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PROGRAMA:

• Unit 1-2: Basic definitions of risk measures and their properties
• Unit 3-4: Single-period risk measures and duality
• Unit 5-6: Multi-period risk measures and time-consistency
• Unit 7-8: Stochastic optimization problems: Basic definitions and properties
• Unit 9-10: Two-stage problems and the scenario generation problem
• Unit 11-12: The facility location problem and its heuristic solutions
• Unit 13-14: Aspects of the facility location problem and software demos
• Unit 15-16:  Multistage scenario generation: tree construction
• Unit 17-18:  Algorithmic aspects of the multistage scenario generation problem and software demos
• Unit 19-20: The ambiguity problem in multistage stochastic optimization

HORARIO:                                                                                               

INSCRIPCIÓN:
Inscripción gratuita. Pueden confirmar su asistencia en el siguiente  formulario de inscripción (pinche aquí) (antes del 14 de febrero de 2016).

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COORDINADOR ACADÉMICO DEL CURSO: Julio González Díaz (Profesor Contratado del Departamento de Estadística e Investigación Operativa, Universidad de Santiago de Compostela e investigador adscrito a ITMATI).