Topic outline

  • Seminar program

    WeekDateSessionTopicPresenterOpponentsRecommended references
    369.9.2022S0Intro Fabricio Oliveira - -
    3716.9.2022S1Two-stage stochastic programmingIivo Metsa-Eerola Oona OinonenBirge & Louveaux (1997, sections 1.1, 4.1, 4.2), Higle (2005), Conejo et al. (2010, Chapter 2) 
     Linus Antell
    S2Multi-stage stochastic programmingLinus Antell  Andrea LylyBirge & Louveaux (1997, sections 1.1, 4.1, 4.2), Higle (2005), Ruszczynski and Shapiro (2003, Chapter 1, Section 3)
    Iiro Tynnila 
    3823.9.2022S3Sample average approximation Iiro TynnilaMiio Taarna Wai-Kei et al. (1999), Kleywegt et al. (2001), Linderoth et al. (2006)
     Eljas Toepfer
    S4Scenario generationOskari Moykkynen  Iiro TynnilaConejo et al. (2010, Chapter 3), Kaut and Wallace (2003), Kaut (2021)
     Oona Oinonen
    3930.9.2022S5Applications (S1 - S4)Oona Oinonen Katri Haapalinna  Oliveira and Hamacher (2013), Oliveira et al. (2016)
    Iivo Metsa-Eerola 
    S6Risk measuresKatri Haapalinna Iivo Metsa-Eerola  Conejo et. Al (2010, Chapter 4), Uryasev and Rockafellar (2003), Homem-de-mello and Pagnoncelli (2016)
    Oskari Moykkynen 
    407.10.2022S7Chance constraints Jarkko JalovaaraOskari Moykkynen Charnes and Coopers (1959), Prekopa (2003), Luedtke and Ahmed (2008), Luedtke et al. (2010) 
     Katri
    Haapalinna
    ---  --
     -
    4114.10.2022S9L-Shaped methodAndrea Lyly Paula Weller Van Slyke and Wets (1969), Birge and Louveaux (1988), Birge and Louveaux (1997, Chapter 5, sections 5.1-5.13)
    Jarkko Jalovaara 
    S10Stochastic dual dynamic programmingAman AghaLinus Antell Pereira and Pinto (1991), Dowson (2020), Dowson and Kapelevich (2021)
    Andrea Lyly 
    42No class-- --
    4328.10.2022S11Dual decomposition Eljas ToepferAman Agha Carøe and Schultz (1999), Lubin et al. (2013)
    Paula Weller 
    S12Progressive hedging Miio TaarnaJarkko Jalovaara Rockafellar and Wets (1991), Boyd et al. (2011, Chapters 1-3), Watson and Woodruff (2011) 
     Joonas Riekkinen
    444.11.2022S14
    		Robust optimisation
    		Joonas Riekkinen   Eljas Toepfer Mulvey et al. (1994), Ben-Tal et al. (2009), Bertsimas and Sim (2004)
     Aman Agha  
    S15Adjustable robust optimisation Paula Weller Joonas RiekkinenBen-Tal et al. (2004), Zeng and Zhao (2013)
     Miio Taarna 
    4511.11.2022-----
    -
    4618.11.2022-Deadline notes submission---
    4725.11.2022-----
    482.12.2022-Deadline feedback submission---


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