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SPS Seminar 2026

Mon, 13 Apr 2026 17:29:02 GMT

We are pleased to announce the next talks in the SPS Seminar Series:

April 24: Phebe Vayanos : Learning Optimal and Fair Policies for Online Allocation of Scarce Societal Resources from Data Collected in Deployment
May 8: Bradley Sturt
May 22: Rui Gao

The Seminars take place on Fridays at 14:00 UTC (7:00 AM PT / 10:00 AM ET / 4:00 PM CEST) and are transmitted via Zoom. More information about the seminar series is available at https://sites.google.com/view/sps-seminar-series/ .

Please register through the mailing list link on the seminar webpage in order to receive the Zoom link.

We hope to see many of you there!

Nordic Winter School on Advanced Stochastic Optimization

Tue, 15 Jul 2025 19:14:06 GMT

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

2025 Roger J. B. Wets Junior Researcher Best Paper Prize Finalists

stochastic.programming.society@gmail.com (SPS Wolfram) — Sun, 13 Jul 2025 17:33:25 GMT

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).

How to Post on the StoProg Mailing List

Sun, 13 Jul 2025 09:03:03 GMT

To post on the StoProg mailing list, you first need to subscribe to the list by email:

Open a new message window in your preferred email program and address your message to stoprog-l@maillist.usc.edu.
In the body of the message, type the following on the first line: subscribe stoprog-l First Last (replacing “First Last” with your first and last name).
If you use an automatic "signature" in your email software, it must be disabled before you send your subscription request.
Send your message.

Once your subscription is successfully processed, you will get an email message that contains information regarding how to unsubscribe from the list, how to turn mail off temporarily, and how to change to digest mode. Save this message for future reference.

Once you have subscribed to the StoProg mailing list, you can post messages by sending emails to stoprog-l@maillist.usc.edu.

2025 SPS Student Paper Prize Finalists

Thu, 12 Jun 2025 19:13:22 GMT

Dear Stochastic Programming Society,

We are pleased to announce the finalists for the 2025 Dupačová-Prékopa Best Student Paper Prize in Stochastic Programming. We received 27 excellent nominations this year, so the committee had a very difficult time choosing just 5 finalists. We appreciate and recognize the great work in all the nominations we received.

The finalists will present their work in a dedicated session at ICSP 2025 (icsp2025.org) this summer, where also the winner and 2nd place will be announced. In alphabetical order, the finalists are:

Maria Carolina Bazotte, for the paper “Solving Two-Stage Programs with Endogenous Uncertainty via Random Variable Transformation”, co-authored with Margarida Carvalho and Thibaut Vidal.

Mengmeng Li, for the paper “Towards Optimal Offline Reinforcement Learning,” co-authored with Daniel Kuhn and Tobias Sutter.

Haoming Shen, for the paper “Convex Chance-Constrained Programs with Wasserstein Ambiguity”, co-authored with Ruiwei Jiang.

Tianyu Wang, for the paper “Optimizer’s Information Criterion: Dissecting and Correcting Bias in Data-Driven Optimization”, co-authored with Garud Iyengar and Henry Lam.

Xian Yu, for the paper “Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets”, co-authored with Siqian Shen.

Sincerely,

The 2025 Dupačová-Prékopa Best Student Paper Prize in Stochastic Programming Committee:

Jim Luedtke (University of Wisconsin-Madison, chair) Miloš Kopa (Charles University in Prague) Karmel Shehadeh (USC)

2025 Dupačová-Prékopa Prize

Wed, 16 Oct 2024 02:21:07 GMT

The Committee on Stochastic Programming is pleased to announce the triennial Dupačová-Prékopa Best Student Paper Prize in Stochastic Programming, which will be given in recognition of the most outstanding student-authored paper(s) in stochastic programming. The prize will be awarded at the 17th International Conference on Stochastic Programming (ICSP) to be held in Paris, July 28-August 1, 2025.

The prize committee consists of Jim Luedtke (University of Wisconsin-Madison, chair), MilošKopa (Charles University in Prague), and Karmel S. Shehadeh (Lehigh University).

Each submission must satisfy the following eligibility criteria:

The paper must present original research results.
The entrant must have been a student on, or after, January 1, 2022.
The research must have been conducted while the entrant was a student.
The paper must have been published in, or submitted to, an English language journal.
The paper must be written by the entrant with only minor assistance. One or more advisors may appear as co-authors, but the student must be the “first author.” If multiple students appear as co-authors of the winning paper, the prize will be shared among them.
The entrant can be a (co-)author on at most one paper submitted to the competition.

Entrants must submit the following material by March 25, 2025:

An electronic copy (PDF file) of the paper.
Publication information. If the paper is still under review, state the name of the journal and the point in the review process.
An email address and phone number where the entrant can be contacted.
A letter signed by both the faculty advisor and the entrant attesting that the eligibility conditions are met.
In case the paper is co-authored by the advisor, the latter should include a statement about the contribution of the entrant.

The submitted papers will be judged on the following criteria:

Magnitude of the contribution to the advancement of the field of stochastic programming.
Originality of ideas and methods.
Clarity and excellence of exposition.

Submissions must be sent to the committee chair at jim.luedtke@wisc.edu by March 25, 2025. If you do not receive a confirmation by March 30, please contact a committee member directly.

