Distributionally Robust Optimization

Videos from BIRS Workshop 18w5102

, Stanford University
- 09:42
Distributionally Robust Stochastic and Online Optimization
Watch video | Download video: 201803050907-Ye.mp4 (104M)
, NUS Business School
- 10:21
A Tractable Format for Distributionally Robust Optimization
Watch video | Download video: 201803050945-Sim.mp4 (135M)
, University of Southampton
- 11:14
Quantitative Stability Analysis in Distributionally Robust Optimization
Watch video | Download video: 201803051042-Xu.mp4 (93M)
, Erasmus University Rotterdam
- 11:52
Distributionally Robust Optimization with SOS Polynomial Density Functions and Moment Conditions
Watch video | Download video: 201803051118-Postek.mp4 (205M)
, University of Arizona
- 12:21
Distributionally Robust Optimization with Principal Component Analysis
Watch video | Download video: 201803051153-Cheng.mp4 (94M)
, Universidad Adolfo Ibanez
- 14:31
Distributionally Robust Newsvendor Problems with Variation Distance
Watch video | Download video: 201803051354-Homem-de-Mello.mp4 (130M)
, University of Ottawa
- 15:05
Worst-Case Law Invariant Risk Measures and Distributions: The Case of Nonlinear DRO
Watch video | Download video: 201803051432-Li.mp4 (108M)
, University of Michigan
- 15:41
Ambiguous Risk Constraints with Moment and Structural Information
Watch video | Download video: 201803051506-Jiang.mp4 (118M)
, National University of Singapore
- 16:39
Disruption Risk Mitigation in Supply Chains - The Risk Exposure Index Revisited
Watch video | Download video: 201803051604-Teo.mp4 (112M)
, Singapore University of Technology and Design
- 17:26
Flexibility of Distributionally Robust Choice Models in Traffic Equilibrium
Watch video | Download video: 201803051653-Ahipasaoglu.mp4 (111M)
, University of Southern California
- 18:03
Robust Multiclass Queuing Theory for Wait Time Estimation in Resource Allocation Systems
Watch video | Download video: 201803051727-Vayanos.mp4 (146M)
, Massachusetts Institute of Technology
- 09:49
From Data to Decisions
Watch video | Download video: 201803060906-Bertsimas.mp4 (157M)
, Georgia Institute of Technology
- 10:39
Distributional Robustness and Regularization in Statistical Learning
Watch video | Download video: 201803060951-Kleywegt.mp4 (164M)
, National University of Singapore
- 11:37
Calibration of Distributionally Robust Empirical Optimization Problems
Watch video | Download video: 201803061057-Lim.mp4 (147M)
, University of Southern California
- 12:17
Small-Data, Large-Scale Linear Optimization
Watch video | Download video: 201803061138-Gupta.mp4 (143M)
, Massachusetts Institute of Technology
- 14:36
Bootstrap Robust Prescriptive Analytics
Watch video | Download video: 201803061403-VanParys.mp4 (97M)
, University of Michigan
- 15:10
Parameter Calibration for Optimization under Uncertainty
Watch video | Download video: 201803061441-Lam.mp4 (87M)
, Cornell University
- 15:49
Distributionally Robust Optimization for Learning Causal-Effect-Maximizing Policies
Watch video | Download video: 201803061512-Kallus.mp4 (110M)
, Northwestern University
- 16:58
Decomposition Methods For Solving Distributionally Robust Two-Stage Stochastic Integer Programs
Watch video | Download video: 201803061618-Mehrotra.mp4 (129M)
, University of Southern California
- 17:33
Wasserstein Distance and the Distributionally Robust TSP
Watch video | Download video: 201803061701-Carlsson.mp4 (118M)
, Stanford University
- 18:11
Discrete Convexity and Dynamic Robust Optimization
Watch video | Download video: 201803061736-Iancu.mp4 (143M)
, University of Vienna
- 09:39
Distributional Robustness for Multiperiod Stochastic Programs
Watch video | Download video: 201803070903-Pflug.mp4 (107M)
, Georgia Institute of Technology
- 10:19
Practicable Robust Markov Decision Processes
Watch video | Download video: 201803070944-Xu.mp4 (106M)
, McGill University, Desautels Faculty of Management
- 11:12
Robust Dual Dynamic Programming
Watch video | Download video: 201803071039-Georghiou.mp4 (109M)
, Hong Kong University of Science and Technology
- 11:45
Distributionally Robust Adaptive Decision Making in Inventory Routing Problems
Watch video | Download video: 201803071113-Qi.mp4 (95M)
, Tilburg University
- 09:40
Is DRO the Only Approach for Optimization Problems with Convex Uncertainty?
Watch video | Download video: 201803080905-denHertog.mp4 (101M)
, Massachusetts Institute of Technology
- 10:22
Satisficing Models to Mitigate Uncertainty
Watch video | Download video: 201803080944-Jaillet.mp4 (117M)
, Columbia University
- 11:20
On the Power of Affine Policies in Two-Stage Adjustable Robust Optimization
Watch video | Download video: 201803081043-Goyal.mp4 (98M)
, The Chinese University of Hong Kong
- 11:55
On the Approximation Guarantee for a Semidefinite Relaxation of a Class of Robust Quadratic Optimization Problems
Watch video | Download video: 201803081123-So.mp4 (100M)
, University of Texas at Austin
- 12:20
Robust Quadratic Programming with Mixed-Integer Uncertainty
Watch video | Download video: 201803081156-Hanasusanto.mp4 (76M)
, University of Brescia
- 14:32
Risk and Complexity in Scenario Optimization
Watch video | Download video: 201803081351-Campi.mp4 (129M)
, Politecnico di Milano
- 15:11
Scenario Optimization: The Performance-Risk Tradeoff
Watch video | Download video: 201803081433-Garatti.mp4 (131M)
, Ohio State University
- 15:49
Effective Scenarios in Distributionally Robust Optimization
Watch video | Download video: 201803081515-Bayraksan.mp4 (98M)
, Laboratoire de Recherche en Informatique - University Paris Sud
- 17:00
Distributionally Robust Chance Constrained Geometric Optimization
Watch video | Download video: 201803081621-Lisser.mp4 (122M)
, University of Michigan
- 17:35
Ambiguous Chance-Constrained Bin Packing under Mean-Covariance Information
Watch video | Download video: 201803081701-Shen.mp4 (95M)
, Imperial College London
- 09:42
"Dice"-sion Making under Uncertainty: When Can a Random Decision Reduce Risk?
Watch video | Download video: 201803090902-Wiesemann.mp4 (124M)
, HEC Montréal
- 10:14
Measuring the Value of Randomized Solutions in Distributionally Robust Optimization
Watch video | Download video: 201803090947-Delage.mp4 (99M)
, Ecole Polytechnique Federale de Laussane
- 11:07
From Data to Decisions: Distributionally Robust Optimization is Optimal
Watch video | Download video: 201803091033-Kuhn.mp4 (140M)
, Singapore University of Technology and Design
- 11:44
On the Heavy-Tail Behavior of the Distributionally Robust Newsvendor Model with Moment Constraints
Watch video | Download video: 201803091114-Natarajan.mp4 (89M)