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What is special about Stochastic Programming? Duality and beyond

Student-Run Applied & Math Seminar

Speaker: Julio Deride, UC Davis Mathematics
Location: 2112 MSB
Start time: Fri, Oct 30 2015, 12:10PM

Stochastic programming is an essential tool in several fields, such as Agriculture, Finance, Economics and Energy. Modeling uncertainty adds several mathematical issues that need to be accounted for. In this talk, a brief introduction to the mathematical formulation is going to be presented, along with some features that make Stochastic Programming an interesting field of applied research.