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The scenario approach is a broad methodology to deal with decision-making in an uncertain environment. By resorting to observations, or by sampling uncertainty from a given model, one obtains an optimization problem (the scenario problem), whose solution bears precise probabilistic guarantees in relation to new, unseen, situations. The scenario approach opens up new avenues to address data-based problems in learning, identification, finance, and other fields.
Marco Claudio Campi (Unviersity of Brescia, Italy)
Professor of Automatic Control
In 1988, he received the Doctor degree from the Politecnico di Milano, Milano, Italy. From 1988 to 1989, he was a Lecturer at the Department of Electrical Engineering of the Politecnico di Milano. From 1989 to 1992, he was a Research Fellow at the Centro di Teoria dei Sistemi of the National Research Council (CNR) in Milano and, in 1992, he joined the University of Brescia, Brescia, Italy. He has held visiting and teaching appointments at the Australian National University, Canberra, Australia; the University of Illinois at Urbana-Champaign, USA; the Centre for Artificial Intelligence and Robotics, Bangalore, India; the University of Melbourne, Australia; the Kyoto University, Japan. Marco Campi is the chair of the Technical Committee IFAC on Modeling, Identification and Signal Processing (MISP). He has been in various capacities on the Editorial Board of various journals including Automatica, Systems and Control Letters and the European Journal of Control. Marco Campi is a recipient of the "Giorgio Quazza" prize and of the 2008 IEEE CSS George S. Axelby outstanding paper award. He has delivered plenary and semi-plenary addresses at major conferences including SYSID, MTNS, and CDC. Marco Campi is a Fellow of IEEE. The research interests of Marco Campi include: randomized methods, learning theory, adaptive and data-based control, robust optimization, system identification, and stochastic systems.