Title: Distributionally robust control of constrained stochastic systemsSpeaker: Bart Van ParysAffiliation: Automatic Control Laboratory at Swiss Federal Institute of TechnologyLocation: Room 217-218 Huxley BuildingTime: 2:00pmAbstract. We investigate the control of... Read more »

Title: Performance-based regularization in mean-CVaR portfolio optimizationSpeaker: Prof. Gah-Yi VahnAffiliation: Management Science and Operations - London Business SchoolLocation: Room 145 HuxleyTime: 2:00pmAbstract. Regularization is a technique widely used to improve... Read more »

Title: Parallel block coordinate descent methods for huge-scale partially separable problemsSpeaker: Martin TakacAffiliation: School of Mathematics - University of EdinburghLocation: CPSE Seminar roomTime: 2:00pmAbstract. In this work we show that... Read more »

Title: Robust Data-Driven Approach in Decision Making Under UncertaintySpeaker: Grani Adiwena HanasusantoAffiliation: Department of Computing - Imperial College LondonLocation: Room 301 William PenneyTime: 4:00pmAbstract. We investigate robust data-driven approach in... Read more »

Title: Interdiction Games on Markovian PERT NetworksSpeaker: Eli GutinAffiliation: School of Industrial and Systems Engineering - Georgia Institute of TechnologyLocation: Room 218 Huxley BuildingTime: 3:00pmAbstract. In a stochastic interdiction game... Read more »

Title: Risk neutral and risk averse approaches to multistage stochastic programming with applications to hydrothermal operation planning problemsSpeaker: Dr. Wajdi TekayaAffiliation: Decision Trees GmbHLocation: Room 217 Huxley BuildingTime: 2:00pmAbstract. This... Read more »

Title: Managing with Incomplete Inventory Information Speaker: Prof. Suresh P. SethiAffiliation: Center for Intelligent Supply Networks - University of Texas at DallasLocation: Room 217-218 Huxley BuildingTime: 2:00pmAbstract. A critical assumption... Read more »

Title: Added value of scenario tree based stochastic optimization in long and medium term planning of hydro power systemsSpeaker: Dr. Georg OstermaierAffiliation: Location: Room 217 Huxley BuildingTime: 11:00amAbstract. The changes... Read more »

Title: Risk measures and time consistencySpeaker: Prof. Alexander ShapiroAffiliation: School of Industrial and Systems Engineering - Georgia Institute of TechnologyLocation: Room 145 Huxley BuildingTime: 2:00pmAbstract. In this talk we discuss... Read more »

Title: Numerical Aggregation of Trust Evidence: Its Analysis and OptimisationSpeaker: Prof. Michael Huth and Dr. Jim Huan-Pu KuoAffiliation: Department of Computing - Imperial College LondonLocation: Room 217 Huxley BuildingTime: 3:15pmAbstract.... Read more »