Guido Lagos

Guido Lagos
Universidad Adolfo Ibáñez · Facultad de Ingeniería y Ciencias

Doctor of Philosophy

About

11
Publications
553
Reads
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40
Citations
Citations since 2016
9 Research Items
38 Citations
2016201720182019202020212022024681012
2016201720182019202020212022024681012
2016201720182019202020212022024681012
2016201720182019202020212022024681012
Additional affiliations
January 2017 - present
University of Chile
Position
  • PhD Student
January 2016 - December 2016
Columbia University
Position
  • Visiting Student / Research Staff
January 2015 - May 2015
Georgia Institute of Technology
Position
  • Instructor
Description
  • Course: ISyE 3232, "Stochastic manufacturing and service systems"
Education
August 2011 - December 2016
Georgia Institute of Technology
Field of study
  • Operations Research
April 2009 - August 2011
University of Chile
Field of study
  • Operations Management
March 2004 - August 2011
University of Chile
Field of study
  • Mathematical Engineering

Publications

Publications (11)
Article
Open-pit mining production planning is a risky problem: operation costs are considerable, many parameters are inherently subject to uncertainty and, moreover, the mining operation can only be done once. In this work we address uncertainty in the ore-grade, where we only assume the availability of an i.i.d. sample of the joint distribution of ore-gr...
Article
In this paper we consider characterizations of the robust uncertainty sets associated with coherent and distortion risk measures. In this context we show that if we are willing to enforce the coherent or distortion axioms only on random variables that are affine or linear functions of the vector of random parameters, we may consider some new varian...
Article
We study how to sample paths of a random walk up to the first time it crosses a fixed barrier, in the setting where the step sizes are iid with negative mean and have a regularly varying right tail. We introduce a desirable property for a change of measure to be suitable for exact simulation. We study whether the change of measure of Blanchet and G...
Article
In this paper we derive weak limits for the discretization errors of sampling barrier-hitting and extreme events of Brownian motion by using the Euler discretization simulation method. Specifically, we consider the Euler discretization approximation of Brownian motion to sample barrier-hitting events, i.e. hitting for the first time a deterministic...
Article
Full-text available
The Marshall-Olkin (MO) distribution is considered a key model in reliability theory and in risk analysis, where it is used to model the lifetimes of dependent components or entities of a system and dependency is induced by “shocks” that hit one or more components at a time. Of particular interest is the Lévy-frailty subfamily of the Marshall-Olkin...
Article
This paper proposes the use of multi-stage stochastic programming with recourse for optimised strategic open-pit mine planning. The key innovations are, firstly, that a branching tree of geostatistical simulations is developed to take account of uncertainty in ore grades, and secondly, scenario reduction techniques are applied to keep the trees to...
Article
This research project developed an adaptive stochastic optimisation approach for multi-period production scheduling in open-pit mines under geological uncertainty, and compared it to an existing two-stage optimisation method. This new rolling-horizon optimisation approach updates the geological model each time period as new information becomes avai...
Article
Full-text available
Mine planning optimization aims at maximizing the profit obtained from extracting valuable ore. Beyond its theoretical complexity—the open-pit mining problem with capacity constraints reduces to a knapsack problem with precedence constraints, which is NP-hard—practical instances of the problem usually involve a large to very large number of decisio...
Chapter
In system reliability analysis, the goal is to understand the correct operation of a multi-component on-off system, i.e., each component can be either working or not, and each component fails randomly. The reliability of a system is the probability of correct operation. Since the reliability evaluation is a hard problem, the scientific literature o...
Preprint
The Marshall-Olkin (MO) copula has been recognized as a key model to capture dependency in reliability theory and in risk analysis. In this setting, the multivariate distribution is used to model the lifetimes of components of a system, where dependency between the lifetimes is induced by "shocks" that hit one or more components. Of particular inte...

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