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Events

• Nov

  12

  Sample Complexity and Solution Schemes for Data-driven Multistage Stochastic Programming under Markov Dependent Uncertainty

  Department of Industrial Engineering and Management Sciences (IEMS)

  11:00 AM A230, Technological Institute

  EVENT DETAILS

  Abstract:

  This work addresses the computational limitations of the Sample Average Approximation (SAA) method in multistage stochastic programming under Markov-dependent data processes. While SAA is effective for static and two-stage stochastic optimization problems, it becomes computationally prohibitive in multistage settings as the number of samples required to obtain a reasonably accurate solution grows exponentially in the time horizon $T$—a phenomenon known as the curse of dimensionality. To overcome this challenge, we propose a novel data-driven approach: the Markov Recombining Scenario Tree (MRST) method, combined with Stochastic Dual Dynamic Programming (SDDP) as a solution framework. Our analysis shows that MRST achieves polynomial sample complexity in $T$, offering an efficient data-driven alternative to SAA. Extensive numerical experiments further validate the effectiveness of MRST, showcasing its potential to mitigate the curse of dimensionality in multistage stochastic programming.

  Bio:

  Grani A. Hanasusanto is an Associate Professor in Industrial & Enterprise Systems Engineering at the University of Illinois Urbana-Champaign (UIUC). Previously, he was an Assistant Professor at The University of Texas at Austin and a Postdoctoral Scholar at École Polytechnique Fédérale de Lausanne. He holds a PhD in Operations Research from Imperial College London and an MSc in Financial Engineering from the National University of Singapore. Grani’s research focuses on developing tractable solution approaches for decision-making under uncertainty, with applications in operations management, energy systems, finance, machine learning, and data analytics. His work has been published in leading journals, including Operations Research, Mathematical Programming, SIAM Journal on Optimization, Manufacturing & Service Operations Management, Stochastic Systems, and IEEE Transactions on Power Systems. Grani received the NSF CAREER Award in 2018 and was named a Walker Scholar by the UT Walker Department of Mechanical Engineering, recognizing his contributions to research, teaching, and service. He has served as an INFORMS DEI Ambassador and is currently on the INFORMS DEI Community committee as well as the editorial board of Operations Research as an Associate Editor.

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  TIME Tuesday, November 12, 2024 at 11:00 AM - 12:00 PM

  LOCATION A230, Technological Institute    map it

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  CONTACT Kendall Minta    kendall.minta@gmail.com EMAIL

  CALENDAR Department of Industrial Engineering and Management Sciences (IEMS)

• Nov

  17

  MLDS AI Hackathon 2025: Final Presentation

  Master of Science in Machine Learning and Data Science (MLDS)

  6:00 PM FSK217, Fisk Hall

  EVENT DETAILS

  Join the MLDS AI Hackathon at Northwestern University—an exciting event open to all NU students! Form a team of four (or get matched at the event) to tackle fun AI challenges and compete for top prizes. The hackathon kicks off on November 14, 2025, at 6:00 PM, with final presentations on November 17, 2025. Prizes include tech gadgets and more, with locations and additional details provided after registration. Register now and unleash your creativity—no prior experience required! For more information, check PlanIt Purple.

  *Attendance at the 11/14 Kickoff is required to participate in the 11/17 Final Presentations.

  Register Now

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  TIME Monday, November 17, 2025 at 6:00 PM - 8:00 PM

  LOCATION FSK217, Fisk Hall    map it

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  CONTACT Daeun Ji    daeunji2025@u.northwestern.edu EMAIL

  CALENDAR Master of Science in Machine Learning and Data Science (MLDS)

• Nov

  18

  Large-scale distributed synchronization systems, using a cancel-on-completion redundancy mechanism

  Department of Industrial Engineering and Management Sciences (IEMS)

  11:00 AM L440, Technological Institute

  EVENT DETAILSmore info

  Alexander Stolyar (UIUC)

