University of Cagliari
Seminari del Prof. Alexei A. Gaivoronski, Norwegian University of Science and Technology
23 March 2009
Nell’ambito del programma “Visiting Professor 2008”, finanziato dalla Regione Sardegna, e delle Scuole di dottorato in Scienze Matematiche e Informatiche, in Ingegneria Industriale ed in Ingegneria del Territorio, il Professor Alexei A. Gaivoronski, Norwegian University of Science and Technology, svolgerà i seguenti seminari:
Lunedì 23 marzo, dalle 10:30 alle 13:30 aula Q, Facoltà di Ingegneria, Piazza d'Armi, Cagliari
Martedì 24 marzo, dalle 10:30 alle 13:30 aula Q, Facoltà di Ingegneria, Piazza d'Armi, Cagliari
Optimization under uncertainty
This course deals with methods and models of optimization under uncertainty and more specifically, stochastic programming. The topics of the course are the following
1. Introduction. Stochastic programming as a methodology for optimal decision making under uncertainty. Comparison with other techniques.
2. Properties of stochastic programming problems. Expectation model. Stochastic linear problems with recourse. Multiperiod stochastic programming problems.
3. Methods for solution of stochastic programming problems. Approximations. Benders decomposition. Stochastic gradient methods. Optimization and simulation
4. Applications of stochastic optimization.
Professor Alexei A. Gaivoronski
Department of Industrial Economics and Technology Management
Norwegian University of Science and Technology
Alfred Getz veg 3
7491 Trondheim
Norway
per informazioni:
Massimo Di Francesco, mdifrance@unica.it
Paola Zuddas, zuddas@unica.it