PhD-Course on Stochastic Programming and Progressive Hedging

UHH BWL ∙ IWI ∙ Von-Melle-Park 5 ∙ 20146 Hamburg
Prof. Dr. Stefan Voß
IWI - Institut für Wirtschaftsinformatik
Geschäftsführender Direktor
Fakultät für Betriebswirtschaft
Von-Melle-Park 5 , Raum 3064
20146 Hamburg
Tel. +49 (0)40 - 42838 - 3062
Fax +49 (0)40 - 42838 - 5535
[email protected]
iwi.econ.uni-hamburg.de
PhD-Course on
Stochastic Programming and Progressive Hedging
held by
Prof. David L. Woodruff, PhD
University of California at Davis, Davis, California, USA
Main scopes of this course are:
Optimization Under Uncertainty
Stochastic Programming: abstract formulations
Examples from logistics and operations
Basic Progressive Hedging
Bounds
Chance Constrained Formulations
Risk Measures
Implementation Issues
The course will take place on:
June 14, 2014, 9:00 am - 3:00 pm, room no. 4011/13, Esplanade 36, 20345 Hamburg
June 16, 2014, 9:00 am - 5:00 pm, room no. 4011/13, Esplanade 36, 20345 Hamburg
June 17, 2014, 9:00 am - 5:00 pm, room no. 4030, Von-Melle-Park 5, 20146 Hamburg
This PhD course is a follow-up event of our conferences 9th International Workshop on
Hybrid Metaheuristics and 5th International Workshop on Model-Based Metaheuristics:
Matheuristics 2014
Please visit our websites at:
http://iwi.econ.uni-hamburg.de/mh14/
http://iwi.econ.uni-hamburg.de/hm14/