Oberseminar Numerik und Optimierung

Oberseminar Numerik und Optimierung

15:00 Uhr / g005: Prof. Rüdiger Schultz, U Duisburg-Essen, Stochastic Programs with Integer and Infinite-Dimensonal Recourse

Prof. Rüdiger Schultz, U Duisburg-Essen, Stochastic  Programs with Integer and  Infinite-Dimensonal  Recourse

15:00 Uhr, Hauptgebäude Welfengarten 1, Raum g005


The  talk  addresses two classes  of  stochastic programs that  only recently gained increased attraction. From  Discrete Stochastic Programming we  consider models  with  integer  recourse  and demonstrate  the  impact  of  symbolic  computation. From  PDE-constrained Stochastic  Programming  we  study Shape  Optimization  with Linearized  Elasticity  and   Random Loading. Here  we  present results  of  risk  averse optimization  with varying methods for minimizing  or  bounding  risks