Date de dernière modification le 17 décembre 2019
- January 14-15, 2019 - Claudia SAGASTIZABAL (Unicamp, Brazil) - Ensta
" A VU-point of view of nonsmooth optimization "
- March 20-21, 2019 - Alexander SHAPIRO (Georgia Tech) - Ecole Polytechnique - STOCHASTIC PROGRAMMING
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.