Speaker:
The school will consist of a series of two-day (and five-hour)
lectures every other week, namely, on friday afternoons and
saturday mornings. Professor Bricker plans to lecture an
innovative course on stochastic programming of potential interest
to mathematicians, economists and engineers, especially to
doctoral students and post-docs. The school will introduce
research topics in stochastic programming and will propose
research problems at a variety of levels to be worked out between
classes.
More precisely, the school will introduce the student to various models,
applications and computational algorithms for optimal
decision-making when the available information is incomplete or
when actions must be selected before the occurrence of random events.
Models include optimization with multistage linear programming with
recourse, stochastic dynamic programming, and Markov decision processes.
Discussion of successful applications in various areas, such as
production scheduling, financial planning and portfolio
management, agriculture, forest and fishery harvest management, hydropower
and water resources, and transportation.
The school will be held at room Pedro Nunes every scheduled Friday from 4pm to 7pm, and every
scheduled Saturday from 10am to 12pm. The school will meet in the following days:
Dennis Bricker
University of Iowa
Web
page of the course with more information.
APL Software for Stochastic Optimization.
| March | 2-3 16-17 30-31 |
| April | 20-21 |
| May | 18-19 25-26 |
References:
Ross, S. M. (1983). Introduction to Stochastic Dynamic Programming. New York: Academic Press.
Tijms, H. C. (1994). Stochastic Models: An Algorithmic Approach. Chichester: John Wiley & Sons.
Birge, R. and F. Louveaux (1997). Introduction to Stochastic Programming. New York: Springer-Verlag.
Various materials available in journals and on the WWW.
Accommodation:
For the
accommodation on Friday nights at reduced prices, a list of some
nearby hotels may be found in
http://www.mat.uc.pt/~cita2001/accommodation.html.
Participants are advised to choose Residencial Botânico
(Phone: 239 714 824, Fax: 239 405 124) for its location. Hotel
reservations should be made directly to the hotels.
Registration:
Participants should preregister to the school (deadline is March 1st, 2001). School enrollment is very limited.
There is a symbolic registration fee of 15000 PTE that includes coffee breaks and
six dinners. Payment is due at the first day of classes.
To preregister, participants should send name, institution, position, phone number and email
to rute@mat.uc.pt mentioning 'preregistration in spring school' in the subject. For further information please contact
| Rute Andrade | rute@mat.uc.pt |
| Mathematics Department | Phone: 239 791144 |
| University of Coimbra | Fax: 239 832568 |
| 3001-454 Coimbra - Portugal | |
Organizing Committee:
João L. Soares (chair), Ernesto Martins, and Luís N. Vicente
Outline: