Last Friday April 21, 2023 our FAU MoD member, Prof. Dr. Frauke Liers will talk as keynote speaker on Data-Driven Optimization under Uncertainty with Engineering Applications at the WiDS hosted virtually at FAU, Friedrich-Alexander-Universität Erlangen-Nürnberg the Women in Data Science international conference organised annually by the Stanford University all around the world.
Abstract. For many applications, it is mandatory to determine optimized solutions that are protected against uncertainty. Stochastic optimization may have the disadvantage that the underlying probability distributions are unknown or uncertain themselves. Standard robust optimization may lead to conservative results, since solutions are determined that are feasible, regardless of how the uncertainties manifest themselves within predefined uncertainty sests. Distributional robustness (DRO) has the goal of integrating the advantages of both worlds, since it protects robustly against uncertain distributions. DRO is currently receiving increased attention. In this talk, we will review some data-driven approaches in the field and explain some recent developments that use data observations to learn more about uncertain distributions over time, along with best protected solutions, together with some applications.
Fri. April 21, 2023 at 12:15H (Berlin time)
Check more details of this event at FAU
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