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SUNMONTUEWEDTHUFRISAT
University Calendar
Events for January
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Incorporating Model Uncertainty in Service and Manufacturing Operations Management
Thu, Jan 17, 2008 @ 11:00 AM - 12:00 PM
Daniel J. Epstein Department of Industrial and Systems Engineering
University Calendar
DANIEL J. EPSTEIN DEPARTMENT OF INDUSTRIAL & SYSTEMS ENGINEERING SEMINAR"Incorporating Model Uncertainty in Service and Manufacturing Operations Management"*Dr. J. George ShanthikumarDepartment of Industrial Engineering & Operations Research, University of California at Berkeley, Berkeley, CA 94720ABSTRACT: Classical modeling approaches in Operations Management under uncertainty assume a full probabilistic characterization. The learning needed to implement the policies derived from these models is accomplished either through (i) classical statistical estimation procedures or (ii) subjective Bayesian priors. When the data available for learning is limited, or the underlying uncertainty is non-stationary, the error induced by these approaches can be significant and the effectiveness of the policies derived will be reduced. In this presentation we discuss how we may incorporate these errors in the model (that is, model model uncertainty) and use robust optimization to derive efficient policies. Different models of model uncertainty will be discussed and different approaches to robust optimization with and without bench-marking will be presented. Two alternative learning approaches Objective Bayesian Learning and Operational Learning will be discussed. These approaches could be used to calibrate the models of model uncertainty and to calibrate the optimal policies. Throughout this talk we will consider the classical inventory control, revenue management, and asset allocation problems as examples to illustrate these ideas. *This presentation is based on ongoing joint research work with Andrew E. B. Lim & Z. J. Max Shen and several current and former Ph.D. students.THURSDAY, JANUARY 17, 2008, 11:00 AM – 12:00 PM, ANDRUS GERONTOLOGY BLDG (GER) 309
Location: Ethel Percy Andrus Gerontology Center (GER) - 309
Audiences: Everyone Is Invited
Contact: Georgia Lum
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Visions and Voices
Sat, Jan 26, 2008 @ 10:00 PM - 04:30 PM
Viterbi School of Engineering Student Affairs
University Calendar
Bergamot Station is Southern California's largest art-gallery complex and cultural center. Explore the galleries at Bergamot, including the upcoming exhibition by internationally acclaimed light and installation artist James Turrell.Saturday, January 26, 2008
10:00am to 4:30pmAudiences: Everyone Is Invited
Contact: Viterbi Admission & Student Affairs
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Approximation Algorithms for Combinatorial Allocation Problems
Tue, Jan 29, 2008 @ 03:30 PM - 05:00 PM
Daniel J. Epstein Department of Industrial and Systems Engineering
University Calendar
Computer Science Colloquium: Approximation Algorithms for Combinatorial Allocation ProblemsSpeaker: Dr. Jan Vondrak (Princeton)Time: 3:30 pm - 5:00 pmDate: Jan 29, 2008Location: SSL 150Host: Prof. David KempeABSTRACT: Combinatorial allocation problems arise in situations where a set of items should be distributed among n players in order to maximize a certain social utility function. Such problems have been subject to recent interest due to their applications in combinatorial auctions and electronic commerce. Since allocation problems are typically NP-hard to solve optimally, we seek approximation algorithms that find a solution of value at least c * OPTwhere OPT is the optimum and cA particular case of interest is the Submodular Welfare Problem where utility functions are assumed to be monotone and submodular. It has been known since 1978 that a greedy algorithm gives a 1/2-approximation [Nemhauser,Wolsey,Fisher] for a more general problem of submodular maximization subject to a matroid constraint. I will show how this can be improved to a (1-1/e)-approximation - an approximation factor which is known to be optimal. A new technique that we use is the approximate solution of a non-linear optimization problem using a "continuous greedy algorithm".(partly joint work with G. Calinescu, C. Chekuri and M. Pal)BIO: Jan Vondrak grew up in the Czech republic and received a Master's degree in computerscience from Charles University in Prague. He attended graduate school at MIT where he received a PhD in applied math in 2005. His advisor was Michel Goemans. He spent a year as a postdoctoral researcher at Microsoft Reserch (2005-06) and is currently a postdoctoral researcher at Princeton University.
