March 20-21th, 2019
Ecole polytechnique, Alan Turing Building, Palaiseau
Alexander SHAPIRO (Georgia Tech)
Lecture 1 - Wednesday, March 20, 10h00-12h45, Amphi Sophie Germain
Lecture 2 - Wednesday, March 20, 14h15-17h00, Amphi Sophie Germain
Lecture 3 - Thursday, March 21, 10h00-12h45, Amphi Sophie Germain
Lecture 4 - Thursday, March 21, 14h15-17h00, Amphi Gilles Kahn
Summary of the lecture
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.
This is jointly organized by Ecole polytechnique, the master program ``Optimization'' of Université-Paris Saclay, and INRIA, in the framework of the PGMO program of Fondation Mathematique Jacques Hadamard, with the support of EDF, Criteo, Orange and Thales. This lecture is intended to graduate students and researchers (from academia or industry).
While lunches are not included in the registration, the participants may have lunch either at the cafeteria in the Turing building, or at the restaurant of Ecole Polytechnique. Owing to ``vigipirate'' security measures, attendees may have to show an identification document to access to the lecture area. The Alan Turing building where the lectures will take place is on the Campus de l'Ecole polytechnique, 1 Rue Honoré d'Estienne d'Orves, 91120 Palaiseau. INRIA Saclay and LIX (Computer Science Lab of polytechnique) are located in this building.
* Attendees should go first to the ``Accueil'' desk of Alan Turing Building.
The scientific organizers : F. Bonnans (INRIA and Ecole polytechnique), P. Carpentier (ENSTA), S. Charousset (EDF), S. Gaubert (INRIA and Ecole polytechnique), Q. Mérigot (Université Paris Sud), J.-C. Pesquet (CentraleSupélec), G. Stoltz (Université Paris Sud, CNRS), T. Tomala (HEC)