Orateur
Giovanni Pantuso
(University of Copenhagen)
Description
In this talk we provide an introduction to stochastic optimization problems with decision-dependent uncertainty.
We review the main lines of research in terms of both methodology and applications.
Our discussion will center on a taxonomy of these problems, distinguishing between uncertainties that affect probabilities (Type 1) and those that influence resolution time (Type 2). Additionally, we will explore problem structures such as decision stages, underlying assumptions, and solution approaches.
We will conclude with an overview of the main challenges in this field and propose future research directions.
Authors
Mlle
Jiali Deng
(University of Copenhagen)
Giovanni Pantuso
(University of Copenhagen)
Miguel Lejeune
(George Washington University)
