Title: Robust Dynamic Risk MeasuresSpeaker: Dimitra BampouAffiliation: Imperial College LondonLocation: Room 218 Huxley Building Time: 3:00pmAbstract. Recent progress in the theory of dynamic risk measures has found a strong echo in stochastic programming, where the time consistency of dynamic decision making under uncertainty is currently under scrutiny. In this talk we first review the concepts... Read more »

Title: Scheduling Modular Projects on a Bottleneck ResourceSpeaker: Dr. Roel Leus Affiliation: Faculty of Business and Economics of KU LeuvenLocation: Room 572A Huxley BuildingTime: 11:00amAbstract. In this paper, we model a research-and-development project as consisting of several modules, with each module containing one or more activities. We examine how to schedule the activities of such... Read more »

Title: Tutorial on Stochastic CalculusSpeaker: Florian LockerAffiliation: Institute for Statistics and Mathematics of WULocation: CPSE seminar room (C615 Roderic Hill)Time: 2:00pmAbstract. This tutorial session provides an introduction to stochastic calculus along the lines of the Merton model for asset pricing. Some properties of the components of this model will be explained and used to construct... Read more »

Title: On Control and Random Dynamical Systems in Reproducing Kernel Hilbert SpacesSpeaker: Dr. Boumediene HamziAffiliation: Department of Mathematics of Imperial CollegeLocation: CPSE seminar room (C615 Roderic Hill)Time: 2:00pmAbstract. We introduce a data-based approach to estimating key quantities which arise in the study of nonlinear control systems and random nonlinear dynamical systems. Our approach hinges on... Read more »

Title: Modeling and Solution Methods for Stochastic Programming Problems Under Endogenous Observation of UncertaintySpeaker: Dr. Christos MaraveliasAffiliation: Department of Chemical and Biological Engineering at the University of Wisconsin&#45Location: Room 219A William PennyTime: 2:00pmAbstract. We first present an overview of optimization problems under uncertainty and multi-stage stochastic programming methods. We then discuss applications where the decision... Read more »

Title: Time-Critical Cooperative Path-Following Control of Multiple UAVsSpeaker: Prof. Naira HovakimyanAffiliation: Department of Mechanical Science and Engineering at University of Illinois at Urbana-ChampaignLocation: Room 212 William PennyTime: 2:00pmAbstract. Worldwide, there has been growing interest in the use of autonomous vehicles to execute cooperative missions of increasing complexity without constant supervision of human operators. Despite significant... Read more »

Title: Protection at All Levels: Probabilistic Envelope ConstraintsSpeaker: Dr. Xu HuanAffiliation: Department of Mechanical Engineering at National University of SingaporeLocation: CPSE Seminar room (C616 Roderic Hill)Time: 2:00pmAbstract. Optimization under chance constraints is a standard approach to ensure that bad events such as portfolio losses, are unlikely to happen. They do nothing, however, to protect more... Read more »

Title: A decision rule approach to medium-term hydropower scheduling under uncertaintySpeaker: Paula RochaAffiliation: Department of Computing - Imperial College LondonLocation: CPSE seminar room (C615 Roderic Hill)Time: 4:00pmAbstract. We present a multistage stochastic optimisation model for the medium-term scheduling of a cascaded hydropower system. Electricity spot prices change on a much shorter time scale than the... Read more »

Title: Robust Pricing of Monopolistic Cloud Computing Services with Service Level AgreementsSpeaker: Vladimir RoitchAffiliation: Department of Computing - Imperial College LondonLocation: CPSE seminar room (C615 Roderic Hill)Time: 4:30pmAbstract. Cloud Computing is a new computing paradigm that gives end-users on-demand access to computing resources of companies that maintain large data centres. Here, we address the optimal... Read more »

Title: Optimisation with PDE constraints using automated consistent adjoints of finite element modelsSpeaker: Simon FunkeAffiliation: Applied Modelling and Computation Group at Imperial CollegeLocation: CPSE seminar room (C615 Roderic Hill)Time: 2:00pmAbstract. Optimisation with partial differential equations (PDE) as constraints arise in many research areas from science engineering to finance. Typical examples are data assimilation for weather... Read more »