Charla dictada por Bismark Singh
El jueves 21 de marzo, con la presencia de profesores y estudiantes del Departamento de Matemática, se dio el inicio al Ciclo de Seminarios.
En esta primera charla se contó con la presencia de Bismark Singh quien esta realizando un postdoctorado en el Sandia National Laboratories (Estados Unidos) y realizó su doctorado en la University of Texas at Austin (Estados Unidos).
Su investigación principalmente se enfoca en Optimización Estocástica y Modelamiento Matemático y la charla presentada se tituló “Chance-constrained Optimization: Algorithms, Approximations and Applications”.
Chance constrained are a crucial tool of stochastic optimization to develop mathematical optimization models; they form the backbone of many important national security data science applications. These include critical infrastructure resiliency, cyber security, power system operations, and disaster relief management. In this talk, we develop new algorithms to approximate chance-constrained optimization models using classical probability theory, and demonstrate the application of chance-constraints to a stochastic unit commitment problem. I will also present related work to stochastic optimization in the fields of public health and renewable energy.
