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 | - | - | - |