A minicourse on Stochastic Programming - CMA (2021)
Problem's data: 2SLP Deterministic Equivalent L-Shaped Method Progessive Heding algorithm Optimization for data science - Mines ParisTech (2020)
Nonlinear Programming - CMA (2020)
Below only lectures on multistage stochastic programming and Bundle methods applied to stochastic programming. Visite the course webpage for the full course and slides.
Cálculo Numérico - UERJ
Mestrado Profissional em Métodos Matemáticos em Finanças - IMPA Otimização I
Doutorado - IMPA
Minicurso - UFPR Minicurso - FGV EMAp |