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SUMMARY:Scenario optimization for probabilistically robust design: foundat
 ions and recent developments.
DTSTART:20160513T101500
DTEND:20160513T111500
DTSTAMP:20260406T233707Z
UID:2a95acfc42f872373b6d67336aa1b4ab81112ba8704d4de10087db1f
CATEGORIES:Conferences - Seminars
DESCRIPTION:Prof. Giuseppe Calafiore\, Politecnico di Torino\nScenario opt
 imization\, a.k.a. random convex programming\, gained increasing recogniti
 on among researchers and practicioners interested in design under uncertai
 nty (in various fields\, ranging from finance to robust control)\, due to 
 its computational efficiency\, flanked by strong theoretical properties. I
 n this seminar\, we shall introduce scenario design as a design technique 
 that sits in between worst-case deterministic design and chance-constraine
 d design.\nWe shall describe a fundamental result that ties together three
  key quantities:\n(i) the complexity of the model to be optimized\,\n(ii) 
 the number of training samples of the uncertainty (scenarios) used in the 
 design\, and\n(iii) the probabilistic robustness of the ensuing model.\nDi
 scussion and application examples on this seminal result will lead us to i
 ntroduce and describe a novel paradigm\, called “repetitive scenario des
 ign\,” which generalizes the classical scenario method and allows for wi
 der practical applicability.\nBio: I received the “Laurea” degree in E
 lectrical Engineering from Politecnico di Torino in 1993\, and the Ph.D in
  Information and System Theory from Politecnico di Torino\, in 1997. Since
  1998 I am with the faculty of Dipartimento di Automatica e Informatica\, 
 Politecnico di Torino\, where I am currently serving as a Full Professor.\
 nI held several visiting positions at international institutions: at Infor
 mation Systems Laboratory\, Stanford University\, California\, in 1995\; a
 t Ecole Nationale Supérieure de Techniques Avanceés (ENSTA)\, Paris\, in
  1998\; and at the University of California at Berkeley\, in 1999\, 2003 a
 nd 2007\, at the Institute of Pure and Applied Mathematics\, University of
  California at Los Angeles\, 2010\, and at the John Von Neumann Institute\
 , Vietnam National University in 2011. I was Associate Editor for the IEEE
  Transactions on Systems\, Man\, and Cybernetics (T-SMC)\, for the IEEE Tr
 ansactions on Automation Science and Engineering (T-ASE)\, and for Journal
  Européen des Systèmes Automatisés.\nI am the author of more than 150 j
 ournal and conference proceedings papers\, and of 8 books.I am the coordin
 ator of a Specializing Master in Automatica and Control Technologies (MACT
 ) at Politecnico di Torino. My research interests are in the fields of con
 vex optimization\, randomized algorithms\, identification\, and control of
  uncertain systems\, with applications ranging from finance and economic s
 ystems to robust control\, pattern recognition and robotics.
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STATUS:CONFIRMED
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