Daniel Kuhn gave a plenary talk at the PGMO Days 2018
© 2018 EPFL
Daniel Kuhn was invited to give a plenary talk on data-driven distributionally robust optimization with applications in finance, uncertainty quantification and machine learning.
The Gaspard Monge Program for Optimization and Operational Research (PGMO) was created in 2012 by the Fondation Mathematique Jacques Hadamard and EDF R&D. PGMO aims to foster a research community of mathematicians from the academic and the industrial world focusing on optimization, operational research and data science. The PGMO Days 2018 took place at the EDF-Lab in Paris-Saclay on Tuesday 20 and Wednesday 21 November 2018. Daniel Kuhn was invited to give a plenary talk on data-driven distributionally robust optimization with applications in finance, uncertainty quantification and machine learning.