Seminar: Scenario-Free Stochastic Programming with Polynomial Decision Rules
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 »