from March 28 to July 1, 2016
Rio de Janeiro (Brazil)
Stochastic Variational Analysis deals with mathematical models, methods, and theory for decisions under uncertainty. The subject covers a broad spectrum of mathematical theory that has grown in connection with the study of problems of optimization, equilibrium, control, and stability of linear and nonlinear systems. The area emerged in response to the need of solving (generalized) equations systems, optimization and variational problems whose parameters are, in part, uncertain. Problems of this type arise in stochastic optimization, stochastic equilibrium problems, uncertainty quantification, statistical estimation problems that turn up in a broad variety of engineering, economics, finance, energy networks, signal processing, ecology and biological problems.
The basic course, taught during the 3 months of the program, will be broadcast using IMPA video system, to reach a maximum number of students. It will cover the basics of Stochastic Programming, both theory and numerical methods.
The five mini courses, of a duration of 1 or 2 weeks each one, will be devoted to the following topics
The program will be closed with the XIV International Conference on Stochastic Programming, ICSP 2016, to be held in Búzios, a charming town 160km from Rio de Janeiro, from June 25th to July 2nd, 2016.