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.


© 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.

© 2021 EPFL

Professorship at the University of Konstanz for Dr. Tobias Sutter

— In September 2021 Tobias Sutter has taken up an appointment as Assistant Professor in machine learning and optimization in the Department of Computer and Information Science at the University of Konstanz.

© 2021 EPFL

Plenary talk at the Virtual INFORMS Optimization Society Conference

— Daniel Kuhn was invited to give a plenary talk on the statistical foundations of data-driven decision-making at the 2021 Virtual INFORMS Optimization Society Conference.

© 2020 EPFL

Daniel Kuhn Winner of the Frederick W. Lanchester Prize 2020

— The 2020 Frederick W. Lanchester Prize was awarded to Peyman Mohajerin Esfahani and Daniel Kuhn for their paper "Data-driven Distributionally Robust Optimization using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations" (Mathematical Programming 2018). The Lanchester prize recognizes the best contribution to operations research and the management sciences published in English in the past five years.

© 2020 EPFL

Soroosh Shafieezadeh Abadeh Winner of the Thesis Distinction for EDMT

— Dr. Shafieezadeh Abadeh, former PhD Student with Prof. Daniel Kuhn, has been awarded the 2020 Doctoral Program Thesis Distinction for the Doctoral Program in Management of Technology (EDMT).

© 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.

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