Title	Risk and Complexity in Scenario Optimization
Creator	Campi, Marco
Publisher	Banff International Research Station for Mathematical Innovation and Discovery
Date Issued	2018-03-08T13:51
Description	In scenario optimization, decisions are made in the light of past situations (or scenarios), and the “risk” associated to a scenario decision refers to the possibility that the decision does not perform as expected in a new case at hand. In the presentation, we will discuss a deep, and universal, link that relates the risk to the “complexity” of the decision, where complexity is a concept associated to the amount of information by which the decision can be constructed. This theoretical result provides a support to the use of inductive methods in decision making problems.
Extent	41 minutes
Subject	Mathematics; Operations research, mathematical programming; Probability theory and stochastic processes; Operation research
Type	Moving Image
File Format	video/mp4
Language	eng
Notes	Author affiliation: University of Brescia
Series	BIRS Workshop Lecture Videos (Banff, Alta)
Date Available	2018-09-05
Provider	Vancouver : University of British Columbia Library
Rights	Attribution-NonCommercial-NoDerivatives 4.0 International
DOI	10.14288/1.0371917
URI	http://hdl.handle.net/2429/67101
Affiliation	Non UBC
Peer Review Status	Unreviewed
Scholarly Level	Faculty
Rights URI	http://creativecommons.org/licenses/by-nc-nd/4.0/
Aggregated Source Repository	DSpace

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