Open-pit mining with uncertainty: a conditional value-at-risk approach

DOI10.1007/978-1-4614-5134-1_8MaRDI QIDQ4596157zbMATH OpenOpenAlexFDO

Authors Henry Amankwah, Torbjörn Larsson, Björn Textorius

Publication date 30 November 2017

Published in Optimization Theory, Decision Making, and Operations Research Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-1-4614-5134-1_8

Mathematics Subject Classification ID

Integer programming (90C10) Stochastic programming (90C15) Applications of mathematical programming (90C90) Financial applications of other theories (91G80)

Recommendations

• Robust planning for an open-pit mining problem under ore-grade uncertainty
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Cites work

• Conditional value at risk and related linear programming models for portfolio optimization
• Credit risk optimization with conditional Value-at-Risk criterion
• scientific article; zbMATH DE number 1737519 (Why is no real title available?)
• Portfolio optimization by minimizing conditional value-at-risk via nondifferentiable optimization

Cited in

(5)

• Financially efficient ore selections incorporating grade uncertainty
• A matheuristic approach for optimizing mineral value chains under uncertainty
• Incorporating overconfidence into real option decision-making model of metal mineral resources mining project
• Mining Co-locations under Uncertainty
• Medium range optimization of copper extraction planning under uncertainty in future copper prices

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