From 4th to 12th of June, Prof. Dr. Werner Römisch, Humboldt University (Berlín), will visit ITMATI to give the course: “Scenario Generation and Scenario Reduction for Stochastic 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 from 4th to 12th 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 Competitiveness in the framework of the Spanish Strategy Innovation in Galicia.

ACADEMIC COORDINATOR: Julio González Díaz ( Associate Professor, Departmet of Statistics and Operations Research, USC, and affiliated researcher of ITMATI)

PROGRAM:

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

Tue, 2015-05-12