04/24/2023: ALOP Colloquium

Lecture: Chance Constraints in Optimal Control (René Henrion, WIAS Berlin)

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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