Speaker: Jie Xu, GMU
Title: Efficient Stochastic Simulation Optimization Algorithms and Their Applications
Stochastic simulation optimization provides a powerful and general
tool to optimize the design of complex stochastic systems.
However, major difficulties arise when the simulation is
time-consuming and the stochastic noise is significant.
In this talk, we discuss several efforts that aim to improve the
computational efficiency of
stochastic simulation optimization algorithms for two large-scale
We present an application in air traffic management and an application
in power grids weather resilience to demonstrate the broader impact of scalable stochastic simulation optimization.
Time: Friday, October 19, 2018, 1:30-2:30pm
Place: Exploratory Hall, Room 4106
Department of Mathematical Sciences
George Mason University
4400 University Drive, MS 3F2
Fairfax, VA 22030-4444
Tel. 703-993-1460, Fax. 703-993-1491