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Tue, 14 Feb

|

IT University Copenhagen, Room 2A08

DORS Tutorial: Stochastic Programming, by Giovanni Pantuso

An introductory tutorial on Stochastic Programming, with hands-on exercises in Python

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DORS Tutorial: Stochastic Programming, by Giovanni Pantuso
DORS Tutorial: Stochastic Programming, by Giovanni Pantuso

Time & Location

14 Feb 2023, 13:00 – 17:00

IT University Copenhagen, Room 2A08, Rued Langgaards Vej 7, 2300 København, Denmark

About the Event

The tutorial has the scope of providing the participants a first hands-on experience on stochastic programming. Particularly, after a general introduction, the participants will be guided into practical exercises where they will become acquainted with two central issues in stochastic programming, namely 

  1. Discretizing a continuous probability distribution - a phase typically referred to as "scenario generation", and 
  2. Solving a(n approximation of a) stochastic program. 

The tutorial requires good knowledge of linear programming duality and Python programming.

The tutorial is held by Giovanni Pantuso. Associate Professor of Operations Research at the University of Copenhagen. Giovanni's research focuses on using mathematical methods, particularly Stochastic Programming, for addressing decision problems under conditions of uncertainty.

Participation is free for DORS members. Note that DORS membership is free for students!

Tickets

  • DORS Member

    DKK 0.00
  • Non-member, student

    DKK 100.00
  • Non-member, general

    DKK 300.00

Total

DKK 0.00

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