Course: Scenario Generation and Scenario Reduction for Stochastic Programming

ITMATI, matemática industrial, stochstic programming

From 4^th to 12^th of June, Prof. Dr. Werner Römisch, Dept. of Mathematics, Humboldt University (Berlín), will visit ITMATI to give the course: “Scenario Generation and Scenario Reduction for Stochastic Programming”.

The course will take 4^th, 5^th, 8^th, 9^th, 10^th, 11^th, 12^th of June, in the Aula 0 of the Faculty of Mathematics, University of Santiago de Compostela (USC).

This course will be in live streaming on the Videoconference System of Aula Master and in the following web site http://193.144.34.42/videos/

This course is framed as activity in the Joint Research Unit Repsol-ITMATI which has funding of the Galician Agency for Innovation and the Ministry of Economy and Finance in the framework of the Spanish Strategy Innovation in Galicia.
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PROGRAM:

Date	Hour	Topic
June, 4th	10:00-13:30	-Stability and discrete approximations in stochastic optimization
June, 5th	10:00-13:30	-Monte Carlo methods -Optimal quantization methods
June, 8th	10:00-13:30	-Optimal quantization methods -High-dimensional numerical integration: An intro
June, 9th	10:00-13:30	-Quasi-Monte Carlo methods I: Intro -Quasi-Monte Carlo methods II
June, 10th	10:00-13:30	-Quasi-Monte Carlo methods II -Sparse grid integration
June, 11th	10:00-13:30	-ANOVA decomposition and effective dimension of multivariate functions
June, 12th	10:00-13:30	-Convergence properties of QMC and sparse grids for stochastic programs

REGISTRATIONS: You can confirm your registration in the following registration form (CLICK HERE),before 2nd of June.

A certificate of attendance for those who request it be delivered.

Fecha:

Thu, 2015-06-04 10:00 - Thu, 2015-06-11 13:30

Place:

Aula 0, Faculty of Mathematics, University of Santiago de Compostela

Organizer:

ITMATI, Repsol