中科院吴文俊数学重点实验室几何与分析系列讲座之九

发布者:系统管理员发布时间:2011-11-23浏览次数:208

题  目: An introduction of robust optimization and recent developments


报告人: 何斯迈博士
       (科大数学系92级校友,第33届国际数学奥林匹克竞赛金牌得主,现任教于香港城市大学管理科学系)


时  间:11月25日下午4点
地  点:五教406


摘  要: Motivated by the recent nature disasters and financial crises, it becomes very important to manage risks in extreme events. In many classical models, the random distributions are assumed to be normally distributed, or follow some know distribution fitted with sample data, however practical data sometimes suggests not. In some other cases, even the sample data is very hard to get. Robust models are therefore created to deal with risk management with data and distribution uncertainties. The aim of this talk is to give a brief introduction about some basic robust optimization models and recent developments in robust optimization theory.

 

主办单位:中国科学技术大学数学科学学院
          国家数学与交叉科学中心合肥分中心
          中科院吴文俊数学重点实验室


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