You may propose your own research projects. However, this specialization is actively seeking students interested in the research topics listed on this page.
 

Risk averse optimization in data-driven problems

Description Development of new methods and algorithms for robust optimization, distributionally robust optimization, contextual optimization, or preference robust optimization. Investigation of benefits for applications in finance, retail, inventory management, logistics, disaster preparedness, or emergency medical services.

Research environment Canada Research Chair in Decision Making Under Uncertainty

Supervising professor Erick Delage

Dynamic Games played over event trees

Description Dynamic games played over event trees (DGPETs) provide an attractive paradigm to analyze repeated strategic interactions between rational agents in discrete time (multistage games), while accounting of uncertainties in a tractable way. This research program aims at pursuing the theoretical and algorithmic developments of DGPETs, and to apply them to different areas, e.g., green supply chains, environmental management, and marketing.

Research environment Chair in Game Theory and Management

Faculty supervisor Georges Zaccour

Electricity market: Regional modelling

Description Study and analysis of electricity markets in Northeastern North America. Modelling of investments in generation, transmission and storage, energy exchanges and hourly load in a decarbonization context.

Research environment Chair in Energy Sector Management

Faculty supervisor Pierre-Olivier Pineau

Reinforcement Learning, Energy and Environment

Description Development and application of Reinforcement Learning and other dynamic programming techniques to the optimization of large-scale energy models, especially for the North American power sector. Special emphasis on the environmental impacts and the assessment of risks. Analysis and identification of public policies in the energy sector.

Faculty supervisor Michel Denault

Methodological Development for Sequential Decision Problems Under Uncertainty

Description The goal of this research program is to design new solution frameworks for solving sequential decision problems impacted by uncertainty, particularly the ones modelled by means of stochastic programming or robust optimization. Furthermore, the program studies such sequential decision problems in telecommunications, healthcare, disaster management and monetary policies, and attempts to solve them using the newly proposed methods.

Faculty supervisor Maryam Daryalal

Simulation-based Optimization in Urban Transportation Problems

Description The use of simulation‐based models for optimization is known as simulation‐based optimization. Stakeholders worldwide use high‐resolution urban mobility and traffic simulators to support their decisions, but rarely do so for optimization due to the high computational runtime costs of evaluating the simulation models. This research program pioneers the design of computationally efficient simulation-based optimization algorithms for urban transportation problems.

Research environment Scale AI Research Chair in Artificial Intelligence for Urban Mobility and Logistics

Faculty supervisor Carolina Osorio

Mean field games in energy and financial markets

Description Using stochastic control and mean field games (large-population dynamic games), we address, among others, various problems that arise in the context of energy and financial markets. These problems include devising optimal trading strategies, quantifying and managing systemic risk, establishing equilibrium pricing, and designing effective market regulation. A diverse range of projects is available focusing on the theoretical, modeling or application aspects.

Research environment GERAD

Faculty supervisor Dena Firoozi

Design and Management of Smart Last-mile Delivery Systems

Description Several novel technologies have emerged in last-mile delivery to address the increasing demand such as crowdshipping, electric vehicles, use of drones, autonomous delivery robots, and parcel lockers. Each technology has its own peculiarities that require careful treatment to understand the societal benefits. This research program investigates the impacts of disruptive technologies in last-mile delivery systems on the businesses, households, and governments through mathematical modeling and data science.

Research environment GERAD

Faculty supervisor Okan Arslan

Hydrogen and Energy Transition: Integrated Assessment

Description Modeling hydrogen value chains in the MERGE integrated assessment model, in collaboration with the Energy, Mining and Environment Research Center of the National Research Council Canada.

Research environment GERAD

Faculty supervisor Olivier Bahn