Axe 3 : Aide à la décision prise sous incertitude
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In this paper we study the linear quadratic regulation (LQR) problem for dynamical systems coupled over large-scale networks and obtain locally computable l...
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This work introduces StoMADS, a stochastic variant of the mesh adaptive direct-search (MADS) algorithm originally developed for deterministic blackbox optim...
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Dealing with demand uncertainty in multi-item lot sizing problems poses huge challenges due to the inherent complexity. The resulting stochastic formulation...
référence BibTeXAdjustable robust optimization reformulations of two-stage worst-case regret minimization problems
This paper explores the idea that two-stage worst-case regret minimization problems with either objective or right-hand side uncertainty can be reformulated ...
référence BibTeXSpatio-temporal flexibility requirement envelopes for low-carbon power system energy management
L’accroissement de la proportion d’énergies renouvelables fluctuantes représente un défi important pour les exploitants de réseaux électriques. Il existe p...
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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...
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Drawing on statistical learning theory, we derive out-of-sample and optimality guarantees about the investment strategy obtained from a regularized portfoli...
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This paper considers a dynamic Emergency Medical Services (EMS) network design problem and introduces two novel two-stage stochastic programming formulatio...
référence BibTeXThe value of randomized solutions in mixed-integer distributionally robust optimization problems
Randomized decision making refers to the process of taking decisions randomly according to the outcome of an independent randomization device such as a dic...
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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...
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We consider a class of dynamic collective choice models with social interactions, whereby a large number of non-uniform agents have to individually settle ...
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This paper develops an exact method for the redundancy allocation problem (RAP) for multistate homogeneous series-parallel systems. The problem aims to min...
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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...
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Cet article combine deux méthodes contemporaines majeures de systèmes et de contrôle permettant d'obtenir un équilibre unique de ϵ
-Nash afin de ...
A mining complex can include multiple mines, stockpiles, waste dumps and processing facilities. Traditional optimization approaches are often based on sequ...
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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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