Videos

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Discrete Optimization Under Uncertainty. Thumbnail

Discrete Optimization Under Uncertainty.

Presenter
  • Sahil Singla
October 2, 2019
IAS

Optimal experimental design under uncertainty

Presenter
  • Georg Stadler
June 28, 2019
ICERM
MUMS Opening Workshop: An Overview of Reduced-Order Models and Emulators Thumbnail

MUMS Opening Workshop: An Overview of Reduced-Order Models and Emulators

August 20, 2018
SAMSI
Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach Thumbnail

Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach

Presenter
  • Huyen Pham
June 13, 2018
IMA

Few remarks on the uncertainty principle

Presenter
  • Mishko Mitkovski
June 7, 2018
ICERM
Proof of fractal uncertainty principle Thumbnail

Proof of fractal uncertainty principle

Presenter
  • Ruixiang Zhang
October 10, 2017
IAS

Data-driven nonlinear expectations

Presenter
  • Samuel Cohen
June 21, 2017
ICERM

Model risk in term structure modeling

Presenter
  • Philipp Harms
June 20, 2017
ICERM

Robust Asymptotic Growth in the Presence of Stability

Presenter
  • Scott Robertson
June 19, 2017
ICERM

Managing multiple sources of uncertainty: optimal outbreak response for Foot-and-Mouth Disease

Presenter
  • Matthew Ferrari
November 15, 2016
MBI
Optimal control of systems governed by PDEs with random parameter fields using quadratic approximations Thumbnail

Optimal control of systems governed by PDEs with random parameter fields using quadratic approximations

Presenter
  • Omar Ghattas
March 14, 2016
IMA
Treating modeling uncertainty in multiscale method Thumbnail

Treating modeling uncertainty in multiscale method

Presenter
  • Roger Ghanem
January 21, 2016
IPAM