Birs- 12w2154: Workshop on Robust Optimization

  1. Title:
    Computationally Tractable Theory of Performance Analysis in Stochastic Systems
    Speaker:
    Dimitris Bertsimas

    Link:
    http://www.birs.ca/events/2012/2-day-workshops/12w2154/videos/watch/201205260913-Bertsimas.html

  2. Title:
    Robust Portfolio Optimisation Under Heavy Tailed Returns
    Speaker:
    Raphael Hauser

    Link:
    http://www.birs.ca/events/2012/2-day-workshops/12w2154/videos/watch/201205261134-Hauser.html

  3. Title:
    Robustness in High Dimensions: Greedy Algorithms
    Speaker:
    Constantine Caramanis

    Link:
    http://www.birs.ca/events/2012/2-day-workshops/12w2154/videos/watch/201205261351-Caramanis.html

  4. Title:
    On a Class of Uncertainty Sets for Distributionally Robust Optimization
    Speaker:
    Erick Delage

    Link:
    http://www.birs.ca/events/2012/2-day-workshops/12w2154/videos/watch/201205261459-Delage.html

  5. Title:
    An Improvised Approach to Robustness in Linear and Semidefinite Optimization
    Speaker:
    Levent Tunçel

    Link:
    http://www.birs.ca/events/2012/2-day-workshops/12w2154/videos/watch/201205261611-Tuncel.html