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Nonconvex Stochastic Programs: Chance Constraints

Offered By: Institute for Mathematical Sciences via YouTube

Tags

Nonconvex Optimization Courses Probability Theory Courses Decision Theory Courses

Course Description

Overview

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Explore the intricacies of nonconvex stochastic programs with a focus on chance constraints in this 42-minute lecture presented by Jong-Shi Pang from the University of Southern California. Delve into advanced mathematical concepts and their applications in stochastic programming, gaining insights into the challenges and solutions associated with nonconvex optimization problems. Learn how chance constraints impact decision-making under uncertainty and discover cutting-edge techniques for addressing these complex mathematical models.

Syllabus

Nonconvex Stochastic Programs: Chance Constraints


Taught by

Institute for Mathematical Sciences

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