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DTSTART;TZID=Asia/Singapore:20250507T100000
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SUMMARY:DAO-ISEM-IORA Seminar Series: Erick Delage
DESCRIPTION:Name of Speaker\nErick Delage\n\n\nSchedule\n7 May 2025\, 10am – 11.30am\n\n\nVenue \nBIZ1 03-02\n\n\nLink to Register\nhttps://nus-sg.zoom.us/meeting/register/GTx5hsDMTAep_DVlLOLRAA\n\n\nTitle\nData-driven Conditional Robust Optimization\n\n\nAbstract\nConditional Robust Optimization (CRO) is a decision-making framework that blends the flexibility of robust optimization (RO) with the ability to incorporate additional information regarding the structure of uncertainty. This approach solves the RO problem where the uncertainty set structure adapts to account for the most recent information provided by a set of covariates. In this presentation\, we will introduce two data-driven approaches to CRO: a sequential predict-then-optimize method and an integrated end-to-end method. We will also show how hypothesis testing can be integrated to the training in order to improve the quality of conditional coverage of the produced uncertainty sets.\n\n\nAbout the Speaker\nErick Delage is a professor in the Department of Decision Sciences at HEC Montréal\, a chairholder of the Canada Research Chair in decision making under uncertainty\, and a member of the College of New Scholars\, Artists and Scientists of the Royal Society of Canada. His research interests span the areas of robust and stochastic optimization\, decision analysis\, reinforcement learning\, and risk management with applications to portfolio optimization\, inventory management\, energy\, and transportation problems.
URL:https://iora.nus.edu.sg/events/dao-isem-iora-seminar-series-erick-delage/
CATEGORIES:IORA Seminar Series
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