Workshop on Robust Optimization

Videos from BIRS Workshop 12w2154

, Massachusetts Institute of Technology
- 10:09
Computationally Tractable Theory of Performance Analysis in Stochastic Systems
Watch video | Download video: 201205260913-Bertsimas.mp4 (164M)
, University of Oxford
- 12:25
Robust Portfolio Optimisation Under Heavy Tailed Returns
Watch video | Download video: 201205261134-Hauser.mp4 (183M)
, U. Texas at Austin
- 14:41
Robustness in High Dimensions: Greedy Algorithms
Watch video | Download video: 201205261351-Caramanis.mp4 (210M)
, HEC Montréal
- 15:50
On a Class of Uncertainty Sets for Distributionally Robust Optimization
Watch video | Download video: 201205261459-Delage.mp4 (181M)
, University of Waterloo
- 16:50
An Improvised Approach to Robustness in Linear and Semidefinite Optimization
Watch video | Download video: 201205261611-Tuncel.mp4 (154M)