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Program Events

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

  14

  MLDS Fall Seminar 2025: Obstacles to Operationalizing Machine Learning & Strategies to Overcome Them

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

  1:00 PM Master of Science in Machine Learning and Data Science, North Campus Parking Garage/Academic Building

  EVENT DETAILS

  Implementing and realizing value from machine learning solutions in business has long been challenging. There are many factors contributing to this challenge ranging from business readiness to model quality. Business leaders have been investing heavily in this capability for decades and have always expected a positive ROI. Unfortunately, many studies highlight failing AI/ML initiatives in business, and failure to get these solutions to the 'finish line' is ultimately the most significant reason. Join this presentation to gain valuable insights into what these challenges are and how to move past them.

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  TIME Friday, November 14, 2025 at 1:00 PM - 2:00 PM

  LOCATION Master of Science in Machine Learning and Data Science, North Campus Parking Garage/Academic Building    map it

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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)

• Nov

  14

  MLDS AI Hackathon 2025: Kickoff

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

  6:00 PM TCHM345, Technological Institute

  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 Friday, November 14, 2025 at 6:00 PM - 8:00 PM

  LOCATION TCHM345, Technological Institute    map it

  ADD TO CALENDAR

  CONTACT Daeun Ji    daeunji2025@u.northwestern.edu EMAIL

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

• 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

  ADD TO CALENDAR

  CONTACT Daeun Ji    daeunji2025@u.northwestern.edu EMAIL

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

• 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

  ADD TO CALENDAR

  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

  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