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 »