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Two-Stage Stochastic Programming under Multivariate Risk Constraints with an Application to Humanitarian Relief Network Design
Presenter
- Simge Küçükyavuz
June 27, 2019
ICERM
Lagrangian Dual Approach for Identifying the Worst Contingencies in Power Systems
Presenter
- Kibaek Kim
June 27, 2019
ICERM
Chance-constrained AC Optimal Power Flow - Modelling and solution approaches
Presenter
- Line Roald
June 27, 2019
ICERM
Distributionally Robust Power Distribution Network Configuration
Presenter
- Ruiwei Jiang
June 27, 2019
ICERM
Extending SDDP-style algorithms for multi-stage stochastic programming
Presenter
- David Morton
June 27, 2019
ICERM
Distributionally Robust Optimization under Decision-Dependent Ambiguity Set
Presenter
- Nilay Noyan
June 26, 2019
ICERM
Robust Optimization with Decision-Dependent Information Discovery
Presenter
- Phebe Vayanos
June 26, 2019
ICERM
On Distributionally Robust Chance Constrained Programs with Wasserstein Distance
Presenter
- Weijun Xie
June 26, 2019
ICERM
Combating Conservativeness in Data-Driven Optimization under Uncertainty
Presenter
- Henry Lam
June 26, 2019
ICERM
Time consistency and optimal stopping of risk averse multistage stochastic programs
Presenter
- Alexander Shapiro
June 26, 2019
ICERM
Statistical Aspects of Data Driven Distributionally Robust Optimization
Presenter
- Jose Blanchet
June 25, 2019
ICERM
Large Deviation Theory for the Analysis of Power Tansmission Systems Subject to Stochastic Forcing
Presenter
- David Barajas-Solano
June 25, 2019
ICERM