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Ph.D de

Ph.D
Group : Networking & Stochastic and Combinatorial Optimization

Chance Constrained Problem and Its Applications

Starts on 01/09/2016
Advisor : LISSER, Abdel

Funding : Autre financement à préciser
Affiliation : Université Paris-Saclay
Laboratory : LRI - ParSys

Defended on 17/06/2019, committee :
M. Yacine CHITOUR CentraleSupelec

Mme Francesca MAGGIONI University of Bergamo Via dei Caniana 2

Mme Janny LEUNG Chinese University of Hong Kong (Shenzhen)

M. Alexandre CAMINADA Université de Nice

M. Mounir HADDOU INSA Rennes

M. Abdel LISSER Université Paris-Sud

M. Zhiping CHEN Xi'an Jiaotong University

M. Vikas Vikram SINGH Department of Mathematics, IIT Delhi

Research activities :

Abstract :
Uncertainty is a natural property of complex systems. The target of optimization under uncertainty is to provide profitable and reliable decisions for systems with such uncertainties. Chance constrained optimization is a natural and widely used approach for the formulation of optimization problems under uncertainty.
In this talk, we will systematically investigate chance constrained problems from the following perspectives:
• Stochastic geometric program with rectangular constraints,
• Bounds for chance constrained problems,
• Distributionally robust chance constrained problem based on mixture model,
• Stochastic non-cooperative game with stochastic strategy constraints.