Real Options Approach to optimizing long term mine planning
Enfoque de Opciones Reales para la Optimization de los Planes Mineros de Largo Plazo;
Real optións approach to optimizing long term mine planning;
enfoque de opciónes reales para la optimizatión de los planes mineros de largo plazo
| dc.contributor | Epstein Numhauser, Rafael David | |
| dc.contributor | UNIVERSIDAD DE CHILE | |
| dc.creator | Saure Valenzuela, Denis Roland | |
| dc.date | 2018-11-29T12:31:02Z | |
| dc.date | 2022-08-23T04:11:58Z | |
| dc.date | 2018-11-29T12:31:02Z | |
| dc.date | 2022-08-23T04:11:58Z | |
| dc.date | 2003 | |
| dc.date.accessioned | 2023-08-21T21:08:04Z | |
| dc.date.available | 2023-08-21T21:08:04Z | |
| dc.identifier | 202228 | |
| dc.identifier | https://hdl.handle.net/10533/227883 | |
| dc.identifier.uri | https://repositorioslatinoamericanos.uchile.cl/handle/2250/8282478 | |
| dc.description | This thesis uses a dynamic programming approach to sequence the extraction of different blocks of a mine when there is uncertainty on the spot price of the output of the mining activity. To select the parameters of such an evaluation correctly, the real options approach is used, so as to determined jointly the right discount factor, and probability measure (governing uncertainty on the spot price of the ore). While an exact solution is intractable, we propose a family of heuristic policies which we show perform efficiently compared to the optimal policy. | |
| dc.description | PFCHA-Becas | |
| dc.description | PFCHA-Becas | |
| dc.format | application/pdf | |
| dc.relation | instname: Conicyt | |
| dc.relation | reponame: Repositorio Digital RI2.0 | |
| dc.relation | info:eu-repo/grantAgreement//202228 | |
| dc.relation | info:eu-repo/semantics/dataset/hdl.handle.net/10533/93488 | |
| dc.rights | info:eu-repo/semantics/openAccess | |
| dc.rights | info:eu-repo/semantics/openAccess | |
| dc.subject | Ingeniería y Tecnología | |
| dc.title | Real Options Approach to optimizing long term mine planning | |
| dc.title | Enfoque de Opciones Reales para la Optimization de los Planes Mineros de Largo Plazo | |
| dc.title | Real optións approach to optimizing long term mine planning | |
| dc.title | enfoque de opciónes reales para la optimizatión de los planes mineros de largo plazo | |
| dc.type | Tesis Magíster | |
| dc.type | info:eu-repo/semantics/masterThesis | |
| dc.type | info:eu-repo/semantics/publishedVersion | |
| dc.type | Tesis |