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2:30pm
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3:30pm
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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...
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(517) 353-0844
