Seminar Details
2021-05-04 (14h) : Data-driven decision making and the scenario approach
At MS Teams
Organized by Mathematical Engineering
Speaker :
Marco Claudio Campi (University of Brescia, Italy)
Abstract :
Abstract: Decisions are based on past experience but they are applied to future cases. In this talk, we shall present the "scenario approach", a broad methodology to make data-driven decisions, and present a theory to rigorously judge the probability that a decision based on experience will under-perform in new situations. The generality of this approach makes it useful across a variety of fields, including control, finance and medical applications.
Biography: Marco Claudio Campi is Professor of Inductive Methods and Systems Theory at the University of Brescia, Italy. He was in various capacities on the editorial board of leading journals including Automatica, Systems and Control Letters and the European Journal of Control. Since 2016, he has been a Distinguished Lecturer of the IEEE Control Systems Society. He has delivered plenary and semi-plenary addresses at major conferences including CDC, SYSID, ECC and MTNS.. In year 2008, he received the IEEE Control Systems Society George S. Axelby Outstanding Paper Award. Marco Campi is a Fellow of IEEE and a Fellow of IFAC.