Videos

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Generating and handling scenarios in stochastic programming Thumbnail

Generating and handling scenarios in stochastic programming

Presenter
  • Werner Römisch
October 18, 2010
IMA
Stochastic models with application to approximation of optimization problems Thumbnail

Stochastic models with application to approximation of optimization problems

Presenter
  • Christian Hess
October 18, 2010
IMA
Introduction to the calculus of expectation functionals Thumbnail

Introduction to the calculus of expectation functionals

Presenter
  • Roger Wets
October 17, 2010
IMA
Random lsc functions and expectation functionals Thumbnail

Random lsc functions and expectation functionals

Presenter
  • Roger Wets
October 17, 2010
IMA
Lecture 6. The infinite dimensional case Thumbnail

Lecture 6. The infinite dimensional case

Presenter
  • Christoph Schwab
October 17, 2010
IMA
Lecture 5. Numerical examples, numerical comparison of SGM and SCM. Adaptive approximation Thumbnail

Lecture 5. Numerical examples, numerical comparison of SGM and SCM. Adaptive approximation

Presenter
  • Raul Tempone
October 17, 2010
IMA
Lecture 4. Elliptic equations with random input parameters: regularity results; convergence analysis for Galerkin and Collocation approximations. Anisotropic approximations Thumbnail

Lecture 4. Elliptic equations with random input parameters: regularity results; convergence analysis for Galerkin and Collocation approximations. Anisotropic approximations

Presenter
  • Raul Tempone
October 17, 2010
IMA
Lecture 3   Thumbnail

Lecture 3  

Presenter
  • Raul Tempone
October 16, 2010
IMA
Lecture 2. Mathematical problems parametrized by a finite number of input random variables (finite dimensional case). Perturbation techniques and second order moment analysis. Sampling methods: Monte Carlo and variants; convergence analysis Thumbnail

Lecture 2. Mathematical problems parametrized by a finite number of input random variables (finite dimensional case). Perturbation techniques and second order moment analysis. Sampling methods: Monte Carlo and variants; convergence analysis

Presenter
  • Raul Tempone
October 16, 2010
IMA
Lecture 1   Thumbnail

Lecture 1  

Presenter
  • Christoph Schwab
October 16, 2010
IMA
Random sets Thumbnail

Random sets

Presenter
  • Roger Wets
October 16, 2010
IMA

A brief review of variational analysis

Presenter
  • Roger Wets
October 16, 2010
IMA