Link to COG weekly seminars here (Google Sheets).
Title: Enclosing with Simple BodiesSpeaker: Dr. Selin Damla Ahipasaoglu - research officerAffiliation: Management Science Group at LSELocation: Room 217 Huxley BuildingTime: 2:00pmAbstract. The Minimum Volume Enclosing Ellipsoid and Minimum Enclosing Ball problems are related to covering a given set of points with an ellipsoid or a ball with the smallest volume possible. These problems have... Read more »
Title: The Long-run Impact of Wind Power on Electricity Prices and Generating Capacity (joint work with Nicholas Vasilakos)Speaker: Prof. Richard Green - Alan and Sabine Howard Professor of Sustainable Energy Business at Imperial College Business SchoolAffiliation: Imperial College LondonLocation: Room 344A Huxley BuildingTime: 2:00pmAbstract. This paper uses a market equilibrium model to calculate how the... Read more »
Title: Payment Rules through Discriminant-Based ClassifiersSpeaker: Prof. David ParkesAffiliation: School of Engineering and Applied Sciences at Harvard UniversityLocation: Room 217-218 Huxley BuildingTime: 2:00pmAbstract. In mechanism design it is typical to impose incentive compatibility and then derive an optimal mechanism subject to this constraint. By replacing the incentive compatibility requirement with the goal of minimizing expected... Read more »
Title: Lifting Methods for Generalized Semi-Infinite ProgramsSpeaker: Dr. Boris HouskaAffiliation: Centre for Process Systems Engineering at Imperial CollegeLocation: Room 217 Huxley BuildingTime: 3:00pmAbstract. In this talk we present numerical solution strategies for generalized semi-infinite optimization problems (GSIP), a class of mathematical optimization problems which occur naturally in the context of design centering problems, robust optimization... Read more »
Title: Development and application of automatic force field parameterization software for molecular simulationSpeaker: Dr. Lee-Ping WangAffiliation: Stanford UniversityLocation: Room 218Time: 2:00pmAbstract. Force fields are empirical potential energy functions that describe molecules and their interactions; they constitute the physical foundation for simulations of atomic and molecular motion. The accuracy of a force field is determined by... Read more »
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-Location: 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 »
