Mini-Workshop on Stochastic Optimization
Humboldt University Berlin, 14/03/2007
List of Speakers:
Kengy Barty
(Électricité de France):
Quantization in Discretization of Stochastic Programs
Jean-Sébastien Roy
(Électricité de France):
Tree Generation through Clustering
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Nonparametric Approximation of Nonanticipativity
Werner Römisch
(Humboldt Universität Berlin):
Stability Based Scenario Tree Modeling
Andreas Eichhorn
(Humboldt Universität Berlin):
Polyhedral Risk Measures in Multistage Stochastic Programming
Christian Küchler
(Humboldt Universität Berlin):
On Scenario Reduction with respect to Polyhedral Discrepancies