Link to COG weekly seminars here (Google Sheets).
Title: Scenario-Free Stochastic Programming with Polynomial Decision RulesSpeaker: Dimitra BampouAffiliation: Department of Computing - Imperial College LondonLocation: CPSE Seminar room (C615 Roderic Hill)Time: 5:00pmAbstract. Multi-stage stochastic programming provides a versatile... Read more »
Title: Decision rules for information discovery in multi-stage stochastic programmingSpeaker: Phebe VayanosAffiliation: Department of Computing - Imperial College LondonLocation: CPSE Seminar room (C615 Roderic Hill)Time: 5:00pmAbstract. Stochastic programming and robust... Read more »
Title: A Scenario Approach for Estimating the Suboptimality of Linear Decision Rules in Two-Stage Robust Optimization Speaker: Michael HadjiyiannisAffiliation: Department of Computing - Imperial College LondonLocation: CPSE Seminar room (C615... Read more »
Title: Robust Optimization of Dynamic Systems and Its Applications.Speaker: Dr. Boris Houska Affiliation: Location: CPSE Seminar room (C616 Roderic Hill)Time: 3:00pmAbstract. This talk gives an introduction to numerical methods for... Read more »
Title: Steam Engines Jet Fighters and Credit Crises Speaker: Dr George CooperAffiliation: BlueCrest Capital Location: Room 217-218 Huxley BuildingTime: 2:00pmAbstract. The talk will discuss some of the underlying causes of... Read more »
Title: Universal decision rule approximations for dynamic decision-making under uncertaintySpeaker: Phebe VayanosAffiliation: Department of Computing - Imperial College LondonLocation: Room 217-218 Huxley BuildingTime: 5:00pmAbstract. About the speaker.
Title: Multistage Stochastic Portfolio Optimisation in Deregulated Electricity Markets Using Linear Decision RulesSpeaker: Paula RochaAffiliation: Department of Computing - Imperial College LondonLocation: Room 217-218 Huxley BuildingTime: 5:00pmAbstract. The deregulation of... Read more »
Title: A Stochastic Capacity Expansion Model for the UK Electricity SystemSpeaker: Angelos GeorghiouAffiliation: Department of Computing - Imperial College LondonLocation: Room 217-218 Huxley BuildingTime: 5:30pmAbstract. Energy markets are currently undergoing... Read more »
Title: Performance-Based Contracts for Outpatient Medical ServicesSpeaker: Dr. Houyuan Jiang - Senior Lecturer in Management ScienceAffiliation: Judge Business School - University of CambridgeLocation: Room 218 Huxley BuildingTime: 2:00pmAbstract. In recent... Read more »
Title: Complexity and heuristics in stochastic optimizationSpeaker: Prof. Teemu Pennanen - Professor of Mathematical Finance Probability and StatisticsAffiliation: King's College LondonLocation: Room 218 Huxley BuildingTime: 2:00pmAbstract. Combining recent results on... Read more »
