Combinatorial Optimization Reading Group - Matheus Ota
Title: Data-Driven Chance Constrained Programs over Wasserstein Balls
| Speaker: | Matheus Ota |
| Affiliation: | University of Waterloo |
| Location: | MC 6029 or contact Rian Neogi for Zoom link |
Abstract: In many real-world applications, precise problem data is not available to the decision maker. One way to handle this uncertainty is by using chance-constraints, where the probability that at least one constraint is violated is bounded above by some parameter. However, such an approach assumes that the decision maker has access to the true probability distribution which governs the data behavior.