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OR58 Stream - Optimisation Under Uncertainty

Stream Organiser

Tri-Dung Nguyen
(more information)




Stream Definition

Optimisation under uncertainty covers situations where decisions/actions need to be made in the face of unknown. This arises in many real applications such as in finance and energy where the future state of the nature (e.g. of the economy/market or energy generation) contains sources of uncertainty. Optimisation under uncertainty poses challenges on both the modelling of the uncertainty and its relations to the feasibility and performance measure of the decisions as well as the computation of the `optimal’ solution. This sessions invites papers covering either or both theoretical developments and methodologies including, but not limited to: 
+ Stochastic programming (two-stage, multi-stage, chance constraints etc.)
+ Robust optimisation (polyhedral/ellipsoidal uncertainty, distributional robust optimisation etc.) 
The session also invites talks with applications involving optimisation under uncertainty.


Tri-Dung Nguyen

Dr Tri-Dung Nguyen is an associate professor in Operational Research and Management Science, jointly appointed under the LANCS Initiative at both Southampton Mathematical Sciences and Southampton Business School. Dr Nguyen received a PhD from MIT in 2009, was a visiting research assistant professor at UIUC between 2009-2010, and has been in Southampton since 2010. His research interests cover cooperative game theory, robust optimisation (with applications in portfolio optimisation and in games) and robust statistical analysis.


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