XVIIth ICSP

ICSP is the main conference on Stochastic Programming, organized by the Stochastic Programming Society — part of the Mathematical Optimization Society.


We gather experts in optimization under uncertainty, scholars and practitioners alike, to discuss cutting edge questions, state-of-the art methods and high impact application of stochastic programming.


TOPICS


  • Stochastic programming
  • Stochastic integer programming
  • (distributionally) Robust problems
  • Contextual stochastic programming
  • Chance constrained programming
  • Machine learning
  • Applications in energy, finance or logistics
  • Sequential decision making under uncertainty


KEY DATES


14 February 2025: Deadline for Mini-symposium and invited sessions submission
25 March 2025: Deadline student paper prize submission

15
 28 April 2025: Deadline abstract submission
01
 31 May 2025: Early Bird registration
26-27 July 2025: 
Tutorials
28
July 2025: Conference opening


VENUE


The conference will be held at École des Ponts, IP Paris (Cité Descartes, 6 et 8 avenue Blaise Pascal, Champs-sur-Marne).


Created in 1747 under the name École Royale des Ponts et Chaussées, it is a higher education establishment that trains engineers to a high level of scientific, technical and general competency.


Apart from civil engineering and spatial planning, historically the source of its prestige, the School develops high-quality programs and research associated with the energy transition.


MORE DETAILS


For more details, please visit the conference webpage here.

By SPS Wolfram July 15, 2025
We invite PhD students to a Nordic winter school on Advanced Stochastic Optimization at the Norwegian Univer- sity of Science and Technology (NTNU) in Trondheim, Norway, from 1 – 5 December 2025. The course is part of the Nordic Courses in Stochastic Programming, a cooperation between NTNU, NHH in Bergen, and UCPH in Copenhagen that provides PhD courses on stochastic programming. The course builds on the material taught in the introduction-level Nordic PhD course in stochastic programming taught in Bergen in September this year. Prior participation in that course is not mandatory, but some basic knowledge of stochastic pro- gramming models is required. The course is taught by multiple lecturers, each teaching on their field of expertise. This provides PhD students a unique opportunity to learn from and connect with experts in the field, as well as with other students with similar interests. The following lecturers will give talks on the indicated topics: Vincent Leclère (Ecole des Ponts, Paris) – Stochastic dual dynamic programming and related methods Francesca Maggioni (University of Bergamo) – Bounding techniques in (multi-stage/-horizon) stoch. programs Ward Romeijnders (University of Groningen) – Mixed-integer stochastic programming Peter Schütz (NTNU) – Dual decomposition Stein-Erik Fleten (NTNU) – Applications in energy systems Ruben van Beesten (Erasmus University Rotterdam, NTNU) – Quick recap of basics, modeling risk aversion The course takes place at the Gløshaugen campus in Trondheim from 1 – 5 December. During this week, the tra- ditional Christmas market on the city square starts, which will keep you busy during the evenings. Lectures start Monday morning and end around 14:00 on Friday. Participation is free of charge. Students that wish to receive credits (5 EC) should write a 10-page essay after the course related to one of the topics discussed (you can relate this to your own research project), graded pass/fail. The deadline for registration is 15 September (if you cannot make the deadline, email me to ask for remaining options). See the second page of this document for instructions on how to register. For any remaining questions, contact me using the email address below. I hope to see many of you there! Kind regards, Ruben van Beesten (coordinator) Registration procedure Everyone: fill out the registration form here. Students that wish to receive credit must also register officially within the NTNU system. NTNU students: enroll for the courses using the regular procedure on Studentweb. External students: follow the following steps: Go to Søknadsweb using this link Choose the institution Norwegian University of Science and Technology, press continue At the bottom of the page, choose Register new international applicant Answer the questions. When asked if you are a current or former student at NTNU, choose No (i.e., do not answer I am a PhD-Candidat). Once registered in Søknadsweb, log into your account. Follow the following steps: Fill out your personal details Under Single courses, choose PhD courses for external candidates Autumn 2025. In the drop-down list, select 9690 PhD courses for external candidates. Moreover, in the text box, write the course code of the course you wish to follow: - IØ8404 Advanced Stochastic Optimization Press Submit your application Upload the requested documents. Press Next  You will see a confirmation screen. Press Done
By SPS Wolfram July 13, 2025
Dear Stochastic Programming Society, We are pleased to announce the finalists for the 2025 Roger J. B. Wets Junior Researcher Best Paper Prize. We have received excellent nominations this year and after careful deliberation the jury has chosen 2 finalists. Both finalists will present their work in a dedicated session on Wednesday 30/07 at ICSP 2025. In alphabetical order, the finalists are: Rui Gao , for the paper : "Finite-Sample Guarantees for Wasserstein Distributionally Robust Optimization: Breaking the Curse of Dimensionality" Bradley Sturt , for the paper : "A nonparametric algorithm for optimal stopping based on robust optimization" Congratulations to the finalists! Sincerely, The 2025 Roger J. B. Wets Junior Researcher Best Paper Prize Committee: Andrzej Ruszczynski (Rutgers University) Siqian Shen (University of Michigan at Ann Arbor), Wim van Ackooij (EDF-Lab Paris-Saclay, Chair).