Seminario 21/16: Ricardo Martínez (Universidad de Granada): Compensation and sacrifice in the probabilistic rationing of indivisible units

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We consider the problem of randomly allocating indivisible units of a resource among agents with conflicting claims on the resource. In the two-agent case, we characterize three focal rules combining axioms reflecting principles of compensation and sacrifice: probabilistic uniform awards, probabilistic uniform losses and probabilistic concede-and-divide. In the general case of n agents, the two…

Seminario 21/14: Jordi Castro (Universitat Politécnica de Cataluña): An interior-point solver for large block-angular problems and applications

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Interior point methods (IPMs) have shown to behave very well in some classes of large-scale structured optimization problems. We will discuss a successful approach for block-angular structures that relies on the combination of Cholesky factorizations and preconditioned conjugate gradients for the normal equations. In the first part of the talk we will outline such specialized…

Seminario 21/12: Francisco Saldanha (University of Lisbon): Project Scheduling with Flexible Resources: Is there a good optimization model?

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A project scheduling problem is defined by a set of activities, their precedence relations, and the corresponding execution times. The goal is to sequence and schedule the activities so that some performance measure of interest is optimized. Often, specific resources that exist in a limited amount are required to execute the activities. This extension of…

Seminario 21/11: Juan D. Ternero (Universidad Pablo de Olavide): On the axiomatic approach to sharing the revenues from broadcasting sports leagues

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We take the axiomatic approach to uncover the structure of the revenue-sharing problem from broadcasting sports leagues. Our starting point is to explore the implications of three basic axioms: additivity, order preservation and weak upper bound. We show that the combination of these axioms characterizes a large family of rules, which is made of compromises…

Seminario 21/10: Cristina Polo Fernández (Universidad de Extremadura) Medición de la eficiencia de servicios públicos y la importancia del contexto no controlable. Alternativas metodológicas y aplicaciones prácticas.

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La medición de la eficiencia en los diversos ámbitos de la economía pública ha suscitado gran interés durante las últimas décadas. Las técnicas más utilizadas en la literatura para estimar el desempeño de las unidades productivas han sido claramente los modelos de frontera no paramétricos tales como el DEA, el FDH o, más recientemente, sus…

Seminario 21/9: Joaquin Sanchez Soriano (Universidad Miguel Hernández) Los problemas de atribución y sus aplicaciones desde la perspectiva de la teoría de juegos

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Un problema de atribución consiste simplemente en determinar cuál es la relevancia de una serie de factores para la consecución de un objetivo particular. Aunque la formulación del problema parece sencilla, no lo es tanto, y por ello existe toda una literatura sobre este problema en muy diversos campos. Por ejemplo, este tipo de problemas…

Seminario 20/25: Dolores Romero Morales (Copenhagen Business School, Denmark): Explaining Machine Learning Outcomes by Means of Mathematical Optimization

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There is a growing literature on enhancing the interpretability of Machine Learning methods involved in Data Driven Decision Making. Interpretability is desirable for non-experts; it is required by regulators for models aiding, for instance, credit scoring; and since 2018 the European Union has extended this requirement by imposing the so-calledright-to-explanation in algorithmic decision making. Mathematical…

Seminario 20/23: Laureano F. Escudero (Universidad Rey Juan Carlos), On the Stochastic Dominance functional-basedrisk averse versions in mathematical optimization under uncertainty

Ecuaciones diferenciales

Very frequently, mainly in dynamic problems,some data is uncertain at the decision-making time, although some information is already available. The mathematical optimization models under uncertainty, so-named stochastic optimization ones structure the uncertainty in a set of representative scenarios. The stochastic Risk Neutral (RN) models aim to obtaining a feasible solution for the scenario-based constraint system…

Seminario 20/19: María José Garrido (Universidad de Sevilla): Ecuaciones diferenciales: de la integral de Young a la Rough Path Theory

Ecuaciones diferenciales

Las ecuaciones diferenciales son omnipresentes tanto en las matemáticas puras como las aplicadas. En esta charla queremos estudiar ecuaciones diferenciales donde tanto el término de ruido omega como la función incógnita Y son funciones Hölderianas. El principal objetivo será definir la integral que define la solución en sentido trayectorial (y no probabilístico), lo cual en…

Seminario 20/18: Marina Segura (Universidad Complutense de Madrid) : Sustainable Management of the Supply Chain: Multiple Criteria Models

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La gestión de proveedores es un área estratégica de la cadena de suministro, que debe integrar tanto la homologación y selección como el seguimiento y segmentación de proveedores. El objetivo es identificar las relaciones más adecuadas entre la empresa y sus proveedores. La naturaleza multicriterio de la evaluación de proveedores, que debe tener en cuenta…