{"670748":{"#nid":"670748","#data":{"type":"event","title":"ISyE Seminar Speaker - Dave Morton","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETitle:\u003C\/strong\u003E Modeling and computation in multi-stage stochastic programming\u003C\/p\u003E\r\n\r\n\u003Cp\u003E\u003Cstrong\u003EAbstract:\u003C\/strong\u003E\u0026nbsp; We discuss recent advances in modeling and computation for time-dynamic optimization under uncertainty via multi-stage stochastic programming. We discuss three modeling ideas, and associated computational tools, that move multi-stage stochastic programming closer to a class of continuous-action continuous-state Markov decision processes. We also point to gaps. This is joint work with Oscar Dowson and Bernardo Pagnoncelli.\u003Cbr \/\u003E\r\n\u0026nbsp;\u003Cbr \/\u003E\r\n\u003Cstrong\u003EBio\u003C\/strong\u003E sketch: David Morton is the Walter P. Murphy Professor in IEMS at Northwestern University. Previously, he was on the faculty in ORIE at UT-Austin, worked as a Fulbright Scholar at Charles University in Prague, and was a postdoc in the OR Department at the Naval Postgraduate School. His research interests include stochastic and large-scale optimization with applications in public health, energy systems, and security.\u003C\/p\u003E\r\n","summary":"","format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cblockquote\u003E\r\n\u003Cp\u003EWe discuss recent advances in modeling and computation for time-dynamic optimization under uncertainty via multi-stage stochastic programming. We discuss three modeling ideas, and associated computational tools, that move multi-stage stochastic programming closer to a class of continuous-action continuous-state Markov decision processes. We also point to gaps. This is joint work with Oscar Dowson and Bernardo Pagnoncelli.\u0026nbsp;\u003C\/p\u003E\r\n\u0026nbsp;\u003Cbr \/\u003E\r\n\u0026nbsp;\u003C\/blockquote\u003E\r\n","format":"limited_html"}],"field_summary_sentence":[{"value":"Modeling and computation in multi-stage stochastic programming"}],"uid":"36374","created_gmt":"2023-10-29 23:06:48","changed_gmt":"2023-11-02 16:20:49","author":"mwelch39","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2023-11-03T11:30:00-04:00","event_time_end":"2023-11-03T12:30:00-04:00","event_time_end_last":"2023-11-03T12:30:00-04:00","gmt_time_start":"2023-11-03 15:30:00","gmt_time_end":"2023-11-03 16:30:00","gmt_time_end_last":"2023-11-03 16:30:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[{"id":"78761","name":"Faculty\/Staff"},{"id":"177814","name":"Postdoc"},{"id":"78771","name":"Public"},{"id":"174045","name":"Graduate students"},{"id":"78751","name":"Undergraduate students"}],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}}}