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SUMMARY:Darinka Dentcheva (Stevens Institute of Technology)
DTSTART:20210614T133000Z
DTEND:20210614T143000Z
DTSTAMP:20260423T021010Z
UID:OWOS/52
DESCRIPTION:Title: <a href="https://researchseminars.org/talk/OWOS/52/">Su
 bregular Recourse in Multistage Stochastic Optimization</a>\nby Darinka De
 ntcheva (Stevens Institute of Technology) as part of One World Optimizatio
 n seminar\n\n\nAbstract\nWe discuss nonlinear multistage stochastic optimi
 zation problems in the spaces of integrable functions.\nThe problems may i
 nclude nonlinear dynamics and general objective functionals with dynamic r
 isk measures as a particular case.\nWe present analysis about the causal o
 perators describing the dynamics of the system and the Clarke subdifferent
 ial for a\npenalty function involving such operators. We introduce concept
  of a subregular recourse in nonlinear multistage stochastic optimization\
 n and establish subregularity of the resulting systems in two formulations
 :\nwith built-in nonanticipativity and with explicit nonanticipativity con
 straints.\nOptimality conditions for both formulations and their relations
  will be presented.\nThis is a joint work with Andrzej Ruszczynski\, Rutge
 rs University\, New Jersey.\n\nThe address and password of the zoom room o
 f the seminar are sent by e-mail on the mailinglist of the seminar one day
  before each talk\n
LOCATION:https://researchseminars.org/talk/OWOS/52/
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