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天文系 Colloquium: Probing Planet Formation with the Most Extreme Cases
清华大学材料科学与工程研究院《材料科学论坛》:Magnetocaloric effect: from the...
Data-driven Discovery of Optimization-based Decision-making Models
Toward the Efficient Operation of an Electrified Chemical Industry
报告题目:
Decision Making under Uncertainty - Stochastic Programming and Modeling
 报告人:
Stein Wallace
Norway, currently visiting the Chinese University of Hong Kong
报告时间:
2008-04-18 14:00
报告地点:
四教4304
主办单位:
工业工程系
  简介:

### About the two lectures ###

Lecture 1 - Why sensitivity analysis does not work? (1 hour).
The purpose of this talk is to set the scene for why a stochastic program, complicated as it is in terms of formulation, data collection and solution time, might in fact be needed. In particular, we show why such as sensitivity analysis and what-if analysis will not suffice.

Lecture 2: Modeling in stochastic programming: Stage structures. (1 hour)
The purpose of this talk is to characterize stochastic programs in terms of inherent stage structure, and indicate how one might model the information part of the problem dependent on the inherent stage structure. Examples are given.

### Brief C.V. of Prof. Stein Wallace ###
Stein W. Wallace is professor of quantitative logistics at Molde
University College, Norway. He holds a dr.scient in informatics from the
University of Bergen (1984). His main interest is on decision-making
under uncertainty, with an emphasis on stochastic programming. He has
published three books (among them the world's first textbook in
stochastic programming) and more than 50 articles in scientific
journals. He is associate editor of INFORMS J. on Computing,
Optimization and Engineering and the stochastic programming e-print
series. He has chaired the Committee on Stochastic Programming, and held
elected and appointed positions in INFORMS and The Mathematical
Programming Society. He has held visiting positions in the USA, Sweden,
Switzerland, France, Iceland and presently Hong Kong.

2个(系列)讲座,各1小时,中间休息5分钟

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