Tutte Colloquium - Chaitanya Swamy
Title: Approximation Algorithms for Distributionally Robust Stochastic Optimization
Speaker: | Chaitanya Swamy |
Affiliation: | University of Waterloo |
Room: | MC 5501 |
Abstract:
Two-stage stochastic optimization is a widely-used framework for modeling uncertainty, where we have a probability distribution over possible realizations of the data, called scenarios, and decisions are taken in two stages: we make first-stage decisions knowing only the underlying distribution and before a scenario is realized, and may take additional second-stage recourse actions after a scenario is realized.