Stochastic Programming Short Course @ NMPC 2018, August 18th-19th, 2018 Questions: Victor Zavala [link] Twitter: #NMPC2018 Agenda: Saturday, August 18th 08:00 am - 09:30 am: Basics on Probability, Statistics, Optimization 09:30 am - 09:45 am: Morning Break 09:45 am - 11:15 am: Two-Stage Formulations, Value of SP, Inference 11:15 am - 12:30 pm: Lunch 12:30 pm - 02:30 pm: Risk Measures and Chance Constraints 02:30 pm - 02:45 pm: Afternoon Break 02:45 pm - 04:00 pm: Stochastic Dominance, Conflict Resolution, Pareto Optimality 04:00 pm - 05:00 pm: Multi-Stage Formulations Sunday, August 19th 08:00 am - 09:30 am: Algorithms and Tools (Continuous) 09:30 am - 09:45 am: Morning Break 09:45 am - 11:30 am: Algorithms and Tools (Mixed-Integer) 11:30 am - 12:30 pm: Lunch 12:30 pm - 02:00 pm: Advanced Applications & Wrap-Up 02:00 pm - : Adjourn Important: - The course involves lectures that are mixed with computational experiments in the Julia programming language. - Please bring a laptop with a web browser other than Internet Explorer (e.g., Safari, Firefox, Chrome). - Electronic copies of the slides are available here [link] (minor changes might be made prior to the workshop). - Printed copies of the slides and a notepad will be provided during the workshop. Short Course Location: Fluno Center, Classroom 201 |
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