution performance of the a processing plant often rely on rock hardness models, which are ba...