Events | Stochastic Programming Society

2023

XVI International Conference on Stochastic Programming (UC Davis, 2023). The sixteenth International Conference on Stochastic Programming (ICSP) will be held July 24–28, 2023. More information can be found here.

2022

Change of Date: XVI International Conference on Stochastic Programming (UC Davis, 2023). The sixteenth International Conference on Stochastic Programming (ICSP) will be held July 24–28, 2023. More information can be found here.

2020

SPS Virtual Seminar: Cynthia Rudin (June 12, 7-8 AM Pacific Time)

Optimization under Uncertainty (Workshop). More information can be found here.

From Data to Decisions: the Scenario Approach (Systems, Control, Machine Learning). More information can be found here.

2019

XV International Conference on Stochastic Programming (ICSP2019), July 29-August 2, 2019, NTNU, Trondheim, Norway.

2018

VGSCO (Vienna Graduate School on Computational Optimization)-Workshop, December 17-19, 2018.

University of Bergamo/Georgia Institute of Technology 2018 Workshop on Stochastic Optimisation and Data Analytics for Computational Management. February 8-9, 2018. University of Bergamo, DMEQM. Details are available here.

2017

AI, Machine Learning and Sentiment Analysis Applied to Finance. London, 28-29 June 2017. Registration open. Please visit http://conferences.unicom.co.uk/sentiment-analysis/

Log Optimal Growth & Kelly Strategy. London, 26 June 2017. Registration open. Please visit http://conferences.unicom.co.uk/sentiment-analysis/workshops/

XIV CONFERENCE ON COMPUTATIONAL MANAGEMENT SCIENCE (CMS 2017) Pricing, Risk and Optimization in Management Science. 30 May 2017 - 1 June 2017. Abstract submission (deadline: March 15th 2017) and registration processes are open. Please visit: http://dinamico2.unibg.it/cms2017/

PhD Winter school 2017: Stochastic programming with applications in energy, logistics and finance (Passo del Tonale, Italy). More information can be found here.

2016

14th International Conference on Stochastic Programming, June 25 - July 1, 2016 in Buzios, Brazil

2015

Optimum Decision Making and Risk Analysis Applied to Finance, UNICOM workshop, October 19-23, 2015 in London, United Kingdom

OR2015, International Conference, September 1-4, 2015 in University of Vienna Stream Stochastic Optimization organised by: Rüdiger Schulz, Georg Pflug, Daniel Kuhn

Probability, Reliability and Stochastic Optimization International Conference , April 7-10, 2015 in Kyiv, Ukraine

PhD Winter School 2015, Kvitfjellin, Norway, March 22-28.

2014

European Conference on Stochastic Programming and Energy Applications, September 24 - 26, 2014 in Paris, France

PhD Winter School 2014, Bad Hofgastein, Austria, March 23-28.

2013

13th Int. Conf. on Stochastic Programming, Bergamo, Italy, July 8-12, 2013, organized by Marida Bertocchi and Giorgio Consigli.

2012

The 21st International Symposium on Mathematical Programming (ISMP) took place in Berlin, Germany, August 19-24, 2012. It had a Stochastic Optimization cluster organized by Shabbir Ahmed and David Morton. Special Workshop of Stochastic Programming Community Stochastic Programming for Implementation and Advanced Applications (StoProg-2012) was held in Neringa, Lithuania, on July 3-6, 2012.

25th European Conference on Operational Research (EURO XXV), July 8-11, 2012 in Vilnius, Lithuania. It had a stream on Stochastic Programming organized by Jitka Dupacova, Georg Pflug, Andras Prekopa, Alexander Shapiro and Stein W. Wallace.

The Nordic Optimization Symposium, June 7-9, 2012 in Trondheim, Norway. This is the biannual conference of the Nordic section of the Mathematical Optimization Society. It had several stochastic programming sessions organized by Asgeir Tomasgard.

