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X-ORIGINAL-URL:https://cmc.deusto.eus/
X-WR-CALNAME:cmc.deusto.eus
X-WR-CALDESC:DeustoCCM - Chair of Computational Mathematics at University of Deusto
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UID:MEC-41f753b801011edadd7dfe6aed77aa60@cmc.deusto.eus
DTSTART:20230727T090500Z
DTEND:20230727T093000Z
DTSTAMP:20251031T213000Z
CREATED:20251031
LAST-MODIFIED:20251031
PRIORITY:5
TRANSP:OPAQUE
SUMMARY:Probabilistic Constrained Optimization on Gas Networks
DESCRIPTION:Next July 27, 2023 our postdoctoral researcher Michael Schuster, will talk on “Probabilistic Constrained Optimization on Gas Networks” at  ICSP 2023, the XVI International Conference Stochastic Programming on July 24-28th, 2023.\nAbstract.  Uncertainty often plays an important role in gas transport and probabilistic constraints are an excellent modeling tool to obtain controls and other quantities that are robust against perturbations in e.g., the boundary data. \nWe first consider a stationary gas transport model with uncertain boundary data on networks. We provide an efficient way to compute the probability that random boundary data is feasible. In this context feasible means that the pressure corresponding to the random boundary data meets some box constraints at the network junctions.\nFurther we consider and analyze optimization problems with probabilistic constraints in the stationary\nand the dynamic setting where the probabilistic constraints are approximated by the kernel density estimator approach. Additionally we compare the solutions of the probabilistic constrained optimization problems with the solutions of the corresponding deterministic problems.\nWHERE?\nUniversity of California, Davis\nConference Center\n550 Alumni Lane, Davis, CA, 95616\n|| Check more details at the official page of the event\n
URL:https://cmc.deusto.eus/events-calendar/probabilistic-constrained-optimization-on-gas-networks/
CATEGORIES:Seminar/Talk
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