Title	Scenario Optimization: The Performance-Risk Tradeoff
Creator	Garatti, Simone
Publisher	Banff International Research Station for Mathematical Innovation and Discovery
Date Issued	2018-03-08T14:33
Description	Scenario optimization considers decisions made on the grounds of past experience. A scenario decision is characterized by two fundamental elements: one is the performance the decision is expected to achieve and the other is the risk that this expected performance will not be met in a new case at hand. A mathematical theory offers an opportunity to study the trade-off between these two elements and in this presentation we shall try to highlight the principal conclusions of this theory. The significance of these results in the practical use of scenario optimization will also be discussed.
Extent	38 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: Politecnico di Milano
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	10.14288/1.0371918
URI	http://hdl.handle.net/2429/67102
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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