报告题目：Predictive Models and Globalized Robustness in Distributionally Robust Optimization
报告人： 王曙明教授
报告时间：2023年5月18日上午9:30-11:30
报告地点：阅江楼502
主持人： 邱玉琢教授
报告摘要：
We investigate several aspects of Distributionally Robust Optimization (DRO), including predictive modeling, sensitivity analysis, and globalized distributional robustness. In particular, we are trying to answer the following research questions: (i) How to incorporate the correlation-aware high-dimensional prediction/time-series forecasting models in the DRO and how are the associated performance guarantees? (ii) How to evaluate the sensitivity of the ambiguity-set models? (iii) What is the tractable modeling framework that is able to mitigate the possible misspecification of the ambiguity-set model in the DRO.
报告人简介：
王曙明，中国科学院大学经济与管理学院教授，主要从事随机鲁棒优化与数据科学研究及其在选址网络、物流与供应链管理、风险管理、健康医疗管理等领域的应用。研究成果分别发表于Production and Operations Management, INFORMS Journal on Computing, Transportation Science等权威杂志上。目前担任期刊Computers & Operations Research领域主编 (Area Editor).
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商学院
2023年5月17日
