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PhD course in Stochastic Programming
April 20 - April 24
Cluster for Operations Research, Analytics, and Logistics (CORAL) at Aarhus BSS has the pleasure of announcing a PhD course in Stochastic Programming, which will take place at Aarhus University from 20-24 April 2020.
Lecturer will be Professor Walter Rei, Department of Management and Technology, University of Quebec in Montreal (UQAM).
The general objectives of the course are:
- To introduce students to the overall approach that is used to formulate an optimization problem that involves uncertainty as a stochastic program. This approach entails, identifying the specific problems for which stochastic programming is an appropriate method to apply, modelling feasibility and the dynamics of the problem and formulating the objective function.
- To present the main specialized solution methods that have been developed to solve stochastic programs. Specifically, a review of the principal exact solution methods and heuristic algorithms will be provided. The focus here will be to present how more efficient solution processes can be obtained by applying a series of tailored strategies, i.e., scenario generation, mathematical decomposition, heuristic search principles, etc.
Professor Sanne Wøhlk from CORAL is the academic organiser, so please feel free to contact her if you have any questions regarding the contents of the course.
Please see the website for more information and registration: https://econ.au.dk/phd-course-introduction-to-stochastic-programming/