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.

News

© 2022 EPFL

Professorship for Dr. Viet Anh Nguyen at CUHK

— In December 2022 Viet Anh Nguyen has taken up an appointment as Assistant Professor in the department of Systems Engineering and Engineering Management at the Chinese University of Hong Kong (CUHK).

© 2022 EPFL

Daniel Kuhn named INFORMS Fellow

— INFORMS, the largest association for the decision and data sciences, has named Daniel Kuhn as one of 12 new Fellows.

© 2022 EPFL

Bahar Taskesen wins INFORMS Optimization Society Student Paper Prize

— At the INFORMS Annual Meeting 2022 Bahar Taskesen, PhD student of Daniel Kuhn, received the INFORMS Optimization Society Best Student Paper Award for her paper "Semi-Discrete Optimal Transport: Hardness, Regularization, and Numerical Solution" (co-authored with her advisors Soroosh Shafieezadeh-Abadeh and Daniel Kuhn, forthcoming in Mathematical Programming).

© 2022 EPFL

Dirk Lauinger wins the INFORMS ENRE Student Best Paper Award 2022

— At the INFORMS Annual Meeting 2022 Dirk Lauinger, former PhD student of Daniel Kuhn and now postdoc at MIT, received the INFORMS ENRE Student Best Paper Award for his paper “Reliable Frequency Regulation through Vehicle-to-Grid: Encoding Legislation with Robust Constraints” (co-authored with his advisors Francois Vuille and Daniel Kuhn).

© 2022 EPFL

Daniel Kuhn wins Friedrich Wilhelm Bessel Research Award

— Daniel Kuhn has been selected by the Alexander von Humboldt Foundation to receive a Friedrich Wilhelm Bessel Research Award in recognition of his outstanding accomplishments in research.

© 2022 EPFL

Semi-Plenary Talk and Summer School at ICCOPT 2022

— Daniel Kuhn was invited to give a semi-plenary talk on the interplay of optimal transport and distributionally robust optimization at the seventh International Conference on Continuous Optimization (ICCOPT), the flagship continuous optimization conference of the Mathematical Optimization Society held at Lehigh University in Bethlehem (PA, USA) in July 2022. Before the conference, he was also invited with Jose Blanchet (Stanford University), Soroosh Shafieezadeh-Abadeh (Carnegie Mellon University) and Wolfram Wiesemann (Imperial College London) to organize a summer school on distributionally robust optimization targeted at students and junior researchers.

© 2022 EPFL

Daniel Kuhn gave keynote talks at ECSO-CMS 2022 and at EURO 2022

— Daniel Kuhn was invited to give two keynote talks on robust optimization, blackouts and the law at the joint European Conference on Stochastic Optimization and the Computational Management Science Conference 2022 in Venice and at the EURO Conference 2022 in Espoo.

© 2022 EPFL

Bahar Taskesen Runner-up for ECSO-CMS 2022 Best Student Paper Prize

— Bahar Taskesen was selected as runner-up for the best student paper prize of the joint European Conference on Stochastic Optimization and the Computational Management Science Conference 2022 for her authorship of the paper "Semi-Discrete Optimal Transport: Hardness, Regularization and Numerical Solution" (co-authored with Soroosh Shafieezadeh-Abadeh and Daniel Kuhn, forthcoming in Mathematical Programming, Series A). ECSO–CMS was held in Venice, Italy, 29 June – 1 July 2022, at the Department of Economics of Ca’ Foscari University of Venice.

© 2022 EPFL

Congratulations to Dr. Dirk Lauinger for obtaining his PhD

— Dr. Dirk Lauinger obtained his PhD in June 2022. His dissertation, supervised by Prof. Daniel Kuhn and Dr. François Vuille, is entitled "Vehicle-to-Grid for Reliable Frequency Regulation".

© 2022 EPFL

Daniel Kuhn appointed as Editor-in-Chief of Mathematical Programming

— As of 1 January 2022, Daniel Kuhn was appointed as Editor-in-Chief of Mathematical Programming Series A and B.

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