| Lecturer | Asst. Prof. Bismark Singh University of Southampton |
| Date | August 6 & 7, 2024, with classes at 10:00 a.m. -12:00 p.m. & 1:00 p.m. – 3:00 p.m. each day |
| Room/Address | TU Dresden |
| Target group | Doctoral students in economics, mathematics, and/or operations research |
| Seminar content | This two-day workshop will introduce PhD students interested in stochastic optimization to chance constrained optimization. We begin with a theoretical understanding of chance constrained models looking at various mathematical formulations of probabilistic constraints. We will consider both joint and individual chance constraints. We then study how to represent these in a mathematical programming framework within a modeling language. We will not be studying how to program optimization models; please come prepared for this. We conclude with an application extending into a homework problem on optimal planning of a hybrid fossil-fuel and renewable energy generator. Day-1:
A strong interest in working with quantitative methods is required. Good knowledge of discrete optimization and programming skills are also required. |
| Recommended literature | Chance-Constrained Programming: Joint and Individual Constraints |
| Certificate | Ph.D. students from the Faculty of Business and Economics, TU Dresden can earn a certificate according to § 9 of the Ph.D. doctoral regulations (PromO 2018):
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| Registration | Participation is limited. The registration deadline is July 22, 2024. To register, send an e-mail to Dr. Uta Schwarz: uta.schwarz@tu-dresden.de. Phone: +49 351 463-33141 |