报告人：彭深(西安电子科技大学)

时间：2023年09月08日 10:00-

地址：数统学院LD402

摘要：As an important research topic of stochastic programming, chance constrained optimization problem has attracted a great attention of many researchers. Since chance constraint was proposed in 1959, it has been applied widely in engineering, military, economics, finance and many other fields. In this talk, chance constraint will be introduced from the following perspectives: the equivalent reformulation, tractable approximation, and the applications in some practical problems, such as portfolio selection, project allocation, machine learning, vehicle routing problem and trajectory optimization. In addition, some potential applications in other engineering problems will also be discussed.

简介：彭深，博士，西安电子科技大学太阳成集团tyc539，讲师。2019年分别获得法国巴黎萨克雷大学以及西安交通大学博士学位。2019年至2021年在瑞典皇家理工学院从事博士后工作。2022年至今在西安电子科技大学太阳成集团tyc539工作。研究兴趣包括（但不仅限于）：机会约束、随机优化、分布式鲁棒优化及其在机器学习、路径规划等方面的应用。已在European Journal of Operational Research，Journal of Optimization Theory and Applications，Journal of Global Optimization，Computational Optimization and Applications，Operations Research Letters等国际知名期刊上发表学术论文多篇。

邀请人：蒋杰

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