Seminar: Complexity and heuristics in stochastic optimization
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 numerical integration and convex optimization, we derive a polynomial bound on the worst case complexity of a class of static stochastic optimization problems. We then... Read more »