Course: Scenario Generation and Scenario Reduction for Stochastic Programming
From 4th to 12th of June, Prof. Dr. Werner Römisch, Dept. of Mathematics, Humboldt University (Berlín), will visit ITMATI to give the course: “Scenario Generation and Scenario Reduction for Stochastic Programming”.
The course will take 4th, 5th, 8th, 9th, 10th, 11th, 12th of June, in the Aula 0 of the Faculty of Mathematics, University of Santiago de Compostela (USC).
This course will be in live streaming on the Videoconference System of Aula Master and in the following web site http://193.144.34.42/videos/
This course is framed as activity in the Joint Research Unit Repsol-ITMATI which has funding of the Galician Agency for Innovation and the Ministry of Economy and Finance in the framework of the Spanish Strategy Innovation in Galicia.
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- PROGRAM:
| Date | Hour | Topic |
| June, 4th | 10:00-13:30 | -Stability and discrete approximations in stochastic optimization |
| June, 5th | 10:00-13:30 |
-Monte Carlo methods -Optimal quantization methods |
| June, 8th | 10:00-13:30 |
-Optimal quantization methods -High-dimensional numerical integration: An intro |
| June, 9th | 10:00-13:30 |
-Quasi-Monte Carlo methods I: Intro -Quasi-Monte Carlo methods II |
| June, 10th | 10:00-13:30 |
-Quasi-Monte Carlo methods II -Sparse grid integration |
| June, 11th | 10:00-13:30 | -ANOVA decomposition and effective dimension of multivariate functions |
| June, 12th | 10:00-13:30 | -Convergence properties of QMC and sparse grids for stochastic programs |
- REGISTRATIONS: You can confirm your registration in the following registration form (CLICK HERE),before 2nd of June.
A certificate of attendance for those who request it be delivered.
Fecha:
Thu, 2015-06-04 10:00 - Thu, 2015-06-11 13:30
Place:
Aula 0, Faculty of Mathematics, University of Santiago de Compostela
Organizer:
ITMATI, Repsol 
