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 »

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 »

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 »