Risk Analytics and Optimization Chair – RAO

Daniel Kuhn, Risk Analytics & Optimization Chair (RAO), EPFL

A broad spectrum of very diverse resource allocation and decision problems arising in public infrastructure investment planning, power systems operation, supply chain management, production planning, fleet management, traffic planning, network design, economics, risk management, health care, project management, telecommunications, cloud computing, process control, etc. are naturally formulated as mathematical optimization problems. Most if not all of these optimization problems share the following key attributes.

  1. High dimensionality.
    Decision makers typically need to orchestrate thousands of degrees of freedom that are subject to complex interdependencies and restrictions.
  2. Data uncertainty.
    Many problem parameters are subject to substantial measurement errors or are simply unknown at the time when the optimization problem is formulated.
  3. Dynamic nature.
    The information available to decision makers changes over time – often in unpredictable ways – which necessitates a chain of recourse actions and rebalancing decisions that are difficult to plan in advance.

Decision problems with these complicating features are often far beyond the reach of analytical methods or classical numerical techniques plagued by the notorious curse of dimensionality. The aim of our research is to develop rigorous new modeling paradigms for large-scale dynamic decision problems under uncertainty, to design efficient and reliable algorithms for their solution and to distil managerial insights and policy implications for innovative applications in energy systems engineering and management.


© 2020 EPFL

Professorship at the University of Luxembourg for Dr. Cagil Kocyigit

— In October 2020 Cagil Kocyigit has taken up an appointment as Assistant Professor at the Luxembourg Centre for Logistics and Supply Chain Management at the University of Luxembourg.

Cagil Kocyigit

Cagil Kocyigit winner of the first Kilian Schindler Excellence Award

— Interview with Dr. Cagil Kocyigit, who won the first Kilian Schindler Excellence Award for her PhD thesis entitled "Distributional Robustness in Mechanism Design".

© 2020 EPFL

Inauguration of the Kilian Schindler Excellence Award

— EPFL has created an award to honor the life and memory of Kilian Schindler, a doctoral student in Management of Technology.

© 2020 EPFL

PhD degree awarded posthumously to Dr. Kilian Schindler

— Dr. Kilian Schindler received his PhD degree posthumously in September 2020. Kilian Schindler was a PhD student at the Risk Analytics and Optimization Chair. He sadly passed away in May 2020 shortly after completing his PhD thesis. Kilian Schindler's PhD diploma was handed over to his family at a ceremony in his honor on 18 September 2020. His dissertation, supervised by Prof. Daniel Kuhn, is entitled "Scalable Stochastic Optimization: Scenario Reduction with Guarantees".

Dr. Soroosh Shafieezadeh-Abadeh & Prof. Daniel Kuhn

Congrats to Dr. Soroosh Shafieezadeh-Abadeh for obtaining his PhD

— Dr. Soroosh Shafieezadeh-Abadeh obtained his PhD in June 2020. His dissertation, supervised by Prof. Daniel Kuhn, is entitled "Wasserstein Distributionally Robust Learning".

© istock.com

RAO affiliated with new NCCR on "Dependable Ubiquitous Automation"

— The Swiss government has launched six new National Centres of Competence in Research (NCCR) as part of SNSF research funding. The Risk Analytics and Optimization Chair (RAO) contributes to the NCCR on "Dependable Ubiquitous Automation" as member of the consortium.

© 2019 EPFL

Tutorial by Daniel Kuhn at the INFORMS Annual Meeting in Seattle

— Daniel Kuhn delivered a tutorial on Wasserstein Distributionally Robust Optimization and Machine Learning at the INFORMS Annual Meeting in Seattle, October 20-23, 2019.

Prof. Daniel Kuhn and Dr. Viet Anh Nguyen © 2019 EPFL

Congratulations to Dr. Viet Anh Nguyen for obtaining his PhD

— Dr. Viet Anh Nguyen obtained his PhD in September 2019. His dissertation, supervised by Prof. Daniel Kuhn, is entitled "Adversarial Analytics".

© 2019 EPFL

Daniel Kuhn gave a plenary talk at EUROPT 2019

— Daniel Kuhn was invited to give a plenary talk at the 17th Workshop on Advances in Continuous Optimization (EUROPT 2019).

© 2019 EPFL

Daniel Kuhn gave a plenary talk at ORSIS 2019

— Daniel Kuhn was invited to deliver the Naor plenary Lecture at the annual meeting of the Operations Research Society of Israel (ORSIS), which was held in Shfayim, May 13-14 2019.

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