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
