Nell'ambito del programma Visiting Professor 2010
finanziato dalla Regione Autonoma della Sardegna
 

Professor Alexei A. Gaivoronski
Norwegian University of Science and Technology

terrà un corso-seminario dal titolo:
 

Stochastic optmization
with applications to network planning under uncertainty

17, 18, 19 Maggio 2011, ore 16.00 – 19.00

(Aula Q - Padiglione centrale – Facoltà di Ingegneria)

Abstract:
The course describes quantitative methodology for support of optimal planning decisions and risk
management under uncertainty that is centred around stochastic programming.
It consists of three interrelated parts:
- Mathematical models of optimization under uncertainty and their properties
- Numerical algorithms for solving stochastic optimization problems and related software
- Applied stochastic programming problems from finance, telecommunications, water
management and other fields. Particular emphasis is made on the network planning problems
under uncertainty.