PGMO lecture of Alexander Shapiro: Stochastic programming

Europe/Paris
Amphi Sophie Germain (Lectures 1,2,3) and Gilles Kahn (Lecture 4)

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
Le Chaponnier Magali (FMJH), Quentin Merigot (LMO, University of Orsay), Stephane Gaubert (INRIA and Ecole polytechnique)
Description

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.

Registration
Registration form - PGMO Lecture of Alexander Shapiro, 20-21 March, 2019
  • Wednesday, March 20
    • Lecture 1 Amphi Sophie Germain (Alan Turing Building)

      Amphi Sophie Germain

      Alan Turing Building

      1 rue Honoré d'Estienne d'Orves Campus de l'École polytechnique 91120 Palaiseau
    • Lecture 2 Amphi Sophie Germain (Alan Turing Building)

      Amphi Sophie Germain

      Alan Turing Building

      1 rue Honoré d'Estienne d'Orves Campus de l'École polytechnique 91120 Palaiseau
  • Thursday, March 21
    • Lecture 3 Amphi Sophie Germain (Alan Turing Building)

      Amphi Sophie Germain

      Alan Turing Building

      1 rue Honoré d'Estienne d'Orves Campus de l'École polytechnique 91120 Palaiseau
    • Lecture 4 Amphi Gilles Kahn (Alan Turing Building)

      Amphi Gilles Kahn

      Alan Turing Building

      1 rue Honoré d'Estienne d'Orves Campus de l'École polytechnique 91120 Palaiseau