
Introduction to the Scenario Approach
$130.00
- Paperback
114 pages
- Release Date
29 January 2019
Summary
This book is about making decisions driven by experience. In this context, a scenario is an observation that comes from the environment, and scenario optimization refers to optimizing decisions over a set of available scenarios. Scenario optimization can be applied across a variety of fields, including machine learning, quantitative finance, control, and identification.The scenario approach has been given a solid mathematical foundation in recent years, addressing fundamental questions such a…
Book Details
| ISBN-13: | 9781611975437 |
|---|---|
| ISBN-10: | 1611975433 |
| Series: | MOS-SIAM Series on Optimization |
| Author: | Marco C. Campi, Simone Garatti |
| Publisher: | Society for Industrial & Applied Mathematics,U.S. |
| Imprint: | Society for Industrial & Applied Mathematics,U.S. |
| Format: | Paperback |
| Number of Pages: | 114 |
| Release Date: | 29 January 2019 |
| Weight: | 290g |
About The Author
Marco C. Campi
Marco C. Campi is a professor at the University of Brescia, Italy, where he has taught topics related to data-driven and inductive methods for many years. He is a distinguished lecturer of the Control Systems Society and chair of the Technical Committee IFAC on Modeling, Identification, and Signal Processing. Professor Campi has held visiting and teaching appointments at several institutions and has served in various capacities on the editorial boards of Automatica, Systems and Control Letters, and the European Journal of Control. Professor Campi is a Fellow of IEEE, a member of IFAC, and a recipient of the Giorgio Quazza prize and the IEEE CSS George S. Axelby outstanding paper award. He has delivered plenary addresses at major conferences, including Optimization, CDC, MTNS, and SYSID.Simone Garatti is an associate professor in automatic control at the Polytechnic University of Milan, Italy, where he received his Ph.D. in information technology engineering. Professor Garatti has been a visiting scholar and invited lecturer at various prestigious universities, where he has shared his research in optimization and scenario theory. In 2006, he won a fellowship for the short-term mobility of researchers provided by the National Research Council of Italy (CNR). His scientific interests include data-driven optimization, data-driven control systems design, system identification, and randomized algorithms for problems in systems and control. He is the author of more than 70 contributions in international journals, books, and proceedings.
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