Location: Seaver Science Library (SSL) - 150
Audiences: Everyone Is Invited
Contact: Georgia Lum
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Equation-Free Modeling and Computation for Complex/Multiscale Systems
Wed, Jan 30, 2008 @ 02:00 PM - 03:00 PM
Daniel J. Epstein Department of Industrial and Systems Engineering
University Calendar
CIVIL & ENVIRONMENTAL ENGINEERING SEMINAR "Equation-Free Modeling and Computation for Complex/Multiscale Systems"Dr. Ioannis KevrekidisDepartment Of Chemical Engineering, Princeton UniversityABSTRACT: In current modeling practice for complex/multiscale systems, the best available descriptions often come at a fine level (atomistic, stochastic, microscopic, individual-based) while the questions asked and the tasks required by the modeler (prediction, parametric analysis, optimization and control) are at a much coarser, averaged, macroscopic level. Traditional modeling approaches start by first deriving macroscopic evolution equations from the microscopic models, and then bringing our arsenal of mathematical and algorithmic tools to bear on these macroscopic descriptions. Over the last few years, and with several collaborators, we have developed and validated a mathematically inspired, computational enabling technology that allows the modeler to perform macroscopic tasks acting on the microscopic models directly.We call this the "equation-free" approach, since it circumvents the step of obtaining accurate macroscopic descriptions. We will argue that the backbone of this approach is the design of (computational) experiments. Traditional continuum numerical algorithms can thus viewed as protocols for experimental design (where "experiment" means a computational experiment set up and performed with a model at a different level of description). Ultimately, what makes it all possible is the ability to initialize computational experiments at will. Short bursts of appropriately initialized computational experimentation Âthrough matrix-free numerical analysis and systems theory tools like variance reduction and estimation- bridge microscopic simulation with macroscopic modeling. I will also discuss some recent developments in data mining algorithms, exploring large complex data sets to find good "reduction coordinates".Wednesday, January 30, 2008, 2:00 – 3:00pm, KAP 209
Location: Kaprielian Hall (KAP) - 209
Audiences: Everyone Is Invited
Contact: Georgia Lum
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ISA Information Session with PricewaterhouseCoopers
Wed, Jan 30, 2008 @ 06:00 PM - 07:30 PM
Daniel J. Epstein Department of Industrial and Systems Engineering
University Calendar
The USC Information Systems Association (ISA, http://www.uscisa.net/) offers many wonderful opportunities for students interested in pursuing a career in IT or IS. We have weekly meetings with companies such as Deloitte, Ernst & Young, Microsoft, KPMG, Chevron, etc, and we offer resume and interview workshops. In addition, ISA members can receive helpful networking and industry tips from alumni. Our next event is an information session withPricewaterhouseCoopersJanuary 30th @ 6:00 PM, HOH 306These events include free catered food and there is no obligation to join ISA. They're great opportunities that may help in obtaining an internship or even a job! For more information, contact Danny Huang [kuanhsuh@usc.edu] or Pranav Pasari [ppasari@usc.edu].
Location: H. Leslie Hoffman Hall Of Business Administration (HOH) - 306
Audiences: Everyone Is Invited
Contact: Georgia Lum
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WTS Transportation Seminar / Luncheon
Thu, Jan 31, 2008 @ 11:30 AM - 01:00 PM
Daniel J. Epstein Department of Industrial and Systems Engineering
University Calendar
Women's Transportation Seminar (WTS) - Los Angeles Chapter Thursday, January 31st from 11:30 AM to 1:00 PM, Tutor Hall (RTH) Room 211WTS-LA is coming to USC! The WTS Scholarship Committee is sponsoring a lunch for USC students interested in careers in the ever-growing transportation industry. Meet with current transportation professionals and USC students currently in the WTS organization.WTS was founded to promote the careers of women in the transporation industry, but membership is open to anyone interested in the transportation sector (engineering, logistics, planning) and is an excellent opportunity for career networking. The Los Angeles Chapter (approximately 40% of which is male) is the nation's largest, and sponsors $20,000 in University scholarships for women in transportation-related degree programs. Lunch will be provided. For more information email srtaylor@usc.edu. We hope to see you there!
Location: Ronald Tutor Hall of Engineering (RTH) - 211
Audiences: Everyone Is Invited
Contact: Georgia Lum
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The Oil Security Problem
Thu, Jan 31, 2008 @ 02:00 PM - 04:00 PM
Daniel J. Epstein Department of Industrial and Systems Engineering
University Calendar
USC Energy Institute presents "The Oil Security Problem"Hill HuntingtonExecutive Director, Energy Modeling Forum at Stanford UniversityDr. Hillard G. Huntington is the Executive Director Stanford University's Energy Modeling Forum, which is devoted to improving modeling and analysis for understanding energy and environmental markets and policy. He has directed several EMF studies on evaluating competitive electricity markets in the aftermath of industry restructuring, natural gas supply, energy security, and climate change policy. Thursday, January 31, 2008, 2-4 pm, Social Sciences Building 250
Location: Social Sciences Building 250
Audiences: Everyone Is Invited
Contact: Georgia Lum
