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X-WR-CALNAME:Computational Optimisation Group
X-ORIGINAL-URL:http://optimisation.doc.ic.ac.uk
X-WR-CALDESC:Events for Computational Optimisation Group
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DTSTART:20130101T000000
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DTSTART;TZID=UTC:20140321T140000
DTEND;TZID=UTC:20140321T140000
DTSTAMP:20260430T070307
CREATED:20170124T102140Z
LAST-MODIFIED:20170124T102140Z
UID:570-1395410400-1395410400@optimisation.doc.ic.ac.uk
SUMMARY:Seminar: Multi-stage Decision Optimization under Uncertainty
DESCRIPTION:Title: Multi-stage Decision Optimization under Uncertainty Speaker: Dr. Ronald HochreiterAffiliation: WU Vienna University of Economics and BusinessLocation: Room 218 Huxley BuildingTime: 2:00pm \nAbstract. In this talk we will review and discuss various aspects of multi-stage decision optimization problems under uncertainty – from problem formulation to modeling language support as well as the numerical solution of optimization problems. A stylized example is used to provide a complete walk-through using open-source software. In this presentation\, the numerical solution is based on techniques from the field of multi-stage stochastic programming. A crucial issue is the proposed simplification of current modeling language approaches to annotate multi-stage optimization programs in order to e.g. allow for creating multi-stage optimization model libraries\, which are independent of the underlying solution method. Selected multi-stage models from the area of Finance and Energy will be presented.  \nAbout the speaker. Ronald Hochreiter is Docent at the Department of Finance\, Accounting and Statistics at the WU Vienna University of Economics and Business. He loves optimization under uncertainty and enjoys to think about how to simplify the modeling process of complex decision problems as well as how to implement optimization modeling tools for specific application areas. Lately\, he also likes to conduct classical Business Analytics tasks for data-related problems from areas as diverse as Finance\, Public Policy\, and Health Care.
URL:http://optimisation.doc.ic.ac.uk/event/seminar-multi-stage-decision-optimization-under-uncertainty/
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