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Course: Integer Stochastic Programming

From 21 to 30 September, 2015, Prof. Dr. Rüdiger Schultz, Universität Duisburg Essen, will visit ITMATI to give the course: "Integer Stochastic Programming".
The course will take place from 21st to 30rd of September, 2015, in the Aula Seminario of the Department of Statistics in the Faculty of Mathematics of the University of Santiago de Compostela.

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

PROGRAM:UMI, JRU, unidad mixta de investigación, ITMATI, integer stochastic programming

  • Lecture 1: From Optimization under Uncertainty to Stochastic Programming  
  • Lecture 2: No Stochastic Programming without Parametric Optimization
  • Lecture 3: Recourse Models - Loosing Convexity when Integers Arrive
  • Lecture 4: Risk Measures in Stochastic integer Programming
  • Lecture 5: Stochastic Dominance in Stochastic Integer Programming
  • Lecture 6: Distribution Sensitivity - Reasons for Importance and Results
  • Lecture 7: Multistage Problems - Making a Difference
  • Lecture 8: Algorithms: Discretizations, Cuts, Relaxations
  • Lecture 9: The Role of Symbolic Computation - Test Sets in Stochastic Integer Programming
  • Lecture 10: Cases from Electricity, Gas, and Shapes

SCHEDULE:

Day Timetable
September, 21 16:00-19:00
September, 22 16:00-19:00
September, 23 16:00-19:00
September, 24 16:00-19:00
September, 25 16:00-18:00
September, 28 16:00-18:00
September, 29 16:00-18:00
September, 30 16:00-18:00
This conference will be in Live streaming on the following website Lifesize: Rebroadcast (http://193.144.34.42/videos/)
This course is framed as activity in the Joint Research Unit ITMATI-Repsol 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.
 

REGISTRATION:
You can confirm your registration in the following registration form (CLICK HERE), before September, 16.

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

Fecha: 
Mon, 2015-09-21 16:00 - Wed, 2015-09-30 18:00
Place: 
Faculty of Mathematics, University of Santiago de Compostela
Organizer: 
ITMATI, REPSOL
ITMATI
CONTACTO
Unidad de Innovación y Transferencia de Matemática a la Industria
Campus Vida
15782. Santiago de Compostela, España
Tlf.: +34 881 813 357 / 881 813 223
UDC USC UVIGO

Source URL: http://www.itmati.com/en/course-integer-stochastic-programming