  Abstract: We consider a class of multi-agent distributed synchronization systems, which are modeled as n particles moving on the real line. This class generalizes the model of a multi-server queueing system, employing so-called cancel-on-completion (c.o.c.) redundancy mechanism, but is motivated by other applications as well. The queueing model can be viewed as a particle system, regulated at the left boundary point. The more general model is such that we allow regulation boundaries on either side, or both sides, or no regulation at all. We consider the mean-field asymptotic regime, where the number of particles n and the job arrival rates go to infinity, while the job arrival rates per particle remain constant. The system state for a given n is the empirical distribution of the particles' locations. The results include: the existence/uniqueness of fixed points of mean-field limits (ML), which describe the limiting dynamics of the system; conditions for the steady-state asymptotic independence (concentration of the stationary distribution on an ML fixed point); the limits of the average velocity at which unregulated (free) particle system advances. Our technical approach is such that the systems with different types of regulation are analyzed within a unified framework.

  Bio. Since 2017 Alexander Stolyar is a Professor in the ISE Department and Coordinated Science Lab at UIUC. His research interests are in stochastic processes, queueing theory, and stochastic modeling of information, communication, service and supply chain systems. He received Ph.D. in Mathematics from the Institute of Control Science, Moscow, in 1989, and was a research scientist at the Institute of Control Science in 1989-1991. In 1992-1998 he was working on stochastic models in telecommunications at Motorola and AT&T Research. From 1998 to 2014 he was with the Bell Labs Mathematical Sciences Research, Murray Hill, New Jersey, working on stochastic networks and resource allocation problems in a variety of applications, including wireless and wireline communications, service systems, network clouds. In 2014-2016 he was a Professor in the ISE Department at Lehigh University. He is an INFORMS Fellow, and received INFORMS Applied Probability Society 2004 Best Publication award and SIGMETRICS'96 Best Paper award.

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  TIME Tuesday, November 18, 2025 at 11:00 AM - 12:00 PM

  LOCATION L440, Technological Institute    map it

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  CONTACT Kendall Minta    kendall.minta@gmail.com EMAIL

  CALENDAR Department of Industrial Engineering and Management Sciences (IEMS)

• Nov

  20

  MLDS Online Information Session

  Master of Science in Machine Learning and Data Science (MLDS)

  10:00 AM

  EVENT DETAILSmore info

  QUALIFY FOR INNOVATIVE AND TECHNICAL JOBS AT TOP COMPANIES

  With more companies using data, the demand for data scientists continues to soar. Register for our Master of Science in Machine Learning and Data Science online information session to learn how you can take the next step in your career as an effective, knowledgeable leader in a rapidly growing field.

  Learn more or register.

  Register Now

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  TIME Thursday, November 20, 2025 at 10:00 AM - 11:00 AM

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  CONTACT Master of Science in Machine Learning and Data Science Program    mlds@northwestern.edu EMAIL

  CALENDAR Master of Science in Machine Learning and Data Science (MLDS)

• Dec

  2

  IEMS Seminar 12.2 Itai Gurvich Fall 2025

  Department of Industrial Engineering and Management Sciences (IEMS)

  11:00 AM L440, Technological Institute

  EVENT DETAILSmore info

  Weekly IEMS Seminar

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  TIME Tuesday, December 2, 2025 at 11:00 AM - 12:00 PM

  LOCATION L440, Technological Institute    map it

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  CONTACT Kendall Minta    kendall.minta@gmail.com EMAIL

  CALENDAR Department of Industrial Engineering and Management Sciences (IEMS)

• Dec

  13

  Northwestern Engineering PhD Hooding and Master's Recognition Ceremony

  McCormick School of Engineering and Applied Science

  4:00 PM Pick-Staiger Concert Hall

  EVENT DETAILS

  The ceremony will take place on Saturday, December 13 in Pick-Staiger Concert Hall, 50 Arts Circle Drive.

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  TIME Saturday, December 13, 2025 at 4:00 PM - 6:00 PM

  LOCATION Pick-Staiger Concert Hall    map it

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  CONTACT Andi Joppie    andi.joppie@northwestern.edu EMAIL

  CALENDAR McCormick School of Engineering and Applied Science