Im Rahmen des Kolloquiums des Graduiertenkollegs Algorithmic Optimization findet am
Montag, dem 24. April 2023
16:00 Uhr c.t.
folgender Vortrag statt:
Chance Constraints in Optimal Control
René Henrion, WIAS Berlin
Chance constraints are widely used in stochastic programming when inequality constraints in an optimization problem are affected by some random parameter. A chance constraint then defines a decision to be feasible whenever the constraint is satisfied at some specified probability.
Originally developed in the framework of operations research, chance constraints attract increasing attention also in risk averse optimal control problems.
The talk addresses various aspects of chance constraints related with applications, numerics and optimality conditions in PDE-constrained optimization.