Title: How IBM enables industries to better leverage optimisation technology?Speaker: Dr. Mozafar Hajian Affiliation: Location: 219A William Penney Lab (entrance from walkway) Time: 2:00pmAbstract. IBM ILOG CPLEX Optimisation Studio is used by leading academic & business institutions to rapidly create both mathematical programming and constraint programming models. It is used to build efficient optimisation models... Read more »

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 framework for optimal decision making under uncertainty, but it gives rise to hard functional optimization problems since the adaptive recourse decisions must be modeled as... 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 Roderic Hill)Time: 5:00pmAbstract. Robust dynamic optimization problems involving adaptive decisions are computationally intractable in general. Tractable upper bounding approximations can be obtained by requiring the... 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 optimization are disciplines concerned with optimal decision-making under uncertainty over time. Traditional models and solution algorithms have been tailored to problems where the order in... 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 the robust optimization of uncertain dynamic systems. In contrast to standard differential equations, which describe the propagation of a single vector-valued trajectory in time, uncertain... 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 the financial crisis with particular focus on financial market instability, monetary policy and the influence of the Efficient Market Hypothesis.About the speaker. George Cooper is... 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 electricity markets often poses great financial risks to retailers who procure electric energy on the spot market to satisfy their customers' electricity demand. To hedge... 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 one of their most radical changes in history. On one hand, market liberalisation leads to a shift from state-owned utilities with a focus on failure... 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 years, the performance-based approach to contracting for medical services has been gaining popularity across different healthcare delivery systems, both in the US (under the name... Read more »