Fall 2016

Stochastic programming PhD course

NHH Norwegian School of Economics

Stein W. Wallace will run a PhD course in stochastic programming at NHH on 2016 Fall.

Time: Wednesday 1215 – Friday 1200 three times

• 19-21 October
• 23-25 November
• 7-9 December

Teaching will take place at NHH, Helleveien 30, 5045 Bergen. There are no fees, and we offer no financial support. The course is 5 ECTS. You will have to find your own housing. There are busses every few minutes from the city centre, so that is the most convenient place to stay.

The course will focus on modeling and the understanding of what uncertainty does to optimization problem. I will also spend some time of scenario generation and evaluation, that is, how uncertainty can be represented in the models. Algorithms will be discussed only at a principal level. This is not primarily an algorithmic course.

Main literature

• Kall and Wallace, Stochastic Programming, Wiley 1994. Can be downloaded for free from http://www.stoprog.org/resources under the heading “Books”.
• King and Wallace, Modeling with stochastic programming, Springer 2012. Can be bought from Springer directly or from Amazon. You will need this book.

Articles will be distributed during the course.

If you or some of your students wish to take part, please contact me.

Stein W. Wallace
Professor of Operational Research
Leader Center for Shipping and Logistics
Department of Business and Management Science
Norwegian School of Economics