报告题目：Risk Minimization, Regret Minimization and Progressive Hedging Algorithms

报 告 人：Professor Jie Sun（PHD，University of Washington）

报告时间：2019年5月16日  10:00-11:00

报告地点：数计院302

报告人简介：

Professor Jie Sun (PHD, University of Washington, 1986) is a world-renowned researcher and educator in optimization. He made outstanding contributions in the areas of interior point algorithms and semismooth Newton’ s methods. His recent research interest focuses on stochastic variational inequality and decision under uncertainty.  He has published more than 150 papers in optimization, business and mathematics journals. He was listed by Institute of Scientific Information as one of highly cited mathematicians 2003-2012 and has been a winner of Outstanding University Researcher Award at National University of Singapore.

Professor Sun was the chair of Pacific Optimization Research Activity Group 2011-2014, has been editors/associate editors of flagship journals such as Mathematical Programming, Mathematics of Operations Research, and Pacific Journal of Optimization. He has been a chair professor at National University of Singapore and a fellow of Singapore-MIT Alliance. Currently, he is a emeritus professor at Curtin University, Australia.