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. 
- 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 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 203