MS-E2191 - Graduate Seminar on Operations Research (V) D, Lecture, 9.9.2022-2.12.2022

Topic outline

• Seminar program
  Week	Date	Session	Topic	Presenter	Opponents	Recommended references
  36	9.9.2022	S0	Intro	Fabricio Oliveira	-	-
  37	16.9.2022	S1	Two-stage stochastic programming	Iivo Metsa-Eerola	Oona Oinonen	Birge & Louveaux (1997, sections 1.1, 4.1, 4.2), Higle (2005), Conejo et al. (2010, Chapter 2)
  					Linus Antell
  		S2	Multi-stage stochastic programming	Linus Antell	Andrea Lyly	Birge & Louveaux (1997, sections 1.1, 4.1, 4.2), Higle (2005), Ruszczynski and Shapiro (2003, Chapter 1, Section 3)
  					Iiro Tynnila
  38	23.9.2022	S3	Sample average approximation	Iiro Tynnila	Miio Taarna	Wai-Kei et al. (1999), Kleywegt et al. (2001), Linderoth et al. (2006)
  					Eljas Toepfer
  		S4	Scenario generation	Oskari Moykkynen	Iiro Tynnila	Conejo et al. (2010, Chapter 3), Kaut and Wallace (2003), Kaut (2021)
  					Oona Oinonen
  39	30.9.2022	S5	Applications (S1 - S4)	Oona Oinonen	Katri Haapalinna	Oliveira and Hamacher (2013), Oliveira et al. (2016)
  					Iivo Metsa-Eerola
  		S6	Risk measures	Katri Haapalinna	Iivo Metsa-Eerola	Conejo et. Al (2010, Chapter 4), Uryasev and Rockafellar (2003), Homem-de-mello and Pagnoncelli (2016)
  					Oskari Moykkynen
  40	7.10.2022	S7	Chance constraints	Jarkko Jalovaara	Oskari Moykkynen	Charnes and Coopers (1959), Prekopa (2003), Luedtke and Ahmed (2008), Luedtke et al. (2010)
  					Katri Haapalinna
  		-	-	-	-	-
  					-
  41	14.10.2022	S9	L-Shaped method	Andrea 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
  		S10	Stochastic dual dynamic programming	Aman Agha	Linus Antell	Pereira and Pinto (1991), Dowson (2020), Dowson and Kapelevich (2021)
  					Andrea Lyly
  42	No class	-	-		-	-
  43	28.10.2022	S11	Dual decomposition	Eljas Toepfer	Aman Agha	Carøe and Schultz (1999), Lubin et al. (2013)
  					Paula Weller
  		S12	Progressive hedging	Miio Taarna	Jarkko Jalovaara	Rockafellar and Wets (1991), Boyd et al. (2011, Chapters 1-3), Watson and Woodruff (2011)
  					Joonas Riekkinen
  44	4.11.2022	S14	Robust optimisation	Joonas Riekkinen	Eljas Toepfer	Mulvey et al. (1994), Ben-Tal et al. (2009), Bertsimas and Sim (2004)
  					Aman Agha
  		S15	Adjustable robust optimisation	Paula Weller	Joonas Riekkinen	Ben-Tal et al. (2004), Zeng and Zhao (2013)
  					Miio Taarna
  45	11.11.2022	-	-	-	-	-
  					-
  46	18.11.2022	-	Deadline notes submission	-	-	-
  47	25.11.2022	-	-	-	-	-
  48	2.12.2022	-	Deadline feedback submission	-	-	-