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

Wouter Jongeneel © 2023 EPFL

2023 INFORMS Optimization Society Award for Wouter Jongeneel

— At the INFORMS Annual Meeting 2023 Wouter Jongeneel, PhD student of Daniel Kuhn, received the INFORMS Optimization Society Best Student Paper Award for his paper "Small Errors in Random Zeroth-Order Optimization are Imaginary" (co-authored with Man-Chung Yue and Daniel Kuhn).

© 2023 EPFL

IFORS Distinguished Lecture by Daniel Kuhn at INFORMS Annual Meeting

— Daniel Kuhn was named an IFORS Distinguished Lecturer by the International Federation of Operational Research Societies. The award was presented after his opening plenary at the 2023 INFORMS Annual Meeting in Phoenix.

© 2023 EPFL

Bahar Taskesen finalist for the 2023 George Nicholson Award

— Bahar Taskesen, PhD student at the Risk Analytics and Optimization Chair, has been selected as a finalist for the 2023 George Nicholson Student Paper award at the INFORMS Annual Meeting in Phoenix.

© 2023 EPFL

Professorship for Dr. Shafieezadeh-Abadeh at Cornell University

— In July 2023 Soroosh Shafieezadeh-Abadeh has taken up an appointment as Assistant Professor in the School of Operations Research and Information Engineering at Cornell University.

© 2023 EPFL

Daniel Kuhn gave a plenary talk at ICSP 2023

— Daniel Kuhn gave a plenary talk on algorithmic fairness at the 2023 XVI International Conference on Stochastic Optimization (ICSP) in Davis in July 2023.

© 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 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.

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