YoVDO

Decision-Based Scenario Clustering - General Bounds for Stochastic Optimization Models

Offered By: GERAD Research Center via YouTube

Tags

Stochastic Optimization Courses Computational Complexity Courses

Course Description

Overview

Save Big on Coursera Plus. 7,000+ courses at $160 off. Limited Time Only!
Explore a novel approach to scenario clustering for stochastic optimization models in this 52-minute DS4DM Coffee Talk. Delve into the challenges of managing uncertainty in decision-making processes and learn how to address the computational complexities arising from large numbers of scenarios. Discover a new clustering method that groups scenarios based on associated decisions, providing an efficient way to derive bounds for stochastic optimization models. Gain insights into how this approach can help decision-makers better understand the relationship between uncertainty and decision-making processes, potentially improving their ability to make informed choices in complex, uncertain environments.

Syllabus

Decision-Based Scenario Clustering - General Bounds for Stochastic Optimization Models, Walter Rei


Taught by

GERAD Research Center

Related Courses

Chemical Process Intensification
Indian Institute of Technology Guwahati via Swayam
Mathematical understanding of uncertainty
Seoul National University via edX
Variational Autoencoders
Paul Hand via YouTube
Implicit Regularization I
Simons Institute via YouTube
The Importance of Better Models in Stochastic Optimization
Simons Institute via YouTube