9th International Conference on Computational Management Science, Imperial College London (UK), April 18-20, 2012. Organized by D. Kuhn, P. Parpas, E.N. Pistikopoulos, B. Rustem, and W. Wiesemann.

APMOD 2012, International Conference on Applied Mathematical Optimization and Modelling. March 28-30, 2012. Paderborn, Germany. Jointly organized by the DS&OR Lab (Decision Support & Operations Research Lab) of the University of Paderborn, and CARISMA (Centre for the Analysis of Risk and Optimisation Modelling Applications) of Brunel University.

Workshop on Managing Uncertainty in Energy Systems and Markets. March 21-25, 2012. Oppdal, Norway. This workshop is organized by Asgeir Tomasgard, Stein-Erik Fleten, and Mette Bjørndal and the topics include multi-stage stochastic programming and stochastic equilibrium and capacity expansion.

2011

8th International Conference on Computational Management Science, Neuchatel (Switzerland), 28-30 April 2011. Organized by C. Gatu, M. Gilli, T. Kondylis, E.J. Kontoghiorghes, P. Kropf and M. Paolella.

PhD Winter School on Managing uncertainty in energy infrastructure investments, Oppdal (Norway), 6-13 March 2011. Organized by A. Tomasgard, S.-E. Fleten, M. Bjørndal.

2010

12th Int. Conf. on Stochastic Programming, Halifax, Nova Scotia, August 16-20, 2010, organized by Gus Gassmann. See also the (password protected) web gallery of pictures taken by Alexei Gaivoronski.

7th International Conference on Computational Management Science, Vienna, Austria, on July 28-30, 2010. Organized by the Department of Statistics and Decision Support Systems, University of Vienna.

Prague Stochastics 2010, Prague, Czech Republic, on 30 August - 3 September, 2010. Organized by Pavel Boček, Lucie Fajfrová, Zdeněk Hlávka, Daniel Hlubinka, Tomáš Marek, Tomáš Pazák, and Michaela Prokešová.

Veszprem Optimization Conference: Advanced Algorithms (VOCAL), Veszprem (Hungary), 13-15 December 2010. Bi-ennial conference with SP keynote (Georg Pflug) and a session on SP applications.

Stochastic Processes, Stochastic Calculus and Continuous Time Finance, 22 - 24 Nov 2010 London, developed by CARISMA Brunel, Fraunhofer ITWM and OptiRisk Systems

Optimisation Series: Business Application of Optimisation, Stochastic Programming & Portfolio Planning, 1-5 Nov 2010 Brunel University, developed by CARISMA Brunel, Fraunhofer ITWM and OptiRisk Systems

2009

Stochastic Programming School 2009, University of Bergamo, Italy, on 23-28 November, 2009. Organized by Giorgio Consigli, Vittorio Moriggia, Francesca Maggioni, and Gaetano Iaquinta.

6th International Conference on Computational Management Science, Geneva, Switzerland, on May 1-3, 2009. Organized by the Department of Econometrics, University of Geneva.

2008

Conference on Optimization and Practices in Industry (COPI'08) at EDF Recherche & Developpement, Clamart (Paris), France, on November 26-28, 2008. Organized by Y. Jacquemart, L. Andrieu (Chair), and S. Marsais-Roux.

Workshop on Numerical Linear and Nonlinear Stochastic Programming at the University of Edinburgh, UK, on September 3-5, 2008. Organized by Andreas Grothey (chairman), Coralia Cartis, Marco Colombo, and Jacek Gondzio.

International Workshop on Operations Research in honour of Laureano F. Escudero's 65th birthday. June 5-7, 2008, Department of Statistics and Operations Research at the Rey Juan Carlos University, Madrid (Spain). Organized by Antonio Alonso-Ayuso and Joaquin Sanchez-Soriano.

2007

11th Int. Conf. on Stochastic Programming (SPXI), Vienna, Austria, August 27-31, 2007, organized by Georg Pflug.

