Optimization problems involving stochastic models occur in many areas of
of science and engineering. These lectures are aimed at presenting
theoretical foundations and recent advances in theory and applications
of the stochastic programming approach to  such problems. In particular
we discuss modeling questions, computational complexity of solving
static and multistage stochastic problems, risk averse and
distributionally robust approaches and some popular numerical algorithms.

Amphi Sophie Germain (Lectures 1,2,3) and Gilles Kahn (Lecture 4)
Batiment Alan Turing INRIA and Ecole polytechnique 1 Rue Honoré d'Estienne d'Orves, 91120 Palaiseau

Owing to vigipirate security measures, participants

may have to show an identification document to

access to the Alan Turing Building.


The Alan Turing building comprises the central site

of INRIA Saclay and the LIX (Computer Science Lab of

Ecole polytechnique).

Instructions on how to come to polytechnique/inria saclay

can be found on





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