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DTSTAMP:20210318T193000Z
UID:1615901331875@events.msu.edu
CATEGORIES:Conferences / Seminars / Lectures
DTSTART:20210318T193000Z
DTEND:20210318T203000Z
SUMMARY:Math Seminar Series
DESCRIPTION:
Applied Mathematics\n
\n
Roberto Imbuzeiro Oliveira,
IMPA, Rio de Janeiro, will be speaking at
a seminar on the topic of "Sample average approximation
with heavier tails."\n
\n
Contact
Olga Turanova (turanova@msu.edu) for more information.\n
\n
Consider
an "ideal" optimization
problem where constraints and objective function
are defined in terms of expectations over
some distribution P. The sample average approximation
(SAA) -- a fundamental idea in stochastic
optimization -- consists of replacing
the expectations by an average over a sample
from P. A key question is how much the solutions
of the SAA differ from those of the original
problem.\n\n
Price: free\n
Sponsor: Department of Mathematics\n
Sponsor's Homepage: https://www.math.msu.edu/\n
Contact name: Department of Mathematics\n
Contact phone: (517) 353-0844\n
for more info visit the web at:\n
https://www.math.msu.edu/Seminars/CalendarView.aspx?month-of=September2016\n
LOCATION:Online via Zoom
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