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Research Meeting 24399

Highly reliable decision-making under uncertainty

( Sep 22 – Sep 27, 2024 )

Please use the following short url to reference this page:




We are interested in chance-constraints of the form P(yωt + wωt ≤ xt, ∀t ∈ T) ≥ 1 − ϵ, ∀t ∈ T. Here, x and y are decisions and w denotes scenarios obtained from an unknown probability distribution. Optimizing over such a constraint is NP-hard, and such optimization models are notoriously difficult to solve computationally. We are interested in numerical algorithms that achieve provably high-quality solutions under special cases of such models.

For details, see:

Copyright Bismark Singh