2007 Spring School on Stochastic Programming. April 10-20, 2007, Università degli studi di Bergamo. Organized by Giorgio Consigli.

2006

Prague Stochastics 2006: Joint session of the 7th Prague Symposium on Asymptotic Statistics and the 15th Prague Conference on Information Theory, Statistical Decision Functions and Random Processes, Prague, August 21-25, 2006. Invited session on stochastic optimization organized by Vlasta Kankova.

International Conference on Financial Engineering. March 22-24, 2006, Gainesville, FL. Organized by Farid AitSahlia and Stan Uryasev. 22nd IFIP TC7 Conference, Turin, Italy, July 18-22, 2005

2005

Conference on Optimization under Uncertainties, Heidelberg, Germany, September 28-30, 2005. Organized by H.G. Bock and E. Kostina (U. of Heidelberg), supported by the GAMM Activity Group on Applied Stochastic Analysis and Optimization.

Mathematical Models for Optimizing Transportation Services, Auckland, New Zealand, April 19 - 22, 2005, organized by Andy Philpott, David Ryan and Matthias Ehrgott.

2004

10th Int. Conf. on Stochastic Programming (SPX), Tucson AZ, USA, October 9-15, 2004, organized by Julie Higle and Suvrajeet Sen.

Italian OR Society Annual Conference (AIRO 2004), Lecce, Italy, September 7-10, 2004, including a Session on Stochastic Programming organized by Patrizia Beraldi.

IFIP/SOM Workshop on Stochastic Integer Programming, Groningen, Netherlands, May 24-26, 2004, organized by Maarten van der Vlerk, Wim Klein Haneveld, and Leen Stougie.

2003

Decision Making under Uncertainty: Stochastic Programming Workshop, 16-17 September 2003, London, UK. Organised by OptiRisk Systems and CARISMA Centre, Brunel University.

CEA-EDF-INRIA Course on Stochastic Programming, March 17-20, 2003, INRIA - Rocquencourt, France, organized by J. Frédéric Bonnans, SYDOCO, INRIA-Rocquencourt.

International Conference on High Performance Scientific Computing, Hanoi, Vietnam, March 10-14, 2003, including a Minisymposium on Stochastic Programming organized by Ruediger Schultz.

2002

University of Florida, Gainesville (FL), USA, Integrated Risk-Return Management: New Approach to Management of Bank Portfolio, November 4-5, 2002. A joint workshop of Risk Management and Financial Engineering Lab, University of Florida, USA and Risk Training, Bruckmuehl, Germany.

Stevens Institute of Technology, Hoboken (NJ), USA, Symposium on Mathematical Optimization, November 1, 2002, organized by Darinka Dentcheva.

Tsinghua University, Beijing, China, The First International Workshop on Uncertain Programming, July 24-27, 2002. Hosted by Information Journal, sponsored by Operations Research Society of China (ORSC).

University of California at Davis, USA, Network Interdiction and Stochastic Integer Programming, March 15, 2002, organized by David Woodruff and Jesus De Loera.

Laxenburg/Vienna, Austria, IFIP/IIASA/GAMM Workshop Dynamic Stochastic Optimization, March 11-14, 2002, organized by Yuri Ermoliev, Georg Pflug, and Kurt Marti.

University of Florida, Gainesville (FL), USA, International Conference on Modeling, Optimization and Risk Management in Finance, March 5-7, 2003, organized by Stan Uryasev and Paul Krokhmal, Risk Management and Financial Engineering Lab.

2001

9th Int. Conf. on Stochastic Programming, Berlin (Germany), Aug 25-31 2001, organized by Werner Roemisch and Ruediger Schultz.

2000

Federal Armed Forces University, Neubiberg/Munich, Germany, 4th GAMM/IFIP Workshop on Stochastic Optimization: Numerical Methods and Technical Applications, June 27-29, 2000, organized by Kurt Marti.

University of Florida, Gainesville, International Conference on Stochastic Optimization: Algorithms and Applications, Center for Applied Optimization, February 20-22, 2000, organized by Stanislav Uryasev and Panos Pardalos.

1999

University of Minnesota, Minneapolis, Institute for Mathematical Analysis, Decision Making Under Uncertainty: Energy and Environmental Models, July 19-23 1999, organized by Francois Auzerais, Robert Burridge, Claude Greengard, and Roger Wets.

Palo Alto, California, Workshop on Applications of Planning under Uncertainty, July 12-16, 1999, organized by Hung-Po Chao, George Dantzig, Alan Manne, and William Ziemba.

1998

8th Int. Conf. on Stochastic Programming, Vancouver, BC (Canada), Aug 8-16 1998, organized by William T. Ziemba and Roger J-B Wets.

1996

Federal Armed Forces University, Neubiberg/Munich, Germany, 3rd GAMM/IFIP Workshop on Stochastic Optimization: Numerical Methods and Technical Applications, June 17-20, 1996 organized by Kurt Marti.

Tuscon, Arizona, January 17-19, 1996, NSF/IFIP Workshop on Stochastic Programming and Applications, organized by Julia Higle and Suvrajeet Sen.

Semmering, Austria, January 8-18, 1996, EURO Winter School on Stochastic Optimization, organized by Georg Pflug and Andrzej Ruszczynski.

1995

7th Int. Conf. on Stochastic Programming, Nahariya, Israel, 1995, organized by Reuven Rubinstein.

1994

Lillehammer, Norway, January 18-20, 1994, IFIP Workshop Stochastic Programming: Algorithms and Models, organized by Stein Wallace.

1993

IIASA and University of Vienna, July 11-23, 1993, Approximations of Stochastic Programming Problems, organized by Andrzej Ruszczynski and Georg Pflug.

Federal Armed Forces University, Neubiberg/Munich, Germany, 2nd GAMM/IFIP Workshop on Stochastic Optimization: Numerical Methods and Technical Applications, June 15-17, 1993 organized by Kurt Marti.

1992

6th Int. Conf. on Stochastic Programming, Udine, Italy, 1992, organized by Gianni Andreatta and Gabriella Salinetti.

Gosen, near Berlin, GAMM/IFIP Workshop on Stochastic Programming, Stability, Numerical Methods and Applications, March 23-27, 1992 organized by Werner Roemisch and Ruediger Schultz.

1991

University of Essex, Colchester, England, August 12-16, 1991, IMA Meeting on Stochastic Optimization in Economics and Finance, organized by Michael Dempster.

1990

Federal Armed Forces University, Neubiberg/Munich, Germany, 1st GAMM/IFIP Workshop on Stochastic Optimization: Numerical Methods and Technical Applications, May 29-31, 1990 organized by Kurt Marti.

1989

5th Int. Conf. on Stochastic Programming, Ann Arbor, MI (USA), University of Michigan, 1989, organized by John Birge.

1986

4th Int. Conf. on Stochastic Programming, Prague, Czechoslovakia, 1986, organized by Jitka Dupacova.

1984

Kiev, Ukraine, Stochastic Optimization, September 9-16, 1984, organized by V.S. Michalevich.

1983

3rd Int. Conf. on Stochastic Programming, IIASA Laxenburg, Austria, 1983, organized by Roger Wets.

1981

2nd Int. Conf. on Stochastic Programming, Koszeg, Hungary, 1981, organized by Andras Prekopa. (Founding of COSP)

1980

IIASA, Laxenburg, Austria, Workshop on Stochastic Optimization, December 9-13, 1980, organized by Michael Dempster and Yuri Ermoliev.

1979

Oberwolfach, Germany, January 28-February 3, 1979, organized by Peter Kall and Andras Prekopa.

1974

1st Int. Conf. on Stochastic Programming, Oxford, England, 1974, organized by Michael Dempster.