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Examinando Documentos de Trabajo por Materia "1207 Investigación Operativa"
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Ítem A configurable architecture for e-Participatory budgeting support(2011-11-28) Alfaro, César; Gómez Miguel, Javier; Molero, Juan JoséÍtem A Framework for Innovation Management(Universidad Rey Juan Carlos, 2010) Arévalo, Gonzalo; Ríos Insua, DavidÍtem Adversarial Risk Analysis for Counterterrorism Modeling(Universidad Rey Juan Carlos, 2010) Ríos, Jesís; Ríos Insua, DavidÍtem An Introduction to R for Quality Control(Universidad Rey Juan Carlos, 2011) López Cano, EmilioÍtem Bayesian Reliability Analysis for Hardware/Software Systems(2010) Cano, Javier; Moguerza, Javier; Rios Insua, DavidÍtem Bayesian Reliability, Availability and Maintainability Analysis for Hardware Systems Described Through Continuous Time Markov Chains(2010) Cano, Javier; Moguerza, Javier; Rios Insua, DavidÍtem Cost Efficient Equitable Water Distribution in Algeria: A Bi-criteria Fair Division Problem with Network Constraints(2010) Udías, Angel Luis; Rios Insua, David; Cano, Javier; Fellag, HocineÍtem Decision Analysis Services: A Framework for Distributed Decision Making over the Web(Universidad Rey Juan Carlos, 2011) Alfaro, CésarÍtem Development of a watershed model for Cataloniato manage and reduce diffuse pollution(Universidad Rey Juan Carlos, 2010) Bouraoui, Fayc¿al; Udías, Ángel Luís; Pastori, Marco; Aloe, AlbertoÍtem Framework for Multi-Criteria Decision Management in Watershed Restoration(Universidad Rey Juan Carlos, 2010) Udías, Ángel Luís; Galbiati, Lorenzo; Elorza, Francisco J; Efremov, Roman; Pons, Jordi; Borrás-Gené, OriolÍtem Improving Fraud Detection Modeling(Universidad Rey Juan Carlos, 2011) Cano Cancela, Javier; Ríos Insua, David; Moreno Izquierdo, RaulÍtem Lagrangean decomposition for large-scale two-stage stochastic mixed 0-1 problems(Universidad Rey Juan Carlos, 2010) Escudero, Laureano F; Garín, Araceli; Pérez, Gloria; Unzueta, AÍtem Medium range optimization of copper extraction planning under uncertainty in future copper prices(2011-11-24) Alonso-Ayuso, Antonio; Carvallo, Felipe; Escudero, Laureano F; Guignard, Monique; Pi, Jiaxing; Purammalka, Raghav; Weintraub, AndresDeterministic mine planning models along a time horizon have proved to be very effective in supporting decisions on sequencing the extraction of material in copper mines. Some of these models have been developed for, and used successfully by CODELCO, the Chilean state copper company. These models are extremely large. In this paper, we wish to consider the uncertainty in a very volatile parameter of the problem, namely, the copper price along a given time horizon. We represent the uncertainty by a multistage scenario tree. The resulting stochastic model is then converted into a mixed 0-1 Deterministic Equivalent Model using a compact representation. We first introduce the stochastic model that maximizes the expected profit along the time horizon over all scenarios (i.e., as in a risk neutral environment). We then present several approaches for risk management, in a risk averse environment. Specifically, we consider the maximization of the Value-at-Risk and several variants of the Conditional Value-at-Risk, the maximization of the expected profit minus the weighted probability of having a ``bad" scenario in the solution provided by the model, and the maximization of the expected profit subject to stochastic dominance constraints for a set of profiles given by the pairs of target profits and bounds on either the probability of not reaching them or the expected profit deficit over the targets. We present an extensive computational experience on the actual problem, by comparing the risk neutral approach, the tested risk averse strategies and the performance of the traditional deterministic approach that uses the expected value of the uncertain parameters. The results clearly show the advantage of using any risk neutral strategy over the traditional deterministic approach, as well as the advantage of using the risk averse strategy over the risk neutral one, although the plain use of the MIP solvers should be replaced by decomposition algorithms.Ítem On deciding how to decide: A methodology for designing participatory budget processes(Universidad Rey Juan Carlos, 2011) Gómez Miguel, JavierÍtem Planning with Uncertain Feasible Decision Sets Supported by Pareto Frontier Visualization(Universidad Rey Juan Carlos, 2011) Efremov, Roman; Lotov, Alexander VÍtem Reliability and Optimization of the Operational Cost of Water Distribution in Kabylia(2010) Udias, Angel Luis; Rios Insua, David; Cano, Javier; Fellag, HocineÍtem Robust multi criteria wastewater treatment alternative selection - a case study(Universidad Rey Juan Carlos, 2010) Udías, Angel; Efremov, Roman; Galbiati, Lorenzo; Coscera, Giuliana; Ghiang, GisellaÍtem Sensitivity Analysis(2010) Redchuk, Andrés; Rios Insua, DÍtem Simulation and multicriteria optimization modelling approach for water regional restoration Management(2010) Udias, Angel Luis; Efremov, Roman; Galbiati, Lorenzo; Cañamon, IsraelÍtem Stochastic Set PStochastic Set Packing Problemacking Problem(Universidad Rey Juan Carlos, 2010) Escudero, Laureano F; Landete, Mercedes; Rodríguez-Chía, Antonio M