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
Time & Location
14 Feb, 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
- Discretizing a continuous probability distribution - a phase typically referred to as "scenario generation", and
- 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
Price
Quantity
Total
DORS Member
DKK 0.00
DKK 0.00
0DKK 0.00
Non-member, student
DKK 100.00
DKK 100.00
0DKK 0.00
Non-member, general
DKK 300.00
DKK 300.00
0DKK 0.00
Total
DKK 0.00