The DORS Tutorial on Stochastic Programming (by Giovanni Pantuso) is now open for registration!
When: 14 February 2023, 13:00-17:00
Where: IT University Copenhagen, Room 2A08, Rued Langgaards Vej 7, 2300 København, Denmark
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, University of Copenhagen. Giovanni's research focuses on using mathematical methods, particularly Stochastic Programming, for addressing decision problems under conditions of uncertainty.
Registration is free for DORS members. If you are a student, DORS membership is free!