Webpage dedicated to the booklet "On Selected Software for Stochastic Programming" HERE.
Seminar programme will be consequently updated. Guests are welcomed.
-
Seminar is cancelled
- Author:
- Date:
- 4.10.2018
-
Introductory lecture
- Author:
- doc. RNDr. Ing. Miloš Kopa, Ph.D.
- Date:
- 11.10.2018
-
Sparsity Portfolio Optimization
- Author:
- RNDr. Martin Branda, PhD.
- Date:
- 18.10.2018
-
Nested Distance - ALM Optimization with Stochastic Dominance
- Author:
- Sebastiano Vitali, Ph.D.
- Date:
- 25.10.2018
-
Recent Advances in DARA Stochastic Dominance
- Author:
- Doc. RNDr. Ing. Miloš Kopa, PhD.
- Date:
- 1.11.2018
-
Maximising Loan Value under Decision Dependent Randomness
- Author:
- Mgr. Tomáš Rusý
- Date:
- 8.11.2018
-
TBC
- Author:
- Mgr. Vadim Omelchenko, Ph.D.
- Date:
- 15.11.2018
-
TBC
- Author:
- Dr. Iñaki Rodríguez Longarela
- Date:
- 22.11.2018
-
Solving multi-stage investment models in power systems under uncertainty
- Author:
- Ruth Dominguez
- Date:
- 29.11.2018
- Abstract:
- The integration of renewable energies in power systems represents a key point to achieve a sustainable development since more than 30% of the total CO2 emissions are due to electricity generation. Planning in power systems is a long-term decision exercise subject to uncertain parameters such as the evolution of the investment and operating costs and the demand growth. In this seminar, a multi-stage investment model to efficiently integrate renewable energies in power systems will be discussed. Four different approaches to solve the proposed multi-stage investment model will be explained: a multi-stage stochastic programming problem, a linear-decision-rule problem, a two-stage stochastic programming problem solved under a rolling window framework, and a deterministic problem. The advantages and disadvantages of each approach will be shown through the numerical results obtained from a case study.
-
TBC
- Author:
- RNDr. Vlasta Kaňková, Ph.D.
- Date:
- 6.12.2018
-
Dependency Structures in Chance Constrained Optimization
- Author:
- Mgr. Michal Houda, PhD.
- Date:
- 13.12.2018
-
Seminar is cancelled
- Author:
- Date:
- 20.12.2018
-
SDDP for Dependent Data
- Author:
- RNDr. Martin Šmíd, Ph.D.
- Date:
- 3.1.2018