Industrial mining complexes can be optimized using simultaneous stochastic optimization (SSO), which manages the risks associated with meeting production tar...

This paper presents a new truck dispatching policy approach that is adaptive given different mining complex configurations in order to deliver supply materia...

The existing technologies that update geostatistically simulated models of mineral deposits cannot self-learn from incoming new information generated in oper...

This article presents a novel stochastic optimization model that simultaneously optimizes the short-term extraction sequence, shovel relocation, scheduling o...

An innovative strategic mine planning approach is applied to a multi-mine and multi-process gold mining complex that simultaneously considers feasible capita...

We consider the problem of scheduling maintenance for a collection of machines under partial observations when the state of each machine deteriorates stochas...

The structural model of Merton (1974) gives rise to multiple applications and extensions in corporate credit-risk analysis. The estimation of this fram...

We use stochastic dynamic programming to design and solve an extended structural setting for which the illiquidity of the firm's assets under liquidation is ...

Energy generation has always been a major stake in our economy and is all the more so with the increase in energy demand all over the world. In that context,...

Generation expansion planning (GEP) is a classical problem that determines an optimal investment plan for existing and future electricity generation technolo...

Two-stage stochastic programs are a class of stochastic problems where data uncertainty is often discretized into scenarios, making them amenable to solution...

Conditional estimation given specific covariate values (i.e., local conditional estimation or functional estimation) is ubiquitously useful with applications...

We study a distributionally robust version of the classical capacitated facility location problem with a distributional ambiguity set defined as a Wasserst...

In recent years, we have witnessed a mini-revolution around early-stage financing. In some places, like the UK, more money is raised on Equity Crowdfunding...

In this paper, we consider the problem of equal risk pricing and hedging in which the fair price of an option is the price that exposes both sides of the con...

In this paper, we apply a flexibility based operational planning paradigm to microgrid (MG) energy dispatch. The classic energy dispatch problem with energ...

Restless bandits are a class of sequential resource allocation problems concerned with allocating one or more resources among several alternative processes...

Utility-based shortfall risk measure (SR) effectively captures decision maker’s risk attitude on tail losses by an increasing convex loss function. In this ...

Deep learning has redefined modern standards and performance in several areas such as computer vision and natural language processing. With increasing amou...

In time-to-event data analysis, the main object of interest is the time elapsed between the occurrence of two ordered events, say \(E_1, E_2\). Sampling fr...