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Today is:
Mon, Jun 14, 2021


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2:30pm
to
3:30pm
Math Seminar Series  (Conferences / Seminars / Lectures)

Applied Mathematics

Roberto Imbuzeiro Oliveira, IMPA, Rio de Janeiro, will be speaking at a seminar on the topic of "Sample average approximation with heavier tails."

Contact Olga Turanova (turanova@msu.edu) for more information.

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.

more information...


Location: Online via Zoom [map]
Price: free
Sponsor: Department of Mathematics
Contact: Department of Mathematics
phone pic (517) 353-0844