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Séminaire d'équipe(s) GraphComb
Bilevel stochastic optimization problems with applications to telecommunications
Alexei A. Gaivoronski

16 November 2012, 10h30 - 16 November 2012, 11h30
Salle/Bat : 475/PCRI-N
Contact :

Activités de recherche :

Résumé :
Modern information and communication economy (ICT) provides a wide variety of challenging optimization problems, which solution can make or break the chances of an enterprise to succeed. In exceptional cases, optimization algorithms can play a role in bringing
multibillion profits, like the example of Google suggests. In this presentation we consider some such optimization problems from the realm of ICT economics. They are characterized by two important features. The first one is the presence of multiple independent actors who maximize their performance criterion under capacity and risk constraints. The second one is substantial uncertainty about significant characteristics of this environment, like the users’ demand. We present resulting optimization problems that often turn out to be bilevel stochastic optimization problems. Several significant application settings are described together with theoretical analysis of resulting models and algorithms for their solution.

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