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From  Brandon Brylinsky 79 plays

ORIE Colloquium, 2015-01-16 - Daniel Russo: Learning to Optimize

The information revolution is spawning systems that require very frequent decisions and provide high volumes of data concerning past outcomes. Fueling the design of algorithms used in such systems is…

From  E. Cornelius 135 plays

ORIE Colloquium, 2014-09-02 - Peter Jackson: Multi-Period Stock Allocation Using Robust Optimization

Proponents of robust optimization typically make three claims concerning the value of the robust approach. The first is that robust optimization models lead to solutions whose expected cost is close…

From  E. Cornelius 10 plays