IEOR Seminar: By Anita Schöbel, University of Göttingen, Germany
Title: New concepts in robust optimization
Speaker: Anita Schöbel
Date and Time: 15 November 2018, 10.30 a.m.
Venue: IEOR Seminar Room (Second floor)
Abstract: Most real-world optimization problems contain parameters which are not known at the time a decision is to be made. In robust optimization one specifies the uncertainty in a scenario set and tries to hedge against the worst case.