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Short course

Stochastic Programming: Formulations, Applications, and Algorithms

Victor Zavala

Chemical and Biological Engineering

University of Wisconsin-Madison

College of Engineering

Madison, WI 53706


The course will discuss: 

  • Formulations of stochastic programming including classical two-stage and multi-stage formulations, problems with probabilistic constraints, and coherent risk measures. 

  • Application areas such as electrical and natural gas systems, energy storage technologies, and combined heat and power systems with tight water constraints.

  • Scalable algorithmic approaches for both continuous and mixed-integer formulations.

  • Software tools amenable for high-performance computing environments. 

Please see the program here