Grant: Canada Research Chairs

Taking adequate managerial decisions in today's highly complex and interconnected world has become increasingly difficult. Considering the recent financial crisis and the still unresolved effects of climate changes, it has become apparent that determinant decisions must now seriously account for imperfect knowledge about our future. This research focuses on the development and dissemination of optimization tools that provide support or act autonomously in context of large scale problems where uncertainty plays a key role. Such tools will efficiently extract from large datasets the information that is most pertinent to identify decisions that optimally compromise between long term risks and returns.