2021年5月7日,【明理讲堂2021年第22期】有幸邀请到瑞士洛桑联邦理工学院（EPFL）Daniel Kuhn教授带来题为“Optimization in the Face of Uncertainty”的学术报告。报告采用腾讯会议的形式。管理与经济学院教师、研究生以及校外研究学者等300多名师生参加了本次讲座，主持人为管理与经济学院管理工程系张玉利副教授。

本次报告中，Daniel Kuhn教授围绕面向不确定性的优化问题进行了多方面的分享。首先，Daniel Kuhn教授以简单的确定性优化问题为基础，引入不确定性优化问题，并通过多个生动的例子，强调不确定性因素在各类问题中的重要性。Daniel Kuhn教授指出，随机规划模型和风险感知规划模型在解决不确定性问题时具有局限性，存在着高维问题求解慢、求解存在偏差、统计估计难以实现等困难，且随机参数的精确分布往往不可知，存在“关于不确定性的不确定性”。进而，Daniel Kuhn教授介绍了分布式鲁棒优化模型，该模型能够在解决不确定性优化问题时达到“双赢”。一方面，分布式鲁棒优化模型能够得到更好的决策，另一方面，也能解决随机和风险感知规划模型面临的求解难题。最后，Daniel Kuhn教授还指出，当问题存在模糊性时，做出随机决策往往是较优的。

报告结束后，Daniel Kuhn教授和参会师生展开了热烈的讨论和交流，报告反响热烈，受到了广大师生的一致好评！

附：Daniel Kuhn教授简介

Daniel Kuhn is full Professor of Operations Research at the College of Management of Technology atÉcole polytechnique fédérale de Lausanne, Switzerland (EPFL), where he holds the Chair of Risk Analytics and Optimization (RAO). Before joining EPFL, he was a faculty member at Imperial College London (2007–2013) and a postdoctoral researcher at Stanford University (2005–2006). He received a Ph.D. in Economics from the University of St. Gallen in 2004 and an M.Sc. in Theoretical Physics from ETH Zürich in 1999. His research interests revolve around robust optimization and stochastic programming. He serves as the area editor for continuous optimization for Operations Research and as an associate editor for several other journals including Management Science, Mathematical Programming, Mathematics of Operations Research and Operations Research Letters.