- Next semester, we will offer a seminar and a lab on topics in the area of
*Algorithms and Uncertainty*. You will also be able to propose your own topic ideas. Please contact Thomas Kesselheim if you are interested in participating in either or both. - There will also be the lecture Algorithmic Game Theory and the Internet, which has some similarities to this semester's lecture.

To schedule the exam, please send an e-mail to Thomas Kesselheim.

When | Where | Start | Lecturer |
---|---|---|---|

Tuesday, 14:15-15:45 Thursday, 14:15-15:45 | CP1-HSZ / HS 3 CP1-HSZ / HS 3 | October 9th | Kesselheim |

When | Where | Start | Lecturer |
---|---|---|---|

Wednesday, 10:15-11:45 | 2.050 | October 24 | Kesselheim |

Thursday, 10:15-11:45 | 2.050 | October 25 | Kesselheim |

In many application scenarios, algorithms have to make decisions under some kind of uncertainty. This affects different kinds of problems. For example, when planing a route, a navigation system should take into consideration the traffic. Also, any machine-learning problem is about some kind of uncertainty. A random sample of data is used as a representative for the entire world.

In this course, we will get to know different techniques to model uncertainty and what approaches algorithms can use to cope with it. We will cover topics such as

- Online Algorithms
- Online Learning Algorithms and Online Convex Optimization
- Sample Complexity
- Markov Decisions Processes
- Stochastic and Robust Optimization

You should bring a solid background in algorithms, calculus, and probability theory. Specialized knowledge about certain algorithms is not necessary.

- Lecture Notes Oct 30, 2018 (Markov Decision Processes) (change of indices in comparison to lecture, hopefully less confusing now)
- Lecture Notes Nov 22, 2018 (Demand-Robust Optimization) (changed the exposition in the proof of key lemma; the definitions are equivalent)
- Lecture Notes Dec 20, 2018 (Basics of Online Convex Optimization 2) (Update Jan 8: Changed Section 4)

- Exercise Set 3, due November 13 (updated Nov 8: Added a missing negation)
- Exercise Set 4, due November 20 (updated Nov 15: Changed Exercise 2)
- Exercise Set 5, due November 27 (updated Nov 22: Changes in red)
- Exercise Set 6, due December 11 (updated Dec 4: Changed labels in Exercise 2)