Modelling decision-making and uncertainty

Simulator-based surrogate optimisation employing adaptive uncertainty-aware sampling
Optimisation problems involving computationally expensive, black-box functions derived from high-fidelity engineering simulations …
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Simulator-based surrogate optimisation employing adaptive uncertainty-aware sampling
Solving decision problems with endogenous uncertainty and conditional information revelation using influence diagrams
Mathematical programming formulations of influence diagrams can bridge the gap between representing and solving decision problems. …
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Solving decision problems with endogenous uncertainty and conditional information revelation using influence diagrams
Risk-averse decision strategies for influence diagrams using rooted junction trees
This paper presents how a mixed-integer programming (MIP) formulation for influence diagrams that is based on their gradual rooted …
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Risk-averse decision strategies for influence diagrams using rooted junction trees
Risk-averse decision strategies for influence diagrams using rooted junction trees
This paper presents how a mixed-integer programming (MIP) formulation for influence diagrams that is based on their gradual rooted …
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Risk-averse decision strategies for influence diagrams using rooted junction trees
Renewable energy expansion under taxes and subsidies: A transmission operator’s perspective
We propose the novel p-branch-and-bound method for solving two-stage stochastic programming problems whose deterministic equivalents …
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Predicer: abstract stochastic optimisation model framework for multi-market operation
An open-source modelling framework Predicer, standing for Predictive Decider, for multi-market day-ahead market operation purposes is …
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Predicer: abstract stochastic optimisation model framework for multi-market operation
A decomposition strategy for decision problems with endogenous uncertainty using mixed-integer programming
Despite methodological advances for modeling decision problems under uncertainty, faithfully representing endogenous uncertainty still …
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Supporting platelet inventory management decisions: What is the effect of extending platelets’ shelf life?
Managing blood product inventories can be challenging due to stochastic supply and demand, varying shelf lives of the products, and the …
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Supporting platelet inventory management decisions: What is the effect of extending platelets’ shelf life?
Renewable energy expansion under taxes and subsidies: A transmission operator’s perspective
In light of increasing pressure to curb greenhouse gas emissions, many countries have focused on the development of strategies that …
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Renewable energy expansion under taxes and subsidies: A transmission operator’s perspective
Achieving Emission-Reduction Goals: Multi-Period Power-System Expansion under Short-Term Operational Uncertainty
Stochastic adaptive robust optimization is capable of handling short-term uncertainties in demand and variable renewable-energy sources …
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Achieving Emission-Reduction Goals: Multi-Period Power-System Expansion under Short-Term Operational Uncertainty