Teaching

Basic Course on Stochastic programming - IMPA (2016) 

Below only lectures on multistage stochastic programming and Bundle methods applied to stochastic programming. 
Visite the course webpage for the full course and slides.
 

Multistage stochatic programming: Example and main definitions

 

Multistage stochatic programming: Optimality conditions

 

Multistage stochatic programming: The linear case

 

Multistage stochastic linear programming: Block separable recourse

 

Multistage stochastic programming: Dealing with nonantecipativity constraints

 

Multistage stochastic programming: Multiplier method

 

Multistage stochastic linear programming: Stochastic dual dynamic programming

 

Bundle methods for stochastic programs: Proximal bundle method

 

Bundle methods for stochastic programs: Level bundle method

 

Oracles with on-demand accuracy for two-stage programming problems

  


Cálculo Numérico - UERJ


Mestrado Profissional em Métodos Matemáticos em Finanças - IMPA
 

Otimização I


Doutorado - IMPA 
Métodos computacionais de otimização (2013)

Minicurso - UFPR 
Tomada de decisão sob incerteza. Uma abordagem do ponto de vista da otimização

Minicurso - FGV EMAp
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