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PRODID:-//Virginia Tech//VT Calendar//EN
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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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