Meetings/Workshops on Probability and Statistics, Game Theory in Denmark
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International PhD School, University of Copenhagen — Copenhagen School of Stochastic Programming
04 Apr 2022 - 08 Apr 2022 • University of Copenhagen, Denmark
The Copenhagen School of Stochastic Programming is a PhD course that provides a rigorous and research-oriented introduction to stochastic programming, a mathematical framework for decision-making in the presence of uncertainty. In many real-life problems, important information is unknown to the decision-maker and only distributional information is available. Examples include the scheduling of power generation while demand and renewable production is uncertain, investments in assets with uncertain future returns or production of goods for which demand is stochastic.
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Last updated: 26 October 2021