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ALOP Colloquium with René Henrion
April 24 / 16:00 - 17:00
On Monday, April 24, 2023 at 16:00 c.t. Dr. René Henrion, WIAS Berlin, will speak at the ALOP Colloquium about his recent work:
Abstract:
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.
Please join us at 16:00 c.t. in HS 10.