ALOP Colloquium

As part of the colloquium of the graduate program Algorithmic Optimization, the following event will take place on

Monday, April 24, 2023
16:00 c.t.
lecture hall 10

the following lecture will take place:

Random constraints in optimal control.

René Henrion, WIAS Berlin

Random constraints are commonly used in stochastic programming when inequality constraints in an optimization problem are affected by a random parameter. A random condition then defines a decision as feasible if the condition is satisfied with a certain probability.

Originally developed in the context of operations research, random constraints are also attracting increasing attention in risk-averse optimal control problems.

The talk will cover various aspects of chance constraints in the context of applications, numerics, and optimality constraints in PDE constrained optimization.

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