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Marco Claudio Campi is professor of inductive methods at the University of Brescia, Italy. He is the chair of the Technical Committee IFAC on Modeling, Identification and Signal Processing (MISP) and has been in various capacities on the Editorial Board of Automatica, Systems and Control Letters and the European Journal of Control. Marco Campi is a recipient of the "Giorgio Quazza" prize, and, in 2008, he received the IEEE CSS George S. Axelby outstanding paper award for the article "The Scenario Approach to Robust Control Design". He has delivered plenary and semi-plenary addresses at major conferences including SYSID, MTNS, and CDC. Currently he is a distinguished lecturer of the Control Systems Society. Marco Campi is a Fellow of IEEE, a member of IFAC, and a member of SIDRA.
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Abstract
Scenario optimization: how far can we trust data-based decisions?
Knowledge is grounded in experience, and the scenario approach studies how experience can be used to optimize our decisions in relation to prescribed goals. A fundamental element in decision-making is the presence of uncertainty so that in a real world the same decision never generates exactly the same outcome. In this talk we discuss the link between complexity of the decision and its robustness against uncertainty and show that tight evaluations on the robustness can be made with virtually no knowledge on the underlying mechanisms by which uncertainty is generated.
Knowledge is grounded in experience, and the scenario approach studies how experience can be used to optimize our decisions in relation to prescribed goals. A fundamental element in decision-making is the presence of uncertainty so that in a real world the same decision never generates exactly the same outcome. In this talk we discuss the link between complexity of the decision and its robustness against uncertainty and show that tight evaluations on the robustness can be made with virtually no knowledge on the underlying mechanisms by which uncertainty is generated.
