[Amath-seminars] Reminder: Seminar Today, 4pm-5pm, Dempsey 104

Loyce M. Adams lma3 at uw.edu
Thu Feb 9 10:51:52 PST 2017


Hi all:

A friendly reminder of today's seminar. See the title and abstract below.

Loyce Adams

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Speaker: Kerem Ugurlu
Department of Applied Mathematics
University of Washington

Title: Decomposability and time consistency of risk averse multistage programs

Abstract:

Two approaches to time consistency of risk averse multistage stochastic problems
were discussed in the recent literature. In one approach certain
properties of the
corresponding risk measure are postulated which imply its
decomposability. The other
approach deals directly with conditional optimality of solutions of
the considered
problem. In this talk, we discuss a relation between these two
approaches. This is
a joint work with Prof. Alexander Shapiro.



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