Stochastic Programming Short Course, December 5th-6th, 2018
Questions: Victor Zavala [link

Agenda:

Wednesday, Dec 5th
01:00 pm - 02:30 pm: Basics on Probability, Two-Stage Formulations, Value of SP, Inference 
02:30 pm - 02:45 pm: Break
02:45 pm - 04:00 pm: Risk Measures and Chance Constraints

Thursday, Dec 6th
08:00 am - 09:30 am: Stochastic Dominance, Conflict Resolution, Pareto Optimality
09:30 am - 09:45 am: Break
09:45 am - 11:30 am: Algorithms and Tools (Continuous)
11:30 am - 12:30 pm: Lunch
12:30 pm - 01:30 pm: Overview of High-Performance Computing Architectures by Dan Negrut
01:30 pm - 01:45 pm: Break
01:45 pm - 03:30 pm: Algorithms and Tools (Mixed-Integer)

Important:
- The course involves lectures that are mixed with computational experiments in the Julia programming language. 
- You do not need to install any software, all tools will be available via  JuliaBox [link]
- Please bring a laptop with a web browser other than Internet Explorer (e.g., Safari, Firefox, Chrome).
- Electronic copies of the slides will be made available.
- Printed copies of the slides and a notepad will be provided during the workshop. 

Short Course Location: Engineering Centers Building 1045 [link]

Participating Institutions:
Argonne National Laboratory 
Illinois Institute of Technology
Purdue University
University of Michigan
University of Minnesota
University of Wisconsin