UW-Madison Stochastic Programming Short Course, June 20th-21st, 2018
Questions: Contact Victor Zavala [link

Agenda
Wednesday, June 20th
08:30 am - 10:00 am: Basics on Probability Theory, Statistics, and Optimization
10:00 am - 10:15 am: Break
10:15 am - 11:45 am: Two-Stage Formulations
11:45 am - 01:30 pm: Lunch 
01:30 pm - 03:00 pm: Risk Metrics and Probabilistic Constraints
03:00 pm - 03:30 pm: Break
03:30 pm - 05:00 pm: Multi-Objective Formulations and Conflict Resolution 

Thursday, June 21st 
08:30 am - 10:00 am: Algorithms and Tools (Continuous)
10:00 am - 10:15 am: Break
10:15 am - 11:45 am: Algorithms and Tools (Mixed-Integer)
11:45 am - 12:45 pm: Lunch
12:45 pm - 01:30 pm: Advanced Applications (Supply Chain, Inventory, Control, Estimation)
01:30 pm - 01:45 pm: Break
01:45 pm - 03:00 pm: Advanced Topics (Inference Analysis, Multi-Stage Formulations)
03:00 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 the JuliaBox web server. 

Logistics
Short Course Location: UW-Madison Campus, Engineering Hall EH2261 (desktop computers are available in this room but feel free to bring your laptop).

Slides 
 [link]

JuliaBox  [link]