报告题目：Making Decisions When You Do Not Trust Your Forecasts

报告人：Prof. Pierre Pinson, Imperial College London

报告时间：2025年6月23日 上午9:00-10:00

报告地点：信息学馆228

邀请人：电气工程系苏涵光副教授

报告内容概要：

Forecasts are most often there to be used as input to decision-making. And, since forecasts are never perfect, it appears natural to ask oneself how to make decisions given their uncertainty. A large body of scientific literature has developed within probabilistic forecasting and stochastic optimisation, in response to such challenges. We will focus on the specific case of newsvendor problems, which are common within procurement, logistics and energy trading for instance. However, we will extend the discussion to the case where one does not trust the probabilistic forecasts used as input, while also being unsure about the actual loss function at hand. After introducing the Bernouilli newsvendor problem, we present more general solutions to the newsvendor problem, when one does not trust the forecasts, for both decision variable and loss function parameters. A renewable energy trading example will allow illustrating the interest of the approach.

报告人简介：

Prof. Pierre Pinson is a professor at Imperial College London, Dyson School of Design Engineering. He is also a chief scientist at Halfspace, an affiliated professor at the Technical University of Denmark, and an associate research fellow at Aarhus University. He is the Editor-in-Chief of the International Journal of Forecasting. He has just received (with colleagues at Halspace and at Molslinjen in Denmark) the INFORMS Franz Edelman Award 2024 for outstanding achievements within operations research, analytics and management science.