Stochastic Programming Society

1.23K subscribers

34 videos

The Stochastic Programming Society (SPS) is a world-wide group of researchers who are developing models, methods, and theory for decisions under uncertainty....

Latest Videos

Learning Optimal and Fair Policies for Online Allocation of Scarce Societal Resources

Estimate-Then-Optimize verses Integrated-Estimation-Optimization versus Sample Average Approximation

Stochastic Dominance With applications in Stochastic Optimization

Solving Two-Stage Programs with Endogenous Uncertainty via Random Variable Transformation

On the ReLU Lagrangian Cuts for Stochastic Mixed Integer Programs

Two-Stage Stochastic Multi-Objective Linear Programming

Towards Decision-Focused Learning

Duality, bounds, and policy quality in Mulistage Stochastic Programming

A Robust Optimization Approach to Network Control Using Local Information Exchange

Stochastic Optimization and Decision Recommendation with Multi-sourced Information and Unknown Trust

A Sampling-based Progressive Hedging Algorithm for Stochastic Programming

(Online) Convex Reinforcement Learning and Applications to Energy Management Problems

Robust Decision Models with Estimation and Prediction

Bounding multistage optimization problems under uncertainty

On the Trade off between distributional belief and ambiguity

Probing enhanced Stochastic Programming

Risk Quadrangle and Applications in Statistics, Data Mining and Portfolio Optimization

Scenario Optimization Data-Driven Goal-Oriented Designs with Certified Reliability

Wasserstein Machine Learning with Mixed Features

Handling the impact of Climate Change in the Long-term Generation Scheduling Problem

Combining polyhedral approaches and SDDiP for solving uncertain uncapacitated lot-sizing problems

Partially Adaptive Stochastic Programming Approaches

Challenges to build a planning model for the energy transition a case study

Multi-Stage Stochastic Programming for Disaster Relief Logistics Planning

Bilevel Programs under Uncertainty Models, Algorithms and Applications

Optimizing Pricing, Repositioning, Pickup Time, and Idle Time in Ride-Hailing Systems

Stochastic Programming with an unknown probability distribution, but with MPI

Real life impact of Stochastic Optimization

Complexity analysis framework of adaptive optimization methods via martingales

COVID-19 How to relax social distancing if you must