The prize committee will select the finalists at least two months before ICSP 2025. Once the decision is made, the committee will inform the finalists; those students are expected to attend ICSP 2025 and present their papers at a special “award” session. During the SPS Business Meeting, the prize committee will announce the winners.

For more information on the 17th International Conference on Stochastic Programming, please see: https://icsp2025.org/

Sincerely,

Jim Luedtke (University of Wisconsin-Madison, chair)
Miloš Kopa (Charles University in Prague)
Karmel Shehadeh (Lehigh University)

XVIIth ICSP

Sun, 08 Sep 2024 13:56:38 GMT

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 J uly 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 .

Call for Proposals to Host ICSP 2028

Tue, 30 Apr 2024 13:56:38 GMT

Proposals to host ICSP in 2028 will be examined by the Conference Site Advisory Committee (CSAC) of the Stochastic Programming Society (SPS).

Complete preliminary proposals should be sent to the members of the CSAC before June 1st, 2025.

All qualifying proposals will be presented at the SPS Business Meeting at the upcoming ICSP, to be held July 28 - August 1, 2025 in École des Ponts, Paris • Champs-sur-Marne, France.

The guidelines below list important items to consider informing when submitting a preliminary proposal (for many points, it is clear that only estimates can be provided).

The name of the person who will likely lead the organizing committee;
The likely structure of the local organizing committee;
Information about the conference venue;
Specific venue and preferred dates (season/month);
Public transportation from the city center to the conference venue;
Conference rooms with technical equipment:
1 conference room for the plenary/semi-plenary speakers and tutorials, with a minimum capacity of 200 participants;
6-8 smaller conference rooms with a capacity of 30-70 participants;
Wireless Internet access;
Lunch and coffee break facilities on site;
Venue map with indication of classrooms, coffee and lunch break area;
Information on the ability;
to manage logistics such as webpage, registration process, abstract submission;
to organize tutorials and tennis/football tournaments the weekend before the conference;
to fund the cost of the conference (industry/government support);
to support some students and/or other participants;
City information;
Host country visa regulations;
Availability of flights from various continents;
Links or information about the city, its weather and tourist attractions, accommodation for participants and public transportation to the conference venue, conferences already organized at the conference venue, costs and prices;
Proposal of a general technical and social program of events for the conference week;
Estimated registration costs;
Estimated “important dates”: for submission of minisymposia, abstracts, registration;
Previous experience in organizing large international conferences;

For more information, please consult Article 11 in SPS by laws: https://stoprog.org/sites/default/files/the_committee_on_stochastic_prog... and feel free to reach out to any member of the CSAC:

Francesca Maggioni
Claudia Sagastizabal (Chair)
David Woodruff

Junior Researcher Best Paper Prize

Wed, 10 Jan 2024 14:56:38 GMT

The Committee on Stochastic Programming is pleased to announce a Junior Researcher Best Paper Prize in Stochastic Programming, which will be given in recognition of the most outstanding paper(s) in stochastic programming authored by a junior researcher. The prize will be awarded at the 17th International Conference on Stochastic Programming (ICSP) to be held in Paris, July 28-August 1, 2025.

The prize committee consists of Andrzej Ruszczynski (Rutgers University), Siqian Shen (University of Michigan at Ann Arbor), and Wim van Ackooij (EDF-Lab Paris-Saclay, chair).

Each entry must satisfy the following eligibility criteria:

The paper must present original research results and must have been published or accepted for publication in a peer-reviewed English language journal after January 1, 2022.
All co-authors must have obtained their PhD in one of the seven calendar years preceding the year of the prize submission, that is after Jan 1, 2018. This period of seven years may be extended for personal reasons, such as parental leave or health issues. Requests for extensions need to be sent to the Junior Researcher Best Paper Prize Committee Chair accompanied by appropriate documentation. The Committee will decide if an extension is granted.
The paper may not have won a SPS Best Student Paper Prize in previous years and may not be simultaneously considered for the Dupačová-Prékopa Best Student Paper Prize.
The paper must not have won a previous SPS Junior Researcher Best Paper Prize.
The entrants can be (co-)author(s) in at most one paper submitted to the competition.

Entrants must submit the following material by March 31, 2025:

An electronic copy (PDF file) of the paper.
The publication information for the work.
Email addresses and phone numbers where the entrants can be contacted in the event the entrants are selected as finalists.
A letter signed by all co-authors attesting that the eligibility conditions are met. In case an extension is requested, the letter should be accompanied by appropriate documentation, as discussed above.

The submitted papers will be judged on the following criteria:

Magnitude of the contribution to the advancement of the field of stochastic programming.
Originality of ideas and methods.
Clarity and excellence of exposition.

Submissions must be sent to the committee chair at wim.van-ackooij@edf.fr by March 31, 2025. If you do not receive a confirmation by April 7, please contact a committee member directly.

The prize committee will select the finalists at least two months before ICSP 2025. Once the decision is made, the committee will inform the finalists; those students are expected to attend ICSP 2025 and present their papers at a special “award” session. During the SPS Business Meeting, the prize committee will announce the winners.

For more information on the 17th International Conference on Stochastic Programming, please see: https://icsp2025.org/

Sincerely,

Andrzej Ruszczynski (Rutgers University)
Siqian Shen (University of Michigan at Ann Arbor),
Wim van Ackooij (EDF-Lab Paris-Saclay, Chair).New